# EDGAR Filing Document

**Accession Number:** 0001141819
**File Stem:** 0001145549-25-049801
**Filing Date:** 2025-7
**Character Count:** 906415
**Document Hash:** 41337b0a664c76f3396687767e663658
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049801.hdr.sgml**: 20250730

**ACCESSION NUMBER**: 0001145549-25-049801

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250730

**DATE AS OF CHANGE**: 20250730

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRUST FOR PROFESSIONAL MANAGERS
- **CENTRAL INDEX KEY:** 0001141819

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10401
- **FILM NUMBER:** 251164470

**BUSINESS ADDRESS:**
- **STREET 1:** U.S. BANCORP FUND SERVICES LLC
- **STREET 2:** 615 EAST MICHIGAN ST 2ND FLOOR
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4147655067

**MAIL ADDRESS:**
- **STREET 1:** U.S. BANCORP FUND SERVICES LLC
- **STREET 2:** 615 EAST MICHIGAN ST 2ND FLOOR
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ZODIAC TRUST
- **DATE OF NAME CHANGE:** 20010601

## Series and Classes Contracts Data

### ActivePassive Core Bond ETF (Series ID: S000075232)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000234094 | ActivePassive Core Bond ETF | APCB            |

## Nport-Ex

---

| |
|:---|
| **ActivePassive Core Bond ETF** |
| **Schedule of Investments** |
| **May 31, 2025 (Unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **U.S. TREASURY SECURITIES - 28.4%** | **Par** | **Par** | **Value** |
|  United States Treasury Inflation Indexed Bonds, 1.63%, 04/15/2030 | $| 587703 | 589613 |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |  |
| &nbsp;&nbsp; 2.88%, 06/15/2025 | 6000 | 6000 | 5981 |
| &nbsp;&nbsp; 2.75%, 06/30/2025 | 1066000 | 1066000 | 1064633 |
| &nbsp;&nbsp; 3.00%, 07/15/2025 | 920000 | 920000 | 918482 |
| &nbsp;&nbsp; 4.25%, 10/15/2025 | 11000 | 11000 | 10970 |
| &nbsp;&nbsp; 4.25%, 12/31/2025 | 683000 | 683000 | 682885 |
| &nbsp;&nbsp; 4.25%, 01/31/2026 | 276000 | 276000 | 275907 |
| &nbsp;&nbsp; 4.00%, 02/15/2026 | 380000 | 380000 | 379320 |
| &nbsp;&nbsp; 4.63%, 02/28/2026 | 300000 | 300000 | 300793 |
| &nbsp;&nbsp; 4.63%, 03/15/2026 | 1674000 | 1674000 | 1679000 |
| &nbsp;&nbsp; 4.50%, 03/31/2026 | 7772000 | 7772000 | 7791208 |
| &nbsp;&nbsp; 3.75%, 04/15/2026 | 1455000 | 1455000 | 1449519 |
| &nbsp;&nbsp; 4.88%, 04/30/2026 | 829000 | 829000 | 834022 |
| &nbsp;&nbsp; 4.88%, 05/31/2026 | 902000 | 902000 | 908260 |
| &nbsp;&nbsp; 4.63%, 06/30/2026 | 868000 | 868000 | 872442 |
| &nbsp;&nbsp; 1.88%, 07/31/2026 | 345000 | 345000 | 336402 |
| &nbsp;&nbsp; 4.38%, 07/31/2026 | 869000 | 869000 | 871580 |
| &nbsp;&nbsp; 6.75%, 08/15/2026 | 1661000 | 1661000 | 1715696 |
| &nbsp;&nbsp; 0.75%, 08/31/2026 | 186000 | 186000 | 178132 |
| &nbsp;&nbsp; 3.75%, 08/31/2026 | 1485000 | 1485000 | 1479170 |
| &nbsp;&nbsp; 2.00%, 11/15/2026 | 673000 | 673000 | 654046 |
| &nbsp;&nbsp; 1.63%, 11/30/2026 | 205000 | 205000 | 197522 |
| &nbsp;&nbsp; 4.25%, 11/30/2026 | 894000 | 894000 | 897178 |
| &nbsp;&nbsp; 4.38%, 12/15/2026 | 864000 | 864000 | 868792 |
| &nbsp;&nbsp; 4.00%, 01/15/2027 | 3055000 | 3055000 | 3055776 |
| &nbsp;&nbsp; 4.13%, 01/31/2027 | 803000 | 803000 | 804945 |
| &nbsp;&nbsp; 4.25%, 03/15/2027 | 548000 | 548000 | 550890 |
| &nbsp;&nbsp; 3.88%, 03/31/2027 | 888000 | 888000 | 887081 |
| &nbsp;&nbsp; 4.50%, 04/15/2027 | 1496000 | 1496000 | 1511252 |
| &nbsp;&nbsp; 4.63%, 06/15/2027 | 2856000 | 2856000 | 2896274 |
| &nbsp;&nbsp; 3.25%, 06/30/2027 | 5000 | 5000 | 4926 |
| &nbsp;&nbsp; 4.38%, 07/15/2027 | 1536000 | 1536000 | 1550820 |
| &nbsp;&nbsp; 3.75%, 08/15/2027 | 512000 | 512000 | 510480 |
| &nbsp;&nbsp; 3.38%, 09/15/2027 | 4779000 | 4779000 | 4727383 |
| &nbsp;&nbsp; 0.38%, 09/30/2027 | 15000 | 15000 | 13809 |
| &nbsp;&nbsp; 0.50%, 10/31/2027 | 1136000 | 1136000 | 1048359 |
| &nbsp;&nbsp; 4.13%, 11/15/2027 | 4141000 | 4141000 | 4164536 |
| &nbsp;&nbsp; 6.13%, 11/15/2027 | 1666000 | 1666000 | 1754181 |
| &nbsp;&nbsp; 0.63%, 11/30/2027 | 5000 | 5000 | 4606 |
| &nbsp;&nbsp; 0.63%, 12/31/2027 | 1422000 | 1422000 | 1309518 |
| &nbsp;&nbsp; 4.25%, 01/15/2028 | 2800000 | 2800000 | 2825977 |
| &nbsp;&nbsp; 0.75%, 01/31/2028 | 5000 | 5000 | 4597 |
| &nbsp;&nbsp; 4.00%, 02/29/2028 | 512000 | 512000 | 513760 |
| &nbsp;&nbsp; 3.88%, 03/15/2028 | 3796000 | 3796000 | 3798521 |
| &nbsp;&nbsp; 3.63%, 03/31/2028 | 1510000 | 1510000 | 1500798 |
| &nbsp;&nbsp; 3.75%, 05/15/2028 | 3005000 | 3005000 | 2996196 |
| &nbsp;&nbsp; 1.25%, 05/31/2028 | 11000 | 11000 | 10169 |
| &nbsp;&nbsp; 1.25%, 06/30/2028 | 5000 | 5000 | 4612 |
| &nbsp;&nbsp; 1.00%, 07/31/2028 | 3798000 | 3798000 | 3476283 |
| &nbsp;&nbsp; 2.88%, 08/15/2028 | 1173000 | 1173000 | 1137787 |
| &nbsp;&nbsp; 1.13%, 08/31/2028 | 6000 | 6000 | 5487 |
| &nbsp;&nbsp; 1.25%, 09/30/2028 | 5000 | 5000 | 4581 |
| &nbsp;&nbsp; 1.38%, 10/31/2028 | 5000 | 5000 | 4591 |
| &nbsp;&nbsp; 5.25%, 11/15/2028 | 1659000 | 1659000 | 1730415 |
| &nbsp;&nbsp; 1.50%, 11/30/2028 | 1334000 | 1334000 | 1230745 |
| &nbsp;&nbsp; 1.38%, 12/31/2028 | 1311000 | 1311000 | 1201869 |
| &nbsp;&nbsp; 3.75%, 12/31/2028 | 702000 | 702000 | 698709 |
| &nbsp;&nbsp; 1.75%, 01/31/2029 | 5000 | 5000 | 4625 |
| &nbsp;&nbsp; 4.00%, 01/31/2029 | 263000 | 263000 | 263863 |
| &nbsp;&nbsp; 1.88%, 02/28/2029 | 10000 | 10000 | 9278 |
| &nbsp;&nbsp; 4.25%, 02/28/2029 | 296000 | 296000 | 299532 |
| &nbsp;&nbsp; 2.38%, 03/31/2029 | 5000 | 5000 | 4717 |
| &nbsp;&nbsp; 4.63%, 04/30/2029 | 1638000 | 1638000 | 1679814 |
| &nbsp;&nbsp; 2.38%, 05/15/2029 | 5000 | 5000 | 4710 |
| &nbsp;&nbsp; 4.50%, 05/31/2029 | 894000 | 894000 | 913085 |
| &nbsp;&nbsp; 4.25%, 06/30/2029 | 2911000 | 2911000 | 2946705 |
| &nbsp;&nbsp; 4.00%, 07/31/2029 | 3378000 | 3378000 | 3387567 |
| &nbsp;&nbsp; 1.63%, 08/15/2029 | 5000 | 5000 | 4555 |
| &nbsp;&nbsp; 3.63%, 08/31/2029 | 1350000 | 1350000 | 1334048 |
| &nbsp;&nbsp; 1.75%, 11/15/2029 | 5000 | 5000 | 4552 |
| &nbsp;&nbsp; 4.13%, 11/30/2029 | 1881000 | 1881000 | 1895585 |
| &nbsp;&nbsp; 3.88%, 12/31/2029 | 5000 | 5000 | 4972 |
| &nbsp;&nbsp; 4.25%, 01/31/2030 | 1310000 | 1310000 | 1326426 |
| &nbsp;&nbsp; 1.50%, 02/15/2030 | 5000 | 5000 | 4469 |
| &nbsp;&nbsp; 4.00%, 02/28/2030 | 1610000 | 1610000 | 1613711 |
| &nbsp;&nbsp; 3.63%, 03/31/2030 | 658000 | 658000 | 648156 |
| &nbsp;&nbsp; 4.00%, 03/31/2030 | 3178000 | 3178000 | 3183959 |
| &nbsp;&nbsp; 3.50%, 04/30/2030 | 606000 | 606000 | 593265 |
| &nbsp;&nbsp; 0.63%, 05/15/2030 | 3436000 | 3436000 | 2923284 |
| &nbsp;&nbsp; 3.75%, 05/31/2030 | 1080000 | 1080000 | 1068905 |
| &nbsp;&nbsp; 3.75%, 06/30/2030 | 1324000 | 1324000 | 1309932 |
| &nbsp;&nbsp; 4.00%, 07/31/2030 | 1582000 | 1582000 | 1582618 |
| &nbsp;&nbsp; 0.63%, 08/15/2030 | 6524000 | 6524000 | 5499401 |
| &nbsp;&nbsp; 4.13%, 08/31/2030 | 5000 | 5000 | 5017 |
| &nbsp;&nbsp; 4.63%, 09/30/2030 | 323000 | 323000 | 332494 |
| &nbsp;&nbsp; 4.88%, 10/31/2030 | 627000 | 627000 | 652876 |
| &nbsp;&nbsp; 0.88%, 11/15/2030 | 4518000 | 4518000 | 3828123 |
| &nbsp;&nbsp; 4.38%, 11/30/2030 | 684000 | 684000 | 695596 |
| &nbsp;&nbsp; 3.75%, 12/31/2030 | 3461000 | 3461000 | 3411586 |
| &nbsp;&nbsp; 4.00%, 01/31/2031 | 1256000 | 1256000 | 1253179 |
| &nbsp;&nbsp; 1.13%, 02/15/2031 | 4296000 | 4296000 | 3671066 |
| &nbsp;&nbsp; 4.25%, 02/28/2031 | 5641000 | 5641000 | 5698291 |
| &nbsp;&nbsp; 4.13%, 03/31/2031 | 9783000 | 9783000 | 9812999 |
| &nbsp;&nbsp; 4.63%, 04/30/2031 | 525000 | 525000 | 540166 |
| &nbsp;&nbsp; 1.63%, 05/15/2031 | 15000 | 15000 | 13039 |
| &nbsp;&nbsp; 4.63%, 05/31/2031 | 215000 | 215000 | 220616 |
| &nbsp;&nbsp; 4.25%, 06/30/2031 | 4153000 | 4153000 | 4188690 |
| &nbsp;&nbsp; 4.13%, 07/31/2031 | 555000 | 555000 | 555911 |
| &nbsp;&nbsp; 1.25%, 08/15/2031 | 4666000 | 4666000 | 3941494 |
| &nbsp;&nbsp; 3.75%, 08/31/2031 | 1215000 | 1215000 | 1191198 |
| &nbsp;&nbsp; 1.38%, 11/15/2031 | 3500000 | 3500000 | 2956338 |
| &nbsp;&nbsp; 4.38%, 01/31/2032 | 1623000 | 1623000 | 1644334 |
| &nbsp;&nbsp; 1.88%, 02/15/2032 | 2685000 | 2685000 | 2329133 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | 1268000 | 1268000 | 1169581 |
| &nbsp;&nbsp; 2.75%, 08/15/2032 | 1291000 | 1291000 | 1176272 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | 1414000 | 1414000 | 1346863 |
| &nbsp;&nbsp; 3.38%, 05/15/2033 | 5000 | 5000 | 4696 |
| &nbsp;&nbsp; 3.88%, 08/15/2033 | 8510000 | 8510000 | 8279964 |
| &nbsp;&nbsp; 4.50%, 11/15/2033 | 776000 | 776000 | 787761 |
| &nbsp;&nbsp; 4.00%, 02/15/2034 | 6433000 | 6433000 | 6287001 |
| &nbsp;&nbsp; 4.38%, 05/15/2034 | 14219000 | 14219000 | 14262324 |
| &nbsp;&nbsp; 3.88%, 08/15/2034 | 2992000 | 2992000 | 2883248 |
| &nbsp;&nbsp; 4.63%, 02/15/2035 | 2240000 | 2240000 | 2282525 |
| &nbsp;&nbsp; 4.25%, 05/15/2035 | 1630000 | 1630000 | 1611790 |
| &nbsp;&nbsp; 4.75%, 02/15/2037 | 587000 | 587000 | 602867 |
| &nbsp;&nbsp; 4.50%, 05/15/2038 | 2512000 | 2512000 | 2503169 |
| &nbsp;&nbsp; 1.13%, 05/15/2040 | 589000 | 589000 | 358094 |
| &nbsp;&nbsp; 1.13%, 08/15/2040 | 98000 | 98000 | 58810 |
| &nbsp;&nbsp; 1.38%, 11/15/2040 | 638000 | 638000 | 398276 |
| &nbsp;&nbsp; 1.88%, 02/15/2041 | 640000 | 640000 | 431325 |
| &nbsp;&nbsp; 2.25%, 05/15/2041 | 147000 | 147000 | 104433 |
| &nbsp;&nbsp; 4.38%, 05/15/2041 | 24000 | 24000 | 22787 |
| &nbsp;&nbsp; 1.75%, 08/15/2041 | 637000 | 637000 | 414000 |
| &nbsp;&nbsp; 3.75%, 08/15/2041 | 1155000 | 1155000 | 1015768 |
| &nbsp;&nbsp; 2.00%, 11/15/2041 | 615000 | 615000 | 414717 |
| &nbsp;&nbsp; 3.13%, 11/15/2041 | 19000 | 19000 | 15237 |
| &nbsp;&nbsp; 2.38%, 02/15/2042 | 587000 | 587000 | 418398 |
| &nbsp;&nbsp; 3.13%, 02/15/2042 | 971000 | 971000 | 775539 |
| &nbsp;&nbsp; 3.25%, 05/15/2042 | 623000 | 623000 | 505591 |
| &nbsp;&nbsp; 3.88%, 02/15/2043 | 580000 | 580000 | 509652 |
| &nbsp;&nbsp; 2.88%, 05/15/2043 | 2170000 | 2170000 | 1639706 |
| &nbsp;&nbsp; 3.88%, 05/15/2043 | 51000 | 51000 | 44597 |
| &nbsp;&nbsp; 4.38%, 08/15/2043 | 264000 | 264000 | 247020 |
| &nbsp;&nbsp; 3.75%, 11/15/2043 | 248000 | 248000 | 212061 |
| &nbsp;&nbsp; 4.75%, 11/15/2043 | 2244000 | 2244000 | 2200785 |
| &nbsp;&nbsp; 4.50%, 02/15/2044 | 502000 | 502000 | 476233 |
| &nbsp;&nbsp; 4.63%, 05/15/2044 | 4833000 | 4833000 | 4654406 |
| &nbsp;&nbsp; 3.13%, 08/15/2044 | 690000 | 690000 | 532755 |
| &nbsp;&nbsp; 4.13%, 08/15/2044 | 1851000 | 1851000 | 1663948 |
| &nbsp;&nbsp; 2.88%, 08/15/2045 | 200000 | 200000 | 145923 |
| &nbsp;&nbsp; 3.00%, 02/15/2047 | 626000 | 626000 | 460342 |
| &nbsp;&nbsp; 2.75%, 08/15/2047 | 194000 | 194000 | 134912 |
| &nbsp;&nbsp; 2.75%, 11/15/2047 | 298000 | 298000 | 207157 |
| &nbsp;&nbsp; 3.13%, 05/15/2048 | 714000 | 714000 | 529866 |
| &nbsp;&nbsp; 3.00%, 08/15/2048 | 515000 | 515000 | 372409 |
| &nbsp;&nbsp; 3.38%, 11/15/2048 | 802000 | 802000 | 620516 |
| &nbsp;&nbsp; 3.00%, 02/15/2049 | 660000 | 660000 | 475522 |
| &nbsp;&nbsp; 2.88%, 05/15/2049 | 794000 | 794000 | 557118 |
| &nbsp;&nbsp; 2.25%, 08/15/2049 | 2472000 | 2472000 | 1513134 |
| &nbsp;&nbsp; 2.38%, 11/15/2049 | 795000 | 795000 | 499251 |
| &nbsp;&nbsp; 2.00%, 02/15/2050 | 338000 | 338000 | 193663 |
| &nbsp;&nbsp; 1.38%, 08/15/2050 | 2028000 | 2028000 | 973480 |
| &nbsp;&nbsp; 1.63%, 11/15/2050 | 364000 | 364000 | 187005 |
| &nbsp;&nbsp; 1.88%, 02/15/2051 | 1403000 | 1403000 | 768033 |
| &nbsp;&nbsp; 2.38%, 05/15/2051 | 1372000 | 1372000 | 849220 |
| &nbsp;&nbsp; 2.00%, 08/15/2051 | 540000 | 540000 | 303550 |
| &nbsp;&nbsp; 1.88%, 11/15/2051 | 2493000 | 2493000 | 1351430 |
| &nbsp;&nbsp; 2.25%, 02/15/2052 | 2113000 | 2113000 | 1258968 |
| &nbsp;&nbsp; 2.88%, 05/15/2052 | 2005000 | 2005000 | 1378281 |
| &nbsp;&nbsp; 3.00%, 08/15/2052 | 296000 | 296000 | 208807 |
| &nbsp;&nbsp; 3.63%, 02/15/2053 | 686000 | 686000 | 548076 |
| &nbsp;&nbsp; 3.63%, 05/15/2053 | 605000 | 605000 | 482877 |
| &nbsp;&nbsp; 4.13%, 08/15/2053 | 499000 | 499000 | 436450 |
| &nbsp;&nbsp; 4.75%, 11/15/2053 | 2870000 | 2870000 | 2785918 |
| &nbsp;&nbsp; 4.25%, 02/15/2054 | 400000 | 400000 | 357367 |
| &nbsp;&nbsp; 4.63%, 05/15/2054 | 879000 | 879000 | 836355 |
| &nbsp;&nbsp; 4.25%, 08/15/2054 | 300000 | 300000 | 268359 |
| &nbsp;&nbsp; 4.63%, 02/15/2055 | 2872000 | 2872000 | 2740067 |
| &nbsp;&nbsp; 4.75%, 05/15/2055 | 860000 | 860000 | 838097 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $235,629,030) | **TOTAL U.S. TREASURY SECURITIES** (Cost $235,629,030) | **TOTAL U.S. TREASURY SECURITIES** (Cost $235,629,030) | 232949718 |
| **EXCHANGE TRADED FUNDS - 26.1%** | **Shares** | **Shares** | **Value** |
| iShares Core U.S. Aggregate Bond ETF <sup>(a)</sup> | 240115 | 240115 | 23555281 |
| iShares MBS ETF | 1174467 | 1174467 | 108814368 |
| Vanguard Total International Bond ETF <sup>(a)</sup> | 1652207 | 1652207 | 81701636 |
| **TOTAL EXCHANGE TRADED FUNDS** (Cost $212,545,954) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $212,545,954) | **TOTAL EXCHANGE TRADED FUNDS** (Cost $212,545,954) | 214071285 |
| **CORPORATE BONDS - 22.5%** | **Par** | **Par** | **Value** |
| **Advertising & Marketing - 0.0%<sup>(b)</sup>** | **Advertising & Marketing - 0.0%<sup>(b)</sup>** | **Advertising & Marketing - 0.0%<sup>(b)</sup>** |  |
|  Neptune Bidco US, Inc., 9.29%, 04/15/2029 <sup>(c)</sup> | 12000 | 12000 | 11351 |
|  Stagwell Global LLC, 5.63%, 08/15/2029 <sup>(c)</sup> | 14000 | 14000 | 13142 |
|  |  |  | 24493 |
| **Aerospace & Defense - 0.1%** | **Aerospace & Defense - 0.1%** | **Aerospace & Defense - 0.1%** |  |
|  AAR Escrow Issuer LLC, 6.75%, 03/15/2029 <sup>(c)</sup> | 14000 | 14000 | 14321 |
|  Goat Holdco LLC, 6.75%, 02/01/2032 <sup>(c)</sup> | 203000 | 203000 | 201860 |
|  Spirit AeroSystems, Inc., 9.75%, 11/15/2030 <sup>(c)</sup> | 8000 | 8000 | 8822 |
| TransDigm, Inc. | TransDigm, Inc. | TransDigm, Inc. |  |
| &nbsp;&nbsp; 6.75%, 08/15/2028 <sup>(c)</sup> | 137000 | 137000 | 139199 |
| &nbsp;&nbsp; 4.63%, 01/15/2029 | 10000 | 10000 | 9668 |
| &nbsp;&nbsp; 6.88%, 12/15/2030 <sup>(c)</sup> | 70000 | 70000 | 72055 |
| &nbsp;&nbsp; 7.13%, 12/01/2031 <sup>(c)</sup> | 115000 | 115000 | 118808 |
| &nbsp;&nbsp; 6.00%, 01/15/2033 <sup>(c)</sup> | 165000 | 165000 | 162980 |
|  |  |  | 727713 |
| **Airlines - 0.2%** | **Airlines - 0.2%** | **Airlines - 0.2%** |  |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.75%, 04/20/2029 <sup>(c)</sup> | 307000 | 307000 | 300905 |
|  AS Mileage Plan IP Ltd., 5.31%, 10/20/2031 <sup>(c)</sup> | 231000 | 231000 | 224284 |
|  JetBlue Airways Corp. / JetBlue Loyalty LP, 9.88%, 09/20/2031 <sup>(a)(c)</sup> | 4000 | 4000 | 3949 |
|  OneSky Flight LLC, 8.88%, 12/15/2029 <sup>(c)</sup> | 7000 | 7000 | 7046 |
|  United Airlines 2014-2 Class A Pass Through Trust, Series A, 3.75%, 09/03/2026 | 415497 | 415497 | 406396 |
|  United Airlines 2020-1 Class A Pass Through Trust, Series 2020-1, 5.88%, 10/15/2027 | 119249 | 119249 | 121175 |
|  United Airlines Class B Pass Through Trust, Series 2020-1, 4.88%, 01/15/2026 | 219368 | 219368 | 217813 |
|  United Airlines, Inc., 4.63%, 04/15/2029 <sup>(c)</sup> | 9000 | 9000 | 8533 |
|  VistaJet Malta Finance PLC / Vista Management Holding, Inc., 6.38%, 02/01/2030 <sup>(c)</sup> | 5000 | 5000 | 4483 |
|  |  |  | 1294584 |
| **Apparel & Textile Products - 0.0%<sup>(b)</sup>** | **Apparel & Textile Products - 0.0%<sup>(b)</sup>** | **Apparel & Textile Products - 0.0%<sup>(b)</sup>** |  |
|  Champ Acquisition Corp., 8.38%, 12/01/2031 <sup>(c)</sup> | 20000 | 20000 | 20997 |
| **Automobiles & Components - 0.1%** | **Automobiles & Components - 0.1%** | **Automobiles & Components - 0.1%** |  |
|  General Motors Co., 6.80%, 10/01/2027 | 375000 | 375000 | 387846 |
|  Goodyear Tire & Rubber Co., 5.25%, 04/30/2031 <sup>(a)</sup> | 215000 | 215000 | 200431 |
|  Phinia, Inc., 6.75%, 04/15/2029 <sup>(c)</sup> | 7000 | 7000 | 7146 |
|  |  |  | 595423 |
| **Automobiles Manufacturing - 0.9%** | **Automobiles Manufacturing - 0.9%** | **Automobiles Manufacturing - 0.9%** |  |
|  American Honda Finance Corp., 4.60%, 04/17/2030 | 55000 | 55000 | 54497 |
| BMW US Capital LLC | BMW US Capital LLC | BMW US Capital LLC |  |
| &nbsp;&nbsp; 4.90%, 04/02/2029 <sup>(a)(c)</sup> | 379000 | 379000 | 379937 |
| &nbsp;&nbsp; 4.15%, 04/09/2030 <sup>(c)</sup> | 164000 | 164000 | 159306 |
| &nbsp;&nbsp; 2.55%, 04/01/2031 <sup>(c)</sup> | 284000 | 284000 | 249105 |
| &nbsp;&nbsp; 5.15%, 08/11/2033 <sup>(c)</sup> | 82000 | 82000 | 81464 |
|  Ford Motor Credit Co. LLC, 6.50%, 02/07/2035 | 1445000 | 1445000 | 1409911 |
|  General Motors Financial Co., Inc., 5.85%, 04/06/2030 | 45000 | 45000 | 45872 |
| Hyundai Capital America | Hyundai Capital America | Hyundai Capital America |  |
| &nbsp;&nbsp; 1.80%, 10/15/2025 <sup>(c)</sup> | 401000 | 401000 | 395412 |
| &nbsp;&nbsp; 1.50%, 06/15/2026 <sup>(c)</sup> | 233000 | 233000 | 224450 |
| &nbsp;&nbsp; 5.45%, 06/24/2026 <sup>(c)</sup> | 11000 | 11000 | 11030 |
| &nbsp;&nbsp; 3.50%, 11/02/2026 <sup>(c)</sup> | 94000 | 94000 | 92038 |
| &nbsp;&nbsp; 5.30%, 03/19/2027 <sup>(c)</sup> | 10000 | 10000 | 10047 |
| &nbsp;&nbsp; 5.30%, 06/24/2029 <sup>(c)</sup> | 9000 | 9000 | 9068 |
| Mercedes-Benz Finance North America LLC | Mercedes-Benz Finance North America LLC | Mercedes-Benz Finance North America LLC |  |
| &nbsp;&nbsp; 3.50%, 08/03/2025 <sup>(c)</sup> | 726000 | 726000 | 724354 |
| &nbsp;&nbsp; 4.80%, 03/30/2026 <sup>(c)</sup> | 436000 | 436000 | 435883 |
| &nbsp;&nbsp; 3.75%, 02/22/2028 <sup>(c)</sup> | 1071000 | 1071000 | 1047690 |
| &nbsp;&nbsp; 5.10%, 08/03/2028 <sup>(c)</sup> | 312000 | 312000 | 315075 |
| &nbsp;&nbsp; 2.63%, 03/10/2030 <sup>(c)</sup> | 857000 | 857000 | 775871 |
| Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC |  |
| &nbsp;&nbsp; 1.63%, 11/24/2027 <sup>(c)</sup> | 332000 | 332000 | 305233 |
| &nbsp;&nbsp; 6.20%, 11/16/2028 <sup>(c)</sup> | 344000 | 344000 | 354245 |
| &nbsp;&nbsp; 6.45%, 11/16/2030 <sup>(c)</sup> | 200000 | 200000 | 209122 |
|  |  |  | 7289610 |
| **Banks - 3.4%** | **Banks - 3.4%** | **Banks - 3.4%** |  |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |  |
| &nbsp;&nbsp; 3.82% to 01/20/2027 then 3 mo. Term SOFR + 1.84%, 01/20/2028 | 1452000 | 1452000 | 1433068 |
| &nbsp;&nbsp; 3.97% to 03/05/2028 then 3 mo. Term SOFR + 1.33%, 03/05/2029 | 675000 | 675000 | 663030 |
| &nbsp;&nbsp; 5.20% to 04/25/2028 then SOFR + 1.63%, 04/25/2029 | 264000 | 264000 | 267654 |
| &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 | 34000 | 34000 | 29904 |
| &nbsp;&nbsp; 5.29% to 04/25/2033 then SOFR + 1.91%, 04/25/2034 | 19000 | 19000 | 18992 |
| &nbsp;&nbsp; 5.43% to 08/15/2034 then SOFR + 1.91%, 08/15/2035 | 700000 | 700000 | 686141 |
| &nbsp;&nbsp; 5.51% to 01/24/2035 then SOFR + 1.31%, 01/24/2036 | 1300000 | 1300000 | 1310761 |
|  Bank of Nova Scotia, 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 | 370000 | 370000 | 371822 |
| Barclays PLC | Barclays PLC | Barclays PLC |  |
| &nbsp;&nbsp; 7.12% to 06/27/2033 then SOFR + 3.57%, 06/27/2034 | 700000 | 700000 | 754484 |
| &nbsp;&nbsp; 6.04% to 03/12/2054 then SOFR + 2.42%, 03/12/2055 | 200000 | 200000 | 198623 |
|  BNP Paribas SA, 5.18% to 01/09/2029 then SOFR + 1.52%, 01/09/2030 <sup>(c)</sup> | 369000 | 369000 | 372812 |
| BPCE SA | BPCE SA | BPCE SA |  |
| &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 <sup>(c)</sup> | 260000 | 260000 | 222660 |
| &nbsp;&nbsp; 5.94% to 05/30/2034 then SOFR + 1.85%, 05/30/2035 <sup>(c)</sup> | 1280000 | 1280000 | 1296744 |
| &nbsp;&nbsp; 6.92% to 01/14/2045 then SOFR + 2.61%, 01/14/2046 <sup>(c)</sup> | 957000 | 957000 | 977288 |
|  CaixaBank SA, 6.84% to 09/13/2033 then SOFR + 2.77%, 09/13/2034 <sup>(c)</sup> | 532000 | 532000 | 576802 |
|  Citibank NA, 5.80%, 09/29/2028 | 500000 | 500000 | 520462 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |  |
| &nbsp;&nbsp; 3.88% to 02/18/2026 then 5 yr. CMT Rate + 3.42%, Perpetual | 220000 | 220000 | 215539 |
| &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 | 215000 | 215000 | 211730 |
| &nbsp;&nbsp; 3.07% to 02/24/2027 then SOFR + 1.28%, 02/24/2028 | 809000 | 809000 | 787526 |
| &nbsp;&nbsp; 5.17% to 02/13/2029 then SOFR + 1.36%, 02/13/2030 | 725000 | 725000 | 734519 |
| &nbsp;&nbsp; 3.98% to 03/20/2029 then 3 mo. Term SOFR + 1.60%, 03/20/2030 | 555000 | 555000 | 539258 |
| &nbsp;&nbsp; 4.41% to 03/31/2030 then SOFR + 3.91%, 03/31/2031 | 122000 | 122000 | 119036 |
| &nbsp;&nbsp; 6.17% to 05/25/2033 then SOFR + 2.66%, 05/25/2034 | 1066000 | 1066000 | 1092685 |
| &nbsp;&nbsp; 6.02% to 01/24/2035 then SOFR + 1.83%, 01/24/2036 | 570000 | 570000 | 573652 |
| &nbsp;&nbsp; 5.32% to 03/26/2040 then SOFR + 4.55%, 03/26/2041 | 732000 | 732000 | 698384 |
|  Comerica, Inc., 5.98% to 01/30/2029 then SOFR + 2.16%, 01/30/2030 | 27000 | 27000 | 27381 |
|  First Citizens BancShares, Inc., 6.25% to 03/12/2035 then 5 yr. CMT Rate + 1.97%, 03/12/2040 | 465000 | 465000 | 448541 |
|  First-Citizens Bank & Trust Co., 6.13%, 03/09/2028 | 358000 | 358000 | 369829 |
|  Huntington Bancshares, Inc., 6.14% to 11/18/2034 then 5 yr. CMT Rate + 1.70%, 11/18/2039 | 340000 | 340000 | 338410 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |
| &nbsp;&nbsp; 3.54% to 05/01/2027 then 3 mo. Term SOFR + 1.64%, 05/01/2028 | 447000 | 447000 | 437865 |
| &nbsp;&nbsp; 4.92% to 01/24/2028 then SOFR + 0.80%, 01/24/2029 | 390000 | 390000 | 392501 |
| &nbsp;&nbsp; 2.96% to 05/13/2030 then 3 mo. Term SOFR + 2.52%, 05/13/2031 | 260000 | 260000 | 236225 |
| &nbsp;&nbsp; 5.50% to 01/24/2035 then SOFR + 1.32%, 01/24/2036 | 1250000 | 1250000 | 1265297 |
| &nbsp;&nbsp; 5.57% to 04/22/2035 then SOFR + 1.68%, 04/22/2036 | 1050000 | 1050000 | 1068694 |
| &nbsp;&nbsp; 3.88% to 07/24/2037 then 3 mo. Term SOFR + 1.62%, 07/24/2038 | 44000 | 44000 | 37818 |
| &nbsp;&nbsp; 4.26% to 02/22/2047 then 3 mo. Term SOFR + 1.84%, 02/22/2048 | 210000 | 210000 | 171619 |
|  Lloyds Banking Group PLC, 5.59% to 11/26/2034 then 1 yr. CMT Rate + 1.20%, 11/26/2035 | 545000 | 545000 | 545063 |
| Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. |  |
| &nbsp;&nbsp; 3.26% to 05/22/2029 then 1 yr. CMT Rate + 1.25%, 05/22/2030 | 624000 | 624000 | 590689 |
| &nbsp;&nbsp; 1.98% to 09/08/2030 then 3 mo. Term SOFR + 1.53%, 09/08/2031 | 307000 | 307000 | 264829 |
|  Morgan Stanley Bank NA, 5.48%, 07/16/2025 | 376000 | 376000 | 375239 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |
| &nbsp;&nbsp; 2.33%, 08/21/2030 <sup>(c)</sup> | 250000 | 250000 | 218689 |
| &nbsp;&nbsp; 2.99%, 05/21/2031 <sup>(c)</sup> | 250000 | 250000 | 221165 |
|  NatWest Group PLC, 5.12% to 05/23/2030 then 1 yr. CMT Rate + 1.05%, 05/23/2031 | 630000 | 630000 | 632646 |
| PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. | PNC Financial Services Group, Inc. |  |
| &nbsp;&nbsp; 3.40% to 09/15/2026 then 5 yr. CMT Rate + 2.60%, Perpetual | 332000 | 332000 | 316058 |
| &nbsp;&nbsp; 5.68% to 01/22/2034 then SOFR + 1.90%, 01/22/2035 | 5000 | 5000 | 5090 |
| &nbsp;&nbsp; 5.58% to 01/29/2035 then SOFR + 1.39%, 01/29/2036 | 305000 | 305000 | 306376 |
|  Regions Financial Corp., 5.72% to 06/06/2029 then SOFR + 1.49%, 06/06/2030 | 413000 | 413000 | 421432 |
|  Santander Holdings USA, Inc., 6.12% to 05/31/2026 then SOFR + 1.23%, 05/31/2027 | 115000 | 115000 | 115764 |
|  Synovus Financial Corp., 5.20%, 08/11/2025 | 11000 | 11000 | 10967 |
|  Toronto-Dominion Bank, 5.15% to 09/10/2029 then 5 yr. CMT Rate + 1.50%, 09/10/2034 | 330000 | 330000 | 327049 |
|  Truist Financial Corp., 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 | 497000 | 497000 | 533830 |
| US Bancorp | US Bancorp | US Bancorp |  |
| &nbsp;&nbsp; 3.70% to 01/15/2027 then 5 yr. CMT Rate + 2.54%, Perpetual | 290000 | 290000 | 276415 |
| &nbsp;&nbsp; 6.79% to 10/26/2026 then SOFR + 1.88%, 10/26/2027 | 226000 | 226000 | 232192 |
| &nbsp;&nbsp; 5.84% to 06/10/2033 then SOFR + 2.26%, 06/12/2034 | 335000 | 335000 | 345153 |
| &nbsp;&nbsp; 2.49% to 11/03/2031 then 5 yr. CMT Rate + 0.95%, 11/03/2036 | 148000 | 148000 | 122930 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |  |
| &nbsp;&nbsp; 2.39% to 06/02/2027 then SOFR + 2.10%, 06/02/2028 | 506000 | 506000 | 484368 |
| &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 | 527000 | 527000 | 528540 |
| &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 | 634000 | 634000 | 650519 |
| &nbsp;&nbsp; 5.39% to 04/24/2033 then SOFR + 2.02%, 04/24/2034 | 28000 | 28000 | 28058 |
| &nbsp;&nbsp; 5.56% to 07/25/2033 then SOFR + 1.99%, 07/25/2034 | 107000 | 107000 | 108134 |
| &nbsp;&nbsp; 5.50% to 01/23/2034 then SOFR + 1.78%, 01/23/2035 | 965000 | 965000 | 968379 |
| &nbsp;&nbsp; 5.38%, 11/02/2043 | 175000 | 175000 | 161016 |
|  |  |  | 28258346 |
| **Biotechnology - 0.0%<sup>(b)</sup>** | **Biotechnology - 0.0%<sup>(b)</sup>** | **Biotechnology - 0.0%<sup>(b)</sup>** |  |
|  CSL Finance PLC, 4.95%, 04/27/2062 <sup>(c)</sup> | 6000 | 6000 | 4970 |
| **Cable & Satellite - 0.3%** | **Cable & Satellite - 0.3%** | **Cable & Satellite - 0.3%** |  |
| CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. | CCO Holdings LLC / CCO Holdings Capital Corp. |  |
| &nbsp;&nbsp; 4.75%, 03/01/2030 <sup>(c)</sup> | 88000 | 88000 | 83851 |
| &nbsp;&nbsp; 4.50%, 05/01/2032 | 310000 | 310000 | 281663 |
| &nbsp;&nbsp; 4.50%, 06/01/2033 <sup>(c)</sup> | 250000 | 250000 | 221976 |
|  Charter Communications Operating LLC / Charter Communications Operating Capital, 3.50%, 06/01/2041 | 270000 | 270000 | 189415 |
|  Cox Communications, Inc., 3.50%, 08/15/2027 <sup>(c)</sup> | 1029000 | 1029000 | 1002737 |
|  Directv Financing LLC / Directv Financing Co.-Obligor, Inc., 10.00%, 02/15/2031 <sup>(c)</sup> | 10000 | 10000 | 9716 |
|  Sirius XM Radio LLC, 4.13%, 07/01/2030 <sup>(c)</sup> | 31000 | 31000 | 28118 |
|  Sky Group Finance Ltd., 6.50%, 10/15/2035 <sup>(c)</sup> | 227000 | 227000 | 246052 |
|  |  |  | 2063528 |
| **Capital Goods - 1.0%** | **Capital Goods - 1.0%** | **Capital Goods - 1.0%** |  |
|  AGCO Corp., 5.45%, 03/21/2027 | 10000 | 10000 | 10059 |
| Air Lease Corp. | Air Lease Corp. | Air Lease Corp. |  |
| &nbsp;&nbsp; 4.65% to 06/15/2026 then 5 yr. CMT Rate + 4.08%, Perpetual | 217000 | 217000 | 213457 |
| &nbsp;&nbsp; 1.88%, 08/15/2026 | 394000 | 394000 | 380070 |
| &nbsp;&nbsp; 5.20%, 07/15/2031 | 450000 | 450000 | 454292 |
| ATI, Inc. | ATI, Inc. | ATI, Inc. |  |
| &nbsp;&nbsp; 4.88%, 10/01/2029 | 280000 | 280000 | 271175 |
| &nbsp;&nbsp; 7.25%, 08/15/2030 | 8000 | 8000 | 8363 |
|  Atkore, Inc., 4.25%, 06/01/2031 <sup>(c)</sup> | 16000 | 16000 | 14508 |
| Axon Enterprise, Inc. | Axon Enterprise, Inc. | Axon Enterprise, Inc. |  |
| &nbsp;&nbsp; 6.13%, 03/15/2030 <sup>(c)</sup> | 4000 | 4000 | 4079 |
| &nbsp;&nbsp; 6.25%, 03/15/2033 <sup>(c)</sup> | 65000 | 65000 | 65945 |
|  BlueLinx Holdings, Inc., 6.00%, 11/15/2029 <sup>(c)</sup> | 14000 | 14000 | 13157 |
| Boeing Co. | Boeing Co. | Boeing Co. |  |
| &nbsp;&nbsp; 5.04%, 05/01/2027 | 630000 | 630000 | 634012 |
| &nbsp;&nbsp; 5.15%, 05/01/2030 | 590000 | 590000 | 595438 |
| &nbsp;&nbsp; 3.90%, 05/01/2049 | 225000 | 225000 | 157466 |
| &nbsp;&nbsp; 5.81%, 05/01/2050 | 1233000 | 1233000 | 1155417 |
| Bombardier, Inc. | Bombardier, Inc. | Bombardier, Inc. |  |
| &nbsp;&nbsp; 7.25%, 07/01/2031 <sup>(c)</sup> | 89000 | 89000 | 91663 |
| &nbsp;&nbsp; 7.00%, 06/01/2032 <sup>(c)</sup> | 165000 | 165000 | 168532 |
|  Builders FirstSource, Inc., 4.25%, 02/01/2032 <sup>(c)</sup> | 17000 | 17000 | 15398 |
|  Caterpillar, Inc., 5.20%, 05/15/2035 | 205000 | 205000 | 205299 |
|  Chart Industries, Inc., 7.50%, 01/01/2030 <sup>(c)</sup> | 9000 | 9000 | 9382 |
|  Cornerstone Building Brands, Inc., 9.50%, 08/15/2029 <sup>(c)</sup> | 5000 | 5000 | 4436 |
|  Esab Corp., 6.25%, 04/15/2029 <sup>(c)</sup> | 6000 | 6000 | 6093 |
|  Fortive Corp., 4.30%, 06/15/2046 | 349000 | 349000 | 275580 |
|  Fortress Transportation and Infrastructure Investors LLC, 7.88%, 12/01/2030 <sup>(c)</sup> | 18000 | 18000 | 18880 |
|  General Dynamics Corp., 4.95%, 08/15/2035 | 300000 | 300000 | 294556 |
|  Hexcel Corp., 5.88%, 02/26/2035 | 76000 | 76000 | 75718 |
|  Hillenbrand, Inc., 3.75%, 03/01/2031 | 65000 | 65000 | 56908 |
| Howmet Aerospace, Inc. | Howmet Aerospace, Inc. | Howmet Aerospace, Inc. |  |
| &nbsp;&nbsp; 6.75%, 01/15/2028 | 364000 | 364000 | 383364 |
| &nbsp;&nbsp; 5.95%, 02/01/2037 | 250000 | 250000 | 261344 |
|  Illinois Tool Works, Inc., 3.90%, 09/01/2042 | 348000 | 348000 | 281433 |
|  Nordson Corp., 5.80%, 09/15/2033 | 97000 | 97000 | 100655 |
| Northrop Grumman Corp. | Northrop Grumman Corp. | Northrop Grumman Corp. |  |
| &nbsp;&nbsp; 4.65%, 07/15/2030 | 140000 | 140000 | 140106 |
| &nbsp;&nbsp; 5.25%, 07/15/2035 | 105000 | 105000 | 105131 |
| &nbsp;&nbsp; 4.95%, 03/15/2053 | 703000 | 703000 | 617255 |
| &nbsp;&nbsp; 5.20%, 06/01/2054 | 347000 | 347000 | 315097 |
|  Otis Worldwide Corp., 5.13%, 11/19/2031 | 125000 | 125000 | 126476 |
|  QXO Building Products, Inc., 6.75%, 04/30/2032 <sup>(c)</sup> | 12000 | 12000 | 12303 |
|  Rockwell Automation, Inc., 6.70%, 01/15/2028 | 339000 | 339000 | 357278 |
|  RTX Corp., 3.03%, 03/15/2052 | 125000 | 125000 | 77573 |
|  Terex Corp., 6.25%, 10/15/2032 <sup>(c)</sup> | 120000 | 120000 | 117807 |
|  |  |  | 8095705 |
| **Casinos & Gaming - 0.0%<sup>(b)</sup>** | **Casinos & Gaming - 0.0%<sup>(b)</sup>** | **Casinos & Gaming - 0.0%<sup>(b)</sup>** |  |
|  Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.88%, 05/01/2029 <sup>(c)</sup> | 150000 | 150000 | 143466 |
|  Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC, 8.25%, 04/15/2030 <sup>(c)</sup> | 10000 | 10000 | 10158 |
|  Ontario Gaming GTA LP/OTG Co.-Issuer, Inc., 8.00%, 08/01/2030 <sup>(c)</sup> | 12000 | 12000 | 11840 |
|  |  |  | 165464 |
| **Chemicals - 0.2%** | **Chemicals - 0.2%** | **Chemicals - 0.2%** |  |
|  Air Liquide Finance SA, 3.50%, 09/27/2046 <sup>(c)</sup> | 238000 | 238000 | 174128 |
|  Calderys Financing LLC, 11.25%, 06/01/2028 <sup>(c)</sup> | 130000 | 130000 | 138238 |
| Celanese US Holdings LLC | Celanese US Holdings LLC | Celanese US Holdings LLC |  |
| &nbsp;&nbsp; 6.75%, 04/15/2033 <sup>(a)</sup> | 70000 | 70000 | 68024 |
| &nbsp;&nbsp; 7.20%, 11/15/2033 <sup>(a)(d)</sup> | 205000 | 205000 | 213626 |
|  CVR Partners LP / CVR Nitrogen Finance Corp., 6.13%, 06/15/2028 <sup>(c)</sup> | 6000 | 6000 | 5957 |
|  LYB International Finance III LLC, 6.15%, 05/15/2035 | 210000 | 210000 | 212820 |
|  Olympus Water US Holding Corp., 9.75%, 11/15/2028 <sup>(c)</sup> | 195000 | 195000 | 204183 |
|  Tronox, Inc., 4.63%, 03/15/2029 <sup>(c)</sup> | 3000 | 3000 | 2505 |
|  Windsor Holdings III LLC, 8.50%, 06/15/2030 <sup>(c)</sup> | 197000 | 197000 | 208173 |
|  WR Grace Holdings LLC, 7.38%, 03/01/2031 <sup>(c)</sup> | 115000 | 115000 | 115971 |
|  |  |  | 1343625 |
| **Commercial & Professional Services - 0.1%** | **Commercial & Professional Services - 0.1%** | **Commercial & Professional Services - 0.1%** |  |
|  Brink's Co., 6.50%, 06/15/2029 <sup>(c)</sup> | 8000 | 8000 | 8148 |
|  CoreLogic, Inc., 4.50%, 05/01/2028 <sup>(c)</sup> | 4000 | 4000 | 3739 |
| Equifax, Inc. | Equifax, Inc. | Equifax, Inc. |  |
| &nbsp;&nbsp; 5.10%, 12/15/2027 | 275000 | 275000 | 277065 |
| &nbsp;&nbsp; 3.10%, 05/15/2030 | 60000 | 60000 | 55253 |
| Republic Services, Inc. | Republic Services, Inc. | Republic Services, Inc. |  |
| &nbsp;&nbsp; 5.00%, 04/01/2034 | 212000 | 212000 | 211782 |
| &nbsp;&nbsp; 5.70%, 05/15/2041 | 129000 | 129000 | 129952 |
|  Rollins, Inc., 5.25%, 02/24/2035 <sup>(c)</sup> | 135000 | 135000 | 133667 |
|  Thomson Reuters Corp., 5.65%, 11/23/2043 | 96000 | 96000 | 89244 |
|  Waste Management, Inc., 3.90%, 03/01/2035 | 65000 | 65000 | 58579 |
|  |  |  | 967429 |
| **Commercial Finance - 0.2%** | **Commercial Finance - 0.2%** | **Commercial Finance - 0.2%** |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust |  |
| &nbsp;&nbsp; 5.38%, 12/15/2031 | 455000 | 455000 | 457744 |
| &nbsp;&nbsp; 6.50% to 01/31/2031 then 5 yr. CMT Rate + 2.44%, 01/31/2056 | 240000 | 240000 | 236570 |
|  Avolon Holdings Funding Ltd., 4.38%, 05/01/2026 <sup>(c)</sup> | 609000 | 609000 | 605030 |
|  Azorra Finance Ltd., 7.75%, 04/15/2030 <sup>(c)</sup> | 11000 | 11000 | 11013 |
|  GGAM Finance Ltd., 8.00%, 06/15/2028 <sup>(c)</sup> | 17000 | 17000 | 17825 |
|  Global Aircraft Leasing Co. Ltd., 8.75%, 09/01/2027 <sup>(c)</sup> | 8000 | 8000 | 8080 |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. |  |
| &nbsp;&nbsp; 4.00%, 07/15/2025 <sup>(c)</sup> | 336000 | 336000 | 334761 |
| &nbsp;&nbsp; 1.20%, 11/15/2025 <sup>(c)</sup> | 200000 | 200000 | 196017 |
|  |  |  | 1867040 |
| **Communications Equipment - 0.0%<sup>(b)</sup>** | **Communications Equipment - 0.0%<sup>(b)</sup>** | **Communications Equipment - 0.0%<sup>(b)</sup>** |  |
|  CommScope LLC, 9.50%, 12/15/2031 <sup>(c)</sup> | 10000 | 10000 | 10375 |
| **Construction Materials Manufacturing - 0.2%** | **Construction Materials Manufacturing - 0.2%** | **Construction Materials Manufacturing - 0.2%** |  |
| Holcim Finance US LLC | Holcim Finance US LLC | Holcim Finance US LLC |  |
| &nbsp;&nbsp; 3.50%, 09/22/2026 <sup>(c)</sup> | 345000 | 345000 | 339126 |
| &nbsp;&nbsp; 4.95%, 04/07/2030 <sup>(c)</sup> | 165000 | 165000 | 165736 |
| &nbsp;&nbsp; 5.40%, 04/07/2035 <sup>(c)</sup> | 245000 | 245000 | 243612 |
|  Holcim US Finance Luxembourg SA, 6.88%, 09/29/2039 <sup>(c)</sup> | 70000 | 70000 | 74633 |
|  Quikrete Holdings, Inc., 6.38%, 03/01/2032 <sup>(c)</sup> | 340000 | 340000 | 344876 |
|  Standard Building Solutions, Inc., 6.50%, 08/15/2032 <sup>(c)</sup> | 75000 | 75000 | 76028 |
|  Standard Industries, Inc., 4.75%, 01/15/2028 <sup>(c)</sup> | 180000 | 180000 | 176420 |
|  |  |  | 1420431 |
| **Consumer Discretionary Distribution & Retail - 0.1%** | **Consumer Discretionary Distribution & Retail - 0.1%** | **Consumer Discretionary Distribution & Retail - 0.1%** |  |
|  Bath & Body Works, Inc., 6.63%, 10/01/2030 <sup>(c)</sup> | 50000 | 50000 | 50981 |
|  Genuine Parts Co., 6.88%, 11/01/2033 | 117000 | 117000 | 127914 |
|  Home Depot, Inc., 4.88%, 06/25/2027 | 12000 | 12000 | 12141 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. | Lowe's Cos., Inc. |  |
| &nbsp;&nbsp; 3.70%, 04/15/2046 | 348000 | 348000 | 252117 |
| &nbsp;&nbsp; 5.75%, 07/01/2053 | 119000 | 119000 | 112950 |
|  Upbound Group, Inc., 6.38%, 02/15/2029 <sup>(c)</sup> | 5000 | 5000 | 4778 |
|  Valvoline, Inc., 3.63%, 06/15/2031 <sup>(c)</sup> | 13000 | 13000 | 11519 |
|  |  |  | 572400 |
| **Consumer Durables & Apparel - 0.2%** | **Consumer Durables & Apparel - 0.2%** | **Consumer Durables & Apparel - 0.2%** |  |
| Beazer Homes USA, Inc. | Beazer Homes USA, Inc. | Beazer Homes USA, Inc. |  |
| &nbsp;&nbsp; 5.88%, 10/15/2027 | 180000 | 180000 | 177899 |
| &nbsp;&nbsp; 7.50%, 03/15/2031 <sup>(c)</sup> | 7000 | 7000 | 6860 |
|  Crocs, Inc., 4.25%, 03/15/2029 <sup>(c)</sup> | 5000 | 5000 | 4712 |
|  Dream Finders Homes, Inc., 8.25%, 08/15/2028 <sup>(c)</sup> | 11000 | 11000 | 11303 |
| LGI Homes, Inc. | LGI Homes, Inc. | LGI Homes, Inc. |  |
| &nbsp;&nbsp; 4.00%, 07/15/2029 <sup>(c)</sup> | 8000 | 8000 | 7075 |
| &nbsp;&nbsp; 7.00%, 11/15/2032 <sup>(c)</sup> | 225000 | 225000 | 208652 |
|  Mattel, Inc., 3.75%, 04/01/2029 <sup>(c)</sup> | 315000 | 315000 | 296677 |
|  MDC Holdings, Inc., 3.97%, 08/06/2061 | 32000 | 32000 | 23135 |
|  Meritage Homes Corp., 5.65%, 03/15/2035 | 482000 | 482000 | 469865 |
|  Newell Brands, Inc., 6.63%, 09/15/2029 | 60000 | 60000 | 57969 |
|  Tapestry, Inc., 5.50%, 03/11/2035 | 295000 | 295000 | 288749 |
|  Whirlpool Corp., 5.50%, 03/01/2033 | 132000 | 132000 | 124182 |
|  |  |  | 1677078 |
| **Consumer Finance - 0.1%** | **Consumer Finance - 0.1%** | **Consumer Finance - 0.1%** |  |
|  Freedom Mortgage Corp., 12.25%, 10/01/2030 <sup>(c)</sup> | 12000 | 12000 | 13240 |
|  Freedom Mortgage Holdings LLC, 8.38%, 04/01/2032 <sup>(c)</sup> | 14000 | 14000 | 13803 |
|  Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 7.00%, 07/15/2031 <sup>(c)</sup> | 90000 | 90000 | 93157 |
|  Nationstar Mortgage Holdings, Inc., 6.50%, 08/01/2029 <sup>(c)</sup> | 110000 | 110000 | 111837 |
|  PHH Escrow Issuer LLC/PHH Corp., 9.88%, 11/01/2029 <sup>(c)</sup> | 10000 | 10000 | 9804 |
|  Planet Financial Group LLC, 10.50%, 12/15/2029 <sup>(c)</sup> | 9000 | 9000 | 8854 |
|  Provident Funding Associates LP / PFG Finance Corp., 9.75%, 09/15/2029 <sup>(c)</sup> | 10000 | 10000 | 10392 |
|  Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc., 3.88%, 03/01/2031 <sup>(c)</sup> | 339000 | 339000 | 306192 |
|  Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc., 6.75%, 08/15/2032 <sup>(c)</sup> | 105000 | 105000 | 106929 |
|  United Wholesale Mortgage LLC, 5.50%, 04/15/2029 <sup>(c)</sup> | 20000 | 20000 | 19115 |
|  UWM Holdings LLC, 6.63%, 02/01/2030 <sup>(c)</sup> | 95000 | 95000 | 92984 |
|  |  |  | 786307 |
| **Consumer Products - 0.1%** | **Consumer Products - 0.1%** | **Consumer Products - 0.1%** |  |
|  Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US LLC, 4.75%, 01/15/2029 <sup>(c)</sup> | 6000 | 6000 | 5760 |
|  Haleon US Capital LLC, 3.63%, 03/24/2032 | 260000 | 260000 | 240439 |
|  Perrigo Finance Unlimited Co., 6.13%, 09/30/2032 <sup>(a)</sup> | 230000 | 230000 | 229196 |
|  |  |  | 475395 |
| **Consumer Services - 0.3%** | **Consumer Services - 0.3%** | **Consumer Services - 0.3%** |  |
|  Allied Universal Holdco LLC, 7.88%, 02/15/2031 <sup>(c)</sup> | 185000 | 185000 | 191373 |
|  Aramark Services, Inc., 5.00%, 02/01/2028 <sup>(c)</sup> | 6000 | 6000 | 5927 |
|  Brinker International, Inc., 8.25%, 07/15/2030 <sup>(c)</sup> | 12000 | 12000 | 12674 |
| Caesars Entertainment, Inc. | Caesars Entertainment, Inc. | Caesars Entertainment, Inc. |  |
| &nbsp;&nbsp; 4.63%, 10/15/2029 <sup>(a)(c)</sup> | 70000 | 70000 | 65261 |
| &nbsp;&nbsp; 7.00%, 02/15/2030 <sup>(c)</sup> | 125000 | 125000 | 128024 |
| &nbsp;&nbsp; 6.50%, 02/15/2032 <sup>(c)</sup> | 15000 | 15000 | 15092 |
| Carnival Corp. | Carnival Corp. | Carnival Corp. |  |
| &nbsp;&nbsp; 5.88%, 06/15/2031 <sup>(c)</sup> | 24000 | 24000 | 23969 |
| &nbsp;&nbsp; 6.13%, 02/15/2033 <sup>(a)(c)</sup> | 355000 | 355000 | 355208 |
| Churchill Downs, Inc. | Churchill Downs, Inc. | Churchill Downs, Inc. |  |
| &nbsp;&nbsp; 5.75%, 04/01/2030 <sup>(c)</sup> | 11000 | 11000 | 10826 |
| &nbsp;&nbsp; 6.75%, 05/01/2031 <sup>(c)</sup> | 280000 | 280000 | 284801 |
|  Great Canadian Gaming Corp., 8.75%, 11/15/2029 <sup>(c)</sup> | 5000 | 5000 | 4847 |
|  Life Time, Inc., 6.00%, 11/15/2031 <sup>(c)</sup> | 21000 | 21000 | 21008 |
|  Lindblad Expeditions Holdings, Inc., 9.00%, 05/15/2028 <sup>(c)</sup> | 185000 | 185000 | 191019 |
|  Marriott International, Inc., 5.00%, 10/15/2027 | 103000 | 103000 | 104057 |
|  Penn Entertainment, Inc., 4.13%, 07/01/2029 <sup>(c)</sup> | 110000 | 110000 | 98115 |
|  Prime Security Services Borrower LLC / Prime Finance, Inc., 6.25%, 01/15/2028 <sup>(c)</sup> | 285000 | 285000 | 284238 |
|  Raven Acquisition Holdings LLC, 6.88%, 11/15/2031 <sup>(c)</sup> | 8000 | 8000 | 7964 |
|  Six Flags Entertainment Corp., 7.25%, 05/15/2031 <sup>(c)</sup> | 145000 | 145000 | 147883 |
| Sodexo, Inc. | Sodexo, Inc. | Sodexo, Inc. |  |
| &nbsp;&nbsp; 5.15%, 08/15/2030 <sup>(c)</sup> | 205000 | 205000 | 206186 |
| &nbsp;&nbsp; 5.80%, 08/15/2035 <sup>(c)</sup> | 210000 | 210000 | 213189 |
|  Starbucks Corp., 3.00%, 02/14/2032 | 349000 | 349000 | 309965 |
|  Williams Scotsman, Inc., 6.63%, 06/15/2029 <sup>(c)</sup> | 175000 | 175000 | 178159 |
|  |  |  | 2859785 |
| **Consumer Staples Distribution & Retail - 0.2%** | **Consumer Staples Distribution & Retail - 0.2%** | **Consumer Staples Distribution & Retail - 0.2%** |  |
|  Alimentation Couche-Tard, Inc., 4.50%, 07/26/2047 <sup>(c)</sup> | 573000 | 573000 | 456140 |
|  Sysco Corp., 4.45%, 03/15/2048 | 164000 | 164000 | 132032 |
|  Walgreens Boots Alliance, Inc., 8.13%, 08/15/2029 <sup>(a)</sup> | 8000 | 8000 | 8367 |
| Walmart, Inc. | Walmart, Inc. | Walmart, Inc. |  |
| &nbsp;&nbsp; 4.00%, 04/15/2026 | 160000 | 160000 | 159437 |
| &nbsp;&nbsp; 3.90%, 04/15/2028 | 150000 | 150000 | 149356 |
| &nbsp;&nbsp; 4.00%, 04/15/2030 | 69000 | 69000 | 68511 |
| &nbsp;&nbsp; 4.90%, 04/28/2035 | 640000 | 640000 | 640360 |
|  |  |  | 1614203 |
| **Containers & Packaging - 0.1%** | **Containers & Packaging - 0.1%** | **Containers & Packaging - 0.1%** |  |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |  |
| &nbsp;&nbsp; 4.88%, 07/15/2026 <sup>(c)</sup> | 256000 | 256000 | 254729 |
| &nbsp;&nbsp; 5.65%, 01/15/2034 | 3000 | 3000 | 3016 |
| Clydesdale Acquisition Holdings, Inc. | Clydesdale Acquisition Holdings, Inc. | Clydesdale Acquisition Holdings, Inc. |  |
| &nbsp;&nbsp; 8.75%, 04/15/2030 <sup>(c)</sup> | 6000 | 6000 | 6125 |
| &nbsp;&nbsp; 6.75%, 04/15/2032 <sup>(c)</sup> | 153000 | 153000 | 154346 |
|  Mauser Packaging Solutions Holding Co., 7.88%, 04/15/2027 <sup>(c)</sup> | 120000 | 120000 | 120985 |
|  Owens-Brockway Glass Container, Inc., 7.25%, 05/15/2031 <sup>(c)</sup> | 8000 | 8000 | 8004 |
|  |  |  | 547205 |
| **Department Stores - 0.0%<sup>(b)</sup>** | **Department Stores - 0.0%<sup>(b)</sup>** | **Department Stores - 0.0%<sup>(b)</sup>** |  |
|  Macy's Retail Holdings LLC, 5.88%, 03/15/2030 <sup>(c)</sup> | 13000 | 13000 | 12393 |
| **Design, Manufacturing & Distribution - 0.0%<sup>(b)</sup>** | **Design, Manufacturing & Distribution - 0.0%<sup>(b)</sup>** | **Design, Manufacturing & Distribution - 0.0%<sup>(b)</sup>** |  |
|  Imola Merger Corp., 4.75%, 05/15/2029 <sup>(c)</sup> | 185000 | 185000 | 176937 |
| **Educational Services - 0.0%<sup>(b)</sup>** | **Educational Services - 0.0%<sup>(b)</sup>** | **Educational Services - 0.0%<sup>(b)</sup>** |  |
|  American University, 3.67%, 04/01/2049 | 327000 | 327000 | 241354 |
|  George Washington University, 4.30%, 09/15/2044 | 10000 | 10000 | 8299 |
|  University of Chicago, 2.76%, 04/01/2045 | 87000 | 87000 | 64731 |
|  |  |  | 314384 |
| **Electrical Equipment Manufacturing - 0.0%<sup>(b)</sup>** | **Electrical Equipment Manufacturing - 0.0%<sup>(b)</sup>** | **Electrical Equipment Manufacturing - 0.0%<sup>(b)</sup>** |  |
|  EMRLD Borrower LP / Emerald Co.-Issuer, Inc., 6.63%, 12/15/2030 <sup>(c)</sup> | 23000 | 23000 | 23203 |
|  Vertiv Group Corp., 4.13%, 11/15/2028 <sup>(c)</sup> | 11000 | 11000 | 10638 |
| WESCO Distribution, Inc. | WESCO Distribution, Inc. | WESCO Distribution, Inc. |  |
| &nbsp;&nbsp; 6.63%, 03/15/2032 <sup>(c)</sup> | 125000 | 125000 | 127803 |
| &nbsp;&nbsp; 6.38%, 03/15/2033 <sup>(c)</sup> | 65000 | 65000 | 66089 |
|  |  |  | 227733 |
| **Energy - 0.8%** | **Energy - 0.8%** | **Energy - 0.8%** |  |
|  Aker BP ASA, 5.80%, 10/01/2054 <sup>(c)</sup> | 436000 | 436000 | 381105 |
|  Antero Resources Corp., 5.38%, 03/01/2030 <sup>(c)</sup> | 10000 | 10000 | 9822 |
|  Cheniere Energy Partners LP, 4.00%, 03/01/2031 | 706000 | 706000 | 661791 |
|  Civitas Resources, Inc., 8.75%, 07/01/2031 <sup>(c)</sup> | 9000 | 9000 | 8789 |
|  CNX Midstream Partners LP, 4.75%, 04/15/2030 <sup>(c)</sup> | 8000 | 8000 | 7405 |
|  Comstock Resources, Inc., 6.75%, 03/01/2029 <sup>(a)(c)</sup> | 301000 | 301000 | 296197 |
|  CVR Energy, Inc., 8.50%, 01/15/2029 <sup>(c)</sup> | 3000 | 3000 | 2924 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. |  |
| &nbsp;&nbsp; 5.20%, 04/18/2027 | 140000 | 140000 | 141042 |
| &nbsp;&nbsp; 5.75%, 04/18/2054 | 118000 | 118000 | 105596 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |  |
| &nbsp;&nbsp; 5.63%, 05/01/2027 <sup>(c)</sup> | 71000 | 71000 | 70826 |
| &nbsp;&nbsp; 6.00%, 02/01/2029 <sup>(c)</sup> | 703000 | 703000 | 712160 |
| &nbsp;&nbsp; 5.25%, 04/15/2029 | 822000 | 822000 | 834789 |
| &nbsp;&nbsp; 6.13%, 12/15/2045 | 115000 | 115000 | 109499 |
| &nbsp;&nbsp; 5.00%, 05/15/2050 | 85000 | 85000 | 68609 |
| &nbsp;&nbsp; 6.20%, 04/01/2055 | 215000 | 215000 | 202718 |
|  EOG Resources, Inc., 5.65%, 12/01/2054 <sup>(a)</sup> | 510000 | 510000 | 483249 |
| EQT Corp. | EQT Corp. | EQT Corp. |  |
| &nbsp;&nbsp; 4.50%, 01/15/2029 <sup>(c)</sup> | 19000 | 19000 | 18525 |
| &nbsp;&nbsp; 5.75%, 02/01/2034 | 3000 | 3000 | 3014 |
|  Expand Energy Corp., 4.75%, 02/01/2032 | 250000 | 250000 | 235281 |
|  Hess Corp., 6.00%, 01/15/2040 | 44000 | 44000 | 45136 |
|  KazMunayGas National Co. JSC, 6.38%, 10/24/2048 <sup>(c)</sup> | 435000 | 435000 | 386701 |
|  Marathon Oil Corp., 6.60%, 10/01/2037 | 43000 | 43000 | 44704 |
|  MPLX LP, 4.70%, 04/15/2048 | 71000 | 71000 | 55752 |
|  Northern Oil & Gas, Inc., 8.75%, 06/15/2031 <sup>(c)</sup> | 10000 | 10000 | 10067 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |  |
| &nbsp;&nbsp; 3.50%, 08/15/2029 | 72000 | 72000 | 66058 |
| &nbsp;&nbsp; 7.88%, 09/15/2031 | 109000 | 109000 | 119631 |
| &nbsp;&nbsp; 4.10%, 02/15/2047 | 82000 | 82000 | 54171 |
| &nbsp;&nbsp; 6.05%, 10/01/2054 | 135000 | 135000 | 117193 |
|  Phillips 66, 1.30%, 02/15/2026 | 260000 | 260000 | 253321 |
|  Saudi Arabian Oil Co., 5.75%, 07/17/2054 <sup>(c)</sup> | 420000 | 420000 | 383088 |
|  SM Energy Co., 6.75%, 08/01/2029 <sup>(c)</sup> | 6000 | 6000 | 5869 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |  |
| &nbsp;&nbsp; 6.20%, 10/15/2037 | 80000 | 80000 | 81422 |
| &nbsp;&nbsp; 6.10%, 06/01/2040 | 33000 | 33000 | 33216 |
|  Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/2028 | 341000 | 341000 | 336413 |
|  Valero Energy Corp., 6.63%, 06/15/2037 | 300000 | 300000 | 314302 |
|  Vital Energy, Inc., 9.75%, 10/15/2030 | 3000 | 3000 | 2640 |
|  Williams Cos., Inc., 5.30%, 08/15/2028 | 89000 | 89000 | 90776 |
|  |  |  | 6753801 |
| **Entertainment Content - 0.3%** | **Entertainment Content - 0.3%** | **Entertainment Content - 0.3%** |  |
| Discovery Communications LLC | Discovery Communications LLC | Discovery Communications LLC |  |
| &nbsp;&nbsp; 4.88%, 04/01/2043 | 5000 | 5000 | 3375 |
| &nbsp;&nbsp; 5.20%, 09/20/2047 | 139000 | 139000 | 96911 |
| &nbsp;&nbsp; 5.30%, 05/15/2049 | 89000 | 89000 | 62064 |
| &nbsp;&nbsp; 4.00%, 09/15/2055 | 244000 | 244000 | 132482 |
|  Univision Communications, Inc., 8.50%, 07/31/2031 <sup>(c)</sup> | 21000 | 21000 | 20129 |
| Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. |  |
| &nbsp;&nbsp; 5.05%, 03/15/2042 | 2831000 | 2831000 | 2037695 |
| &nbsp;&nbsp; 5.14%, 03/15/2052 <sup>(a)</sup> | 285000 | 285000 | 184398 |
|  |  |  | 2537054 |
| **Entertainment Resources - 0.0%<sup>(b)</sup>** | **Entertainment Resources - 0.0%<sup>(b)</sup>** | **Entertainment Resources - 0.0%<sup>(b)</sup>** |  |
|  Cinemark USA, Inc., 5.25%, 07/15/2028 <sup>(c)</sup> | 20000 | 20000 | 19696 |
|  Sabre GLBL, Inc., 8.63%, 06/01/2027 <sup>(c)</sup> | 6000 | 6000 | 6162 |
|  Six Flags Entertainment Corp. / Canada's Wonderland Co. / Magnum Management Corp., 5.25%, 07/15/2029 | 280000 | 280000 | 271358 |
|  Speedway Motorsports LLC / Speedway Funding II, Inc., 4.88%, 11/01/2027 <sup>(c)</sup> | 14000 | 14000 | 13730 |
|  |  |  | 310946 |
| **Equity Real Estate Investment Trusts (REITs) - 0.2%** | **Equity Real Estate Investment Trusts (REITs) - 0.2%** | **Equity Real Estate Investment Trusts (REITs) - 0.2%** |  |
|  Crown Castle, Inc., 1.05%, 07/15/2026 | 150000 | 150000 | 143554 |
|  EPR Properties, 3.75%, 08/15/2029 | 366000 | 366000 | 344265 |
|  Iron Mountain, Inc., 4.88%, 09/15/2029 <sup>(c)</sup> | 42000 | 42000 | 40691 |
|  Kimco Realty OP LLC, 4.85%, 03/01/2035 | 390000 | 390000 | 373657 |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |  |
| &nbsp;&nbsp; 4.70%, 12/15/2028 | 103000 | 103000 | 103506 |
| &nbsp;&nbsp; 3.10%, 12/15/2029 | 161000 | 161000 | 150413 |
| &nbsp;&nbsp; 4.85%, 03/15/2030 | 500000 | 500000 | 504401 |
| &nbsp;&nbsp; 2.70%, 02/15/2032 | 256000 | 256000 | 222247 |
|  Service Properties Trust, 8.38%, 06/15/2029 | 70000 | 70000 | 70792 |
|  |  |  | 1953526 |
| **Exploration & Production - 0.1%** | **Exploration & Production - 0.1%** | **Exploration & Production - 0.1%** |  |
|  Aethon United BR LP / Aethon United Finance Corp., 7.50%, 10/01/2029 <sup>(c)</sup> | 11000 | 11000 | 11252 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp. | Ascent Resources Utica Holdings LLC / ARU Finance Corp. | Ascent Resources Utica Holdings LLC / ARU Finance Corp. |  |
| &nbsp;&nbsp; 5.88%, 06/30/2029 <sup>(c)</sup> | 8000 | 8000 | 7957 |
| &nbsp;&nbsp; 6.63%, 10/15/2032 <sup>(c)</sup> | 235000 | 235000 | 235966 |
|  ConocoPhillips Co., 5.50%, 01/15/2055 | 350000 | 350000 | 322211 |
|  Crescent Energy Finance LLC, 7.63%, 04/01/2032 <sup>(c)</sup> | 6000 | 6000 | 5647 |
| Hilcorp Energy I LP / Hilcorp Finance Co. | Hilcorp Energy I LP / Hilcorp Finance Co. | Hilcorp Energy I LP / Hilcorp Finance Co. |  |
| &nbsp;&nbsp; 5.75%, 02/01/2029 <sup>(c)</sup> | 65000 | 65000 | 61995 |
| &nbsp;&nbsp; 6.00%, 02/01/2031 <sup>(c)</sup> | 20000 | 20000 | 18395 |
| &nbsp;&nbsp; 6.88%, 05/15/2034 <sup>(c)</sup> | 140000 | 140000 | 126656 |
|  Kimmeridge Texas Gas LLC, 8.50%, 02/15/2030 <sup>(c)</sup> | 8000 | 8000 | 7895 |
| Permian Resources Operating LLC | Permian Resources Operating LLC | Permian Resources Operating LLC |  |
| &nbsp;&nbsp; 5.88%, 07/01/2029 <sup>(c)</sup> | 12000 | 12000 | 11830 |
| &nbsp;&nbsp; 7.00%, 01/15/2032 <sup>(c)</sup> | 140000 | 140000 | 143342 |
|  TGNR Intermediate Holdings LLC, 5.50%, 10/15/2029 <sup>(c)</sup> | 8000 | 8000 | 7543 |
|  |  |  | 960689 |
| **Financial Services - 2.1%** | **Financial Services - 2.1%** | **Financial Services - 2.1%** |  |
| Bank of New York Mellon Corp. | Bank of New York Mellon Corp. | Bank of New York Mellon Corp. |  |
| &nbsp;&nbsp; 3.75% to 12/20/2026 then 5 yr. CMT Rate + 2.63%, Perpetual | 320000 | 320000 | 307998 |
| &nbsp;&nbsp; 5.06% to 07/22/2031 then SOFR + 1.23%, 07/22/2032 | 331000 | 331000 | 333852 |
| &nbsp;&nbsp; 6.47% to 10/25/2033 then SOFR + 1.85%, 10/25/2034 | 177000 | 177000 | 192146 |
|  Blackstone Holdings Finance Co. LLC, 3.15%, 10/02/2027 <sup>(c)</sup> | 35000 | 35000 | 33867 |
| Blackstone Mortgage Trust, Inc. | Blackstone Mortgage Trust, Inc. | Blackstone Mortgage Trust, Inc. |  |
| &nbsp;&nbsp; 3.75%, 01/15/2027 <sup>(c)</sup> | 100000 | 100000 | 96362 |
| &nbsp;&nbsp; 7.75%, 12/01/2029 <sup>(c)</sup> | 90000 | 90000 | 94584 |
| Blackstone Private Credit Fund | Blackstone Private Credit Fund | Blackstone Private Credit Fund |  |
| &nbsp;&nbsp; 6.00%, 01/29/2032 | 240000 | 240000 | 239247 |
| &nbsp;&nbsp; 6.00%, 11/22/2034 | 696000 | 696000 | 671857 |
|  Block, Inc., 6.50%, 05/15/2032 | 140000 | 140000 | 142808 |
|  Cantor Fitzgerald LP, 7.20%, 12/12/2028 <sup>(c)</sup> | 26000 | 26000 | 27291 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |  |
| &nbsp;&nbsp; 6.31% to 06/08/2028 then SOFR + 2.64%, 06/08/2029 | 656000 | 656000 | 683343 |
| &nbsp;&nbsp; 5.46% to 07/26/2029 then SOFR + 1.56%, 07/26/2030 | 295000 | 295000 | 299708 |
| &nbsp;&nbsp; 5.82% to 02/01/2033 then SOFR + 2.60%, 02/01/2034 | 777000 | 777000 | 787393 |
| &nbsp;&nbsp; 5.88% to 07/26/2034 then SOFR + 1.99%, 07/26/2035 | 365000 | 365000 | 368928 |
| &nbsp;&nbsp; 6.18% to 01/30/2035 then SOFR + 2.04%, 01/30/2036 | 810000 | 810000 | 804268 |
|  Carlyle Finance LLC, 5.65%, 09/15/2048 <sup>(c)</sup> | 51000 | 51000 | 47317 |
|  Charles Schwab Corp., 4.00% to 06/01/2026 then 5 yr. CMT Rate + 3.17%, Perpetual | 353000 | 353000 | 348419 |
|  Citadel LP, 6.38%, 01/23/2032 <sup>(c)</sup> | 304000 | 304000 | 313305 |
|  Coinbase Global, Inc., 3.38%, 10/01/2028 <sup>(c)</sup> | 14000 | 14000 | 12997 |
|  Enova International, Inc., 9.13%, 08/01/2029 <sup>(c)</sup> | 6000 | 6000 | 6153 |
|  EZCORP, Inc., 7.38%, 04/01/2032 <sup>(c)</sup> | 11000 | 11000 | 11414 |
|  FirstCash, Inc., 6.88%, 03/01/2032 <sup>(a)(c)</sup> | 34000 | 34000 | 34806 |
|  goeasy Ltd., 7.63%, 07/01/2029 <sup>(c)</sup> | 6000 | 6000 | 6050 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |  |
| &nbsp;&nbsp; 1.95% to 10/21/2026 then SOFR + 0.91%, 10/21/2027 | 833000 | 833000 | 802529 |
| &nbsp;&nbsp; 3.81% to 04/23/2028 then 3 mo. Term SOFR + 1.42%, 04/23/2029 | 762000 | 762000 | 745504 |
| &nbsp;&nbsp; 2.60%, 02/07/2030 | 369000 | 369000 | 336376 |
| &nbsp;&nbsp; 6.13%, 02/15/2033 | 211000 | 211000 | 227420 |
| &nbsp;&nbsp; 3.10% to 02/24/2032 then SOFR + 1.41%, 02/24/2033 | 995000 | 995000 | 879116 |
| &nbsp;&nbsp; 5.54% to 01/28/2035 then SOFR + 1.38%, 01/28/2036 | 1710000 | 1710000 | 1722765 |
| &nbsp;&nbsp; 5.15%, 05/22/2045 | 245000 | 245000 | 215430 |
|  HAT Holdings I LLC / HAT Holdings II LLC, 8.00%, 06/15/2027 <sup>(c)</sup> | 26000 | 26000 | 26726 |
|  Jane Street Group / JSG Finance, Inc., 7.13%, 04/30/2031 <sup>(c)</sup> | 329000 | 329000 | 343040 |
|  Jefferson Capital Holdings LLC, 9.50%, 02/15/2029 <sup>(c)</sup> | 13000 | 13000 | 13779 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |  |
| &nbsp;&nbsp; 5.70%, 05/20/2027 | 256000 | 256000 | 259709 |
| &nbsp;&nbsp; 4.00%, 03/15/2029 <sup>(c)</sup> | 5000 | 5000 | 4799 |
| &nbsp;&nbsp; 5.20%, 03/15/2030 | 405000 | 405000 | 405989 |
| &nbsp;&nbsp; 4.38%, 05/15/2031 <sup>(c)</sup> | 261000 | 261000 | 247627 |
|  Macquarie Group Ltd., 5.49% to 11/09/2032 then SOFR + 2.87%, 11/09/2033 <sup>(c)</sup> | 347000 | 347000 | 348217 |
|  Mastercard, Inc., 4.88%, 05/09/2034 | 208000 | 208000 | 207112 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |  |
| &nbsp;&nbsp; 3.63%, 01/20/2027 | 370000 | 370000 | 364629 |
| &nbsp;&nbsp; 2.48% to 01/21/2027 then SOFR + 1.00%, 01/21/2028 | 160000 | 160000 | 154136 |
| &nbsp;&nbsp; 3.59%, 07/22/2028 <sup>(e)</sup> | 208000 | 208000 | 202885 |
| &nbsp;&nbsp; 5.16% to 04/20/2028 then SOFR + 1.59%, 04/20/2029 | 133000 | 133000 | 134544 |
| &nbsp;&nbsp; 5.42% to 07/21/2033 then SOFR + 1.88%, 07/21/2034 | 195000 | 195000 | 196330 |
| &nbsp;&nbsp; 5.83% to 04/19/2034 then SOFR + 1.58%, 04/19/2035 | 255000 | 255000 | 262362 |
|  Nuveen LLC, 5.55%, 01/15/2030 <sup>(c)</sup> | 418000 | 418000 | 430781 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |  |
| &nbsp;&nbsp; 3.50%, 01/15/2027 | 80000 | 80000 | 77371 |
| &nbsp;&nbsp; 7.13%, 11/15/2031 | 105000 | 105000 | 106649 |
| &nbsp;&nbsp; 6.75%, 03/15/2032 <sup>(a)</sup> | 16000 | 16000 | 15883 |
| PennyMac Financial Services, Inc. | PennyMac Financial Services, Inc. | PennyMac Financial Services, Inc. |  |
| &nbsp;&nbsp; 7.13%, 11/15/2030 <sup>(c)</sup> | 305000 | 305000 | 311147 |
| &nbsp;&nbsp; 6.88%, 05/15/2032 <sup>(c)</sup> | 21000 | 21000 | 21065 |
|  PRA Group, Inc., 5.00%, 10/01/2029 <sup>(c)</sup> | 11000 | 11000 | 9854 |
|  PROG Holdings, Inc., 6.00%, 11/15/2029 <sup>(c)</sup> | 7000 | 7000 | 6639 |
|  Radian Group, Inc., 6.20%, 05/15/2029 | 370000 | 370000 | 380112 |
|  Rithm Capital Corp., 8.00%, 04/01/2029 <sup>(c)</sup> | 13000 | 13000 | 13013 |
| S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. |  |
| &nbsp;&nbsp; 3.70%, 03/01/2052 | 185000 | 185000 | 136365 |
| &nbsp;&nbsp; 3.90%, 03/01/2062 | 119000 | 119000 | 86280 |
| Starwood Property Trust, Inc. | Starwood Property Trust, Inc. | Starwood Property Trust, Inc. |  |
| &nbsp;&nbsp; 7.25%, 04/01/2029 <sup>(c)</sup> | 9000 | 9000 | 9344 |
| &nbsp;&nbsp; 6.50%, 07/01/2030 <sup>(c)</sup> | 280000 | 280000 | 283469 |
| State Street Corp. | State Street Corp. | State Street Corp. |  |
| &nbsp;&nbsp; 6.45% to 09/15/2030 then 5 yr. CMT Rate + 2.14%, Perpetual | 300000 | 300000 | 299042 |
| &nbsp;&nbsp; 2.20%, 03/03/2031 | 303000 | 303000 | 263230 |
| &nbsp;&nbsp; 6.12% to 11/21/2033 then SOFR + 1.96%, 11/21/2034 | 354000 | 354000 | 369237 |
|  StoneX Group, Inc., 7.88%, 03/01/2031 <sup>(c)</sup> | 26000 | 26000 | 27335 |
|  VFH Parent LLC / Valor Co.-Issuer, Inc., 7.50%, 06/15/2031 <sup>(c)</sup> | 27000 | 27000 | 28101 |
|  |  |  | 16840054 |
| **Food & Beverage - 0.4%** | **Food & Beverage - 0.4%** | **Food & Beverage - 0.4%** |  |
| Anheuser-Busch InBev Finance, Inc. | Anheuser-Busch InBev Finance, Inc. | Anheuser-Busch InBev Finance, Inc. |  |
| &nbsp;&nbsp; 4.70%, 02/01/2036 | 477000 | 477000 | 457539 |
| &nbsp;&nbsp; 4.90%, 02/01/2046 | 182000 | 182000 | 163750 |
|  Anheuser-Busch InBev Worldwide, Inc., 8.20%, 01/15/2039 | 355000 | 355000 | 445379 |
| Cargill, Inc. | Cargill, Inc. | Cargill, Inc. |  |
| &nbsp;&nbsp; 5.13%, 10/11/2032 <sup>(c)</sup> | 222000 | 222000 | 224479 |
| &nbsp;&nbsp; 4.75%, 04/24/2033 <sup>(c)</sup> | 84000 | 84000 | 82330 |
|  HLF Financing Sarl LLC / Herbalife International, Inc., 12.25%, 04/15/2029 <sup>(c)</sup> | 8000 | 8000 | 8673 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl |  |
| &nbsp;&nbsp; 3.63%, 01/15/2032 | 340000 | 340000 | 305100 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 | 279000 | 279000 | 299180 |
| &nbsp;&nbsp; 6.50%, 12/01/2052 | 404000 | 404000 | 408651 |
|  JBS USA LUX Sarl / JBS USA Food Co. / JBS USA Foods Group, 5.95%, 04/20/2035 <sup>(c)</sup> | 130000 | 130000 | 132141 |
| Mars, Inc. | Mars, Inc. | Mars, Inc. |  |
| &nbsp;&nbsp; 4.55%, 04/20/2028 <sup>(c)</sup> | 496000 | 496000 | 497886 |
| &nbsp;&nbsp; 4.20%, 04/01/2059 <sup>(c)</sup> | 350000 | 350000 | 262560 |
|  |  |  | 3287668 |
| **Food, Beverage & Tobacco - 0.2%** | **Food, Beverage & Tobacco - 0.2%** | **Food, Beverage & Tobacco - 0.2%** |  |
|  B&G Foods, Inc., 8.00%, 09/15/2028 <sup>(c)</sup> | 7000 | 7000 | 6589 |
|  Hormel Foods Corp., 3.05%, 06/03/2051 | 93000 | 93000 | 59240 |
| J M Smucker Co. | J M Smucker Co. | J M Smucker Co. |  |
| &nbsp;&nbsp; 6.20%, 11/15/2033 | 355000 | 355000 | 376076 |
| &nbsp;&nbsp; 3.55%, 03/15/2050 | 40000 | 40000 | 27303 |
|  Kellanova, 5.75%, 05/16/2054 | 37000 | 37000 | 35660 |
|  PepsiCo, Inc., 3.88%, 03/19/2060 | 130000 | 130000 | 95199 |
|  Philip Morris International, Inc., 5.63%, 09/07/2033 | 356000 | 356000 | 367157 |
| The Campbell's Co. | The Campbell's Co. | The Campbell's Co. |  |
| &nbsp;&nbsp; 5.30%, 03/20/2026 | 10000 | 10000 | 10019 |
| &nbsp;&nbsp; 4.75%, 03/23/2035 | 205000 | 205000 | 192888 |
|  Turning Point Brands, Inc., 7.63%, 03/15/2032 <sup>(c)</sup> | 9000 | 9000 | 9462 |
|  Tyson Foods, Inc., 4.35%, 03/01/2029 <sup>(a)</sup> | 349000 | 349000 | 344429 |
|  |  |  | 1524022 |
| **Forest & Paper Products Manufacturing - 0.0%<sup>(b)</sup>** | **Forest & Paper Products Manufacturing - 0.0%<sup>(b)</sup>** | **Forest & Paper Products Manufacturing - 0.0%<sup>(b)</sup>** |  |
|  Georgia-Pacific LLC, 7.25%, 06/01/2028 | 13000 | 13000 | 13968 |
| **Hardware - 0.1%** | **Hardware - 0.1%** | **Hardware - 0.1%** |  |
|  CDW LLC / CDW Finance Corp., 2.67%, 12/01/2026 | 145000 | 145000 | 140189 |
| Dell International LLC / EMC Corp. | Dell International LLC / EMC Corp. | Dell International LLC / EMC Corp. |  |
| &nbsp;&nbsp; 4.85%, 02/01/2035 | 610000 | 610000 | 579713 |
| &nbsp;&nbsp; 5.50%, 04/01/2035 | 435000 | 435000 | 428425 |
|  Seagate Data Storage Technology Pte Ltd., 5.88%, 07/15/2030 <sup>(c)</sup> | 14000 | 14000 | 14022 |
|  |  |  | 1162349 |
| **Health Care Equipment & Services - 0.6%** | **Health Care Equipment & Services - 0.6%** | **Health Care Equipment & Services - 0.6%** |  |
| Acadia Healthcare Co., Inc. | Acadia Healthcare Co., Inc. | Acadia Healthcare Co., Inc. |  |
| &nbsp;&nbsp; 5.00%, 04/15/2029 <sup>(c)</sup> | 130000 | 130000 | 124235 |
| &nbsp;&nbsp; 7.38%, 03/15/2033 <sup>(c)</sup> | 65000 | 65000 | 66147 |
|  Bausch + Lomb Corp., 8.38%, 10/01/2028 <sup>(c)</sup> | 355000 | 355000 | 366545 |
|  Centene Corp., 4.63%, 12/15/2029 | 508000 | 508000 | 489522 |
| Cigna Group | Cigna Group | Cigna Group |  |
| &nbsp;&nbsp; 3.40%, 03/15/2050 | 123000 | 123000 | 80147 |
| &nbsp;&nbsp; 5.60%, 02/15/2054 | 420000 | 420000 | 387770 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |  |
| &nbsp;&nbsp; 3.00%, 08/15/2026 | 325000 | 325000 | 318051 |
| &nbsp;&nbsp; 5.13%, 02/21/2030 | 225000 | 225000 | 225796 |
| &nbsp;&nbsp; 5.05%, 03/25/2048 | 505000 | 505000 | 421316 |
| &nbsp;&nbsp; 5.63%, 02/21/2053 | 223000 | 223000 | 197834 |
| &nbsp;&nbsp; 7.00% to 03/10/2030 then 5 yr. CMT Rate + 2.89%, 03/10/2055 | 115000 | 115000 | 115833 |
|  DaVita, Inc., 4.63%, 06/01/2030 <sup>(c)</sup> | 30000 | 30000 | 27982 |
|  GE HealthCare Technologies, Inc., 4.80%, 08/14/2029 | 70000 | 70000 | 70223 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. |  |
| &nbsp;&nbsp; 8.15%, 06/15/2038 | 135000 | 135000 | 158292 |
| &nbsp;&nbsp; 5.50%, 03/15/2053 | 102000 | 102000 | 88381 |
|  Molina Healthcare, Inc., 6.25%, 01/15/2033 <sup>(c)</sup> | 245000 | 245000 | 244213 |
|  Owens & Minor, Inc., 10.00%, 04/15/2030 <sup>(c)</sup> | 10000 | 10000 | 10431 |
|  Pediatrix Medical Group, Inc., 5.38%, 02/15/2030 <sup>(c)</sup> | 9000 | 9000 | 8697 |
| Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. |  |
| &nbsp;&nbsp; 4.63%, 06/15/2028 | 235000 | 235000 | 230006 |
| &nbsp;&nbsp; 6.88%, 11/15/2031 | 75000 | 75000 | 78618 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |
| &nbsp;&nbsp; 4.60%, 04/15/2027 | 10000 | 10000 | 10000 |
| &nbsp;&nbsp; 4.25%, 01/15/2029 | 631000 | 631000 | 623668 |
| &nbsp;&nbsp; 4.75%, 05/15/2052 | 272000 | 272000 | 223061 |
|  Universal Health Services, Inc., 2.65%, 01/15/2032 | 36000 | 36000 | 29894 |
|  Zimmer Biomet Holdings, Inc., 3.55%, 03/20/2030 | 248000 | 248000 | 233098 |
|  |  |  | 4829760 |
| **Health Care Facilities & Services - 0.7%** | **Health Care Facilities & Services - 0.7%** | **Health Care Facilities & Services - 0.7%** |  |
| Adventist Health System | Adventist Health System | Adventist Health System |  |
| &nbsp;&nbsp; 2.95%, 03/01/2029 | 6000 | 6000 | 5538 |
| &nbsp;&nbsp; 3.63%, 03/01/2049 | 33000 | 33000 | 21675 |
|  Allina Health System, 4.81%, 11/15/2045 | 582000 | 582000 | 499708 |
|  Baptist Health South Florida, Inc., 4.34%, 11/15/2041 | 370000 | 370000 | 310116 |
|  CHS/Community Health Systems, Inc., 6.00%, 01/15/2029 <sup>(c)</sup> | 19000 | 19000 | 18224 |
| CommonSpirit Health | CommonSpirit Health | CommonSpirit Health |  |
| &nbsp;&nbsp; 6.07%, 11/01/2027 | 63000 | 63000 | 64818 |
| &nbsp;&nbsp; 5.21%, 12/01/2031 | 15000 | 15000 | 15127 |
| &nbsp;&nbsp; 4.35%, 11/01/2042 | 45000 | 45000 | 36755 |
| &nbsp;&nbsp; 5.55%, 12/01/2054 | 777000 | 777000 | 709054 |
|  Dignity Health, 4.50%, 11/01/2042 | 414000 | 414000 | 337851 |
|  HAH Group Holding Co. LLC, 9.75%, 10/01/2031 <sup>(c)</sup> | 4000 | 4000 | 3977 |
|  Hartford HealthCare Corp., 3.45%, 07/01/2054 | 465000 | 465000 | 316807 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. |  |
| &nbsp;&nbsp; 5.38%, 09/01/2026 | 55000 | 55000 | 55112 |
| &nbsp;&nbsp; 4.50%, 02/15/2027 | 255000 | 255000 | 253676 |
| &nbsp;&nbsp; 5.88%, 02/01/2029 | 215000 | 215000 | 221406 |
| &nbsp;&nbsp; 5.45%, 04/01/2031 | 145000 | 145000 | 147319 |
| &nbsp;&nbsp; 3.50%, 07/15/2051 | 670000 | 670000 | 429763 |
|  Integris Baptist Medical Center, Inc., 3.88%, 08/15/2050 | 100000 | 100000 | 69707 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |  |
| &nbsp;&nbsp; 5.70%, 05/15/2028 | 559000 | 559000 | 568559 |
| &nbsp;&nbsp; 6.25%, 02/01/2029 | 196000 | 196000 | 202687 |
| LifePoint Health, Inc. | LifePoint Health, Inc. | LifePoint Health, Inc. |  |
| &nbsp;&nbsp; 11.00%, 10/15/2030 <sup>(c)</sup> | 10000 | 10000 | 10978 |
| &nbsp;&nbsp; 8.38%, 02/15/2032 <sup>(c)</sup> | 13000 | 13000 | 13660 |
|  Montefiore Obligated Group, 4.29%, 09/01/2050 | 10000 | 10000 | 6600 |
|  Mount Sinai Hospital, 3.98%, 07/01/2048 | 33000 | 33000 | 23188 |
|  MultiCare Health System, 2.80%, 08/15/2050 | 82000 | 82000 | 47837 |
|  Novant Health, Inc., 3.17%, 11/01/2051 | 52000 | 52000 | 33209 |
|  NYU Langone Hospitals, 4.37%, 07/01/2047 | 17000 | 17000 | 14146 |
|  Piedmont Healthcare, Inc., 2.04%, 01/01/2032 | 7000 | 7000 | 5769 |
|  Prime Healthcare Services, Inc., 9.38%, 09/01/2029 <sup>(c)</sup> | 8000 | 8000 | 8113 |
|  SSM Health Care Corp., 4.89%, 06/01/2028 | 365000 | 365000 | 367879 |
|  Star Parent, Inc., 9.00%, 10/01/2030 <sup>(c)</sup> | 11000 | 11000 | 11355 |
| Sutter Health | Sutter Health | Sutter Health |  |
| &nbsp;&nbsp; 2.29%, 08/15/2030 | 28000 | 28000 | 24803 |
| &nbsp;&nbsp; 5.16%, 08/15/2033 | 49000 | 49000 | 48833 |
| &nbsp;&nbsp; 4.09%, 08/15/2048 | 182000 | 182000 | 140833 |
| &nbsp;&nbsp; 5.55%, 08/15/2053 | 67000 | 67000 | 64137 |
|  Toledo Hospital, 5.75%, 11/15/2038 | 135000 | 135000 | 132735 |
|  Trinity Health Corp., 2.63%, 12/01/2040 | 658000 | 658000 | 457322 |
|  US Acute Care Solutions LLC, 9.75%, 05/15/2029 <sup>(c)</sup> | 11000 | 11000 | 11166 |
|  Willis-Knighton Medical Center, 4.81%, 09/01/2048 | 21000 | 21000 | 17517 |
|  |  |  | 5727959 |
| **Home Improvement - 0.0%<sup>(b)</sup>** | **Home Improvement - 0.0%<sup>(b)</sup>** | **Home Improvement - 0.0%<sup>(b)</sup>** |  |
|  MIWD Holdco II LLC / MIWD Finance Corp., 5.50%, 02/01/2030 <sup>(c)</sup> | 9000 | 9000 | 8299 |
| **Homebuilders - 0.0%<sup>(b)</sup>** | **Homebuilders - 0.0%<sup>(b)</sup>** | **Homebuilders - 0.0%<sup>(b)</sup>** |  |
|  Adams Homes, Inc., 9.25%, 10/15/2028 <sup>(c)</sup> | 8000 | 8000 | 8047 |
|  Ashton Woods USA LLC / Ashton Woods Finance Co., 4.63%, 04/01/2030 <sup>(c)</sup> | 11000 | 11000 | 10296 |
|  Brookfield Residential Properties, Inc. / Brookfield Residential US LLC, 4.88%, 02/15/2030 <sup>(c)</sup> | 8000 | 8000 | 6951 |
|  Shea Homes LP / Shea Homes Funding Corp., 4.75%, 04/01/2029 | 6000 | 6000 | 5739 |
|  Taylor Morrison Communities, Inc., 5.75%, 01/15/2028 <sup>(c)</sup> | 65000 | 65000 | 65262 |
|  Weekley Homes LLC / Weekley Finance Corp., 4.88%, 09/15/2028 <sup>(c)</sup> | 8000 | 8000 | 7677 |
|  |  |  | 103972 |
| **Household & Personal Products - 0.2%** | **Household & Personal Products - 0.2%** | **Household & Personal Products - 0.2%** |  |
|  Clorox Co., 4.60%, 05/01/2032 | 314000 | 314000 | 309287 |
|  Edgewell Personal Care Co., 4.13%, 04/01/2029 <sup>(c)</sup> | 20000 | 20000 | 18683 |
|  Estee Lauder Cos., Inc., 6.00%, 05/15/2037 | 136000 | 136000 | 143225 |
| Kenvue, Inc. | Kenvue, Inc. | Kenvue, Inc. |  |
| &nbsp;&nbsp; 5.05%, 03/22/2053 | 177000 | 177000 | 161312 |
| &nbsp;&nbsp; 5.20%, 03/22/2063 | 41000 | 41000 | 37099 |
|  L'Oreal SA, 5.00%, 05/20/2035 <sup>(c)</sup> | 430000 | 430000 | 432034 |
|  Procter & Gamble Co., 3.55%, 03/25/2040 | 348000 | 348000 | 290100 |
|  |  |  | 1391740 |
| **Industrial Other - 0.2%** | **Industrial Other - 0.2%** | **Industrial Other - 0.2%** |  |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |
| &nbsp;&nbsp; 5.55%, 05/30/2033 <sup>(c)</sup> | 232000 | 232000 | 229309 |
| &nbsp;&nbsp; 5.95%, 10/15/2033 <sup>(c)</sup> | 349000 | 349000 | 351946 |
|  Global Infrastructure Solutions, Inc., 7.50%, 04/15/2032 <sup>(c)</sup> | 5000 | 5000 | 4981 |
|  Resideo Funding, Inc., 4.00%, 09/01/2029 <sup>(c)</sup> | 111000 | 111000 | 102802 |
| Siemens Funding BV | Siemens Funding BV | Siemens Funding BV |  |
| &nbsp;&nbsp; 4.90%, 05/28/2032 <sup>(c)</sup> | 290000 | 290000 | 290396 |
| &nbsp;&nbsp; 5.20%, 05/28/2035 <sup>(c)</sup> | 290000 | 290000 | 290559 |
|  |  |  | 1269993 |
| **Insurance - 0.4%** | **Insurance - 0.4%** | **Insurance - 0.4%** |  |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. |  |
| &nbsp;&nbsp; 4.85%, 12/15/2029 | 50000 | 50000 | 50294 |
| &nbsp;&nbsp; 5.15%, 02/15/2035 | 355000 | 355000 | 348682 |
| &nbsp;&nbsp; 5.75%, 03/02/2053 | 4000 | 4000 | 3824 |
| &nbsp;&nbsp; 6.75%, 02/15/2054 | 84000 | 84000 | 90521 |
| &nbsp;&nbsp; 5.55%, 02/15/2055 | 130000 | 130000 | 120367 |
|  CNA Financial Corp., 4.50%, 03/01/2026 | 625000 | 625000 | 624120 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |
| &nbsp;&nbsp; 5.25%, 05/30/2029 | 246000 | 246000 | 245017 |
| &nbsp;&nbsp; 6.45%, 06/15/2034 | 204000 | 204000 | 209674 |
|  F&G Annuities & Life, Inc., 6.50%, 06/04/2029 | 500000 | 500000 | 511393 |
|  Marsh & McLennan Cos., Inc., 5.45%, 03/15/2053 | 47000 | 47000 | 44185 |
|  MetLife, Inc., 10.75%, 08/01/2039 | 103000 | 103000 | 134866 |
|  Primerica, Inc., 2.80%, 11/19/2031 | 503000 | 503000 | 439857 |
|  Principal Financial Group, Inc., 5.50%, 03/15/2053 | 77000 | 77000 | 72236 |
|  Prudential Financial, Inc., 5.70% to 09/15/2028 then 3 mo. LIBOR US + 2.67%, 09/15/2048 <sup>(f)</sup> | 258000 | 258000 | 257747 |
|  W R Berkley Corp., 4.75%, 08/01/2044 | 177000 | 177000 | 150672 |
|  |  |  | 3303455 |
| **Integrated Oils - 0.1%** | **Integrated Oils - 0.1%** | **Integrated Oils - 0.1%** |  |
| BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. |  |
| &nbsp;&nbsp; 1.75%, 08/10/2030 | 484000 | 484000 | 419566 |
| &nbsp;&nbsp; 4.99%, 04/10/2034 | 181000 | 181000 | 178201 |
|  Chevron USA, Inc., 4.69%, 04/15/2030 | 135000 | 135000 | 136366 |
|  |  |  | 734133 |
| **Internet Media - 0.0%<sup>(b)</sup>** | **Internet Media - 0.0%<sup>(b)</sup>** | **Internet Media - 0.0%<sup>(b)</sup>** |  |
|  ANGI Group LLC, 3.88%, 08/15/2028 <sup>(c)</sup> | 7000 | 7000 | 6475 |
|  Match Group Holdings II LLC, 5.63%, 02/15/2029 <sup>(c)</sup> | 43000 | 43000 | 42637 |
|  |  |  | 49112 |
| **Leisure Products Manufacturing - 0.0%<sup>(b)</sup>** | **Leisure Products Manufacturing - 0.0%<sup>(b)</sup>** | **Leisure Products Manufacturing - 0.0%<sup>(b)</sup>** |  |
|  Amer Sports Co., 6.75%, 02/16/2031 <sup>(c)</sup> | 6000 | 6000 | 6228 |
| **Life Insurance - 0.1%** | **Life Insurance - 0.1%** | **Life Insurance - 0.1%** |  |
|  Corebridge Global Funding, 5.20%, 01/12/2029 <sup>(c)</sup> | 147000 | 147000 | 149487 |
|  Global Atlantic Fin Co., 6.75%, 03/15/2054 <sup>(c)</sup> | 13000 | 13000 | 12862 |
|  Guardian Life Global Funding, 3.25%, 03/29/2027 <sup>(c)</sup> | 66000 | 66000 | 64581 |
|  Massachusetts Mutual Life Insurance Co., 3.38%, 04/15/2050 <sup>(c)</sup> | 85000 | 85000 | 56479 |
|  Metropolitan Life Global Funding I, 5.15%, 03/28/2033 <sup>(c)</sup> | 233000 | 233000 | 233227 |
|  Mutual of Omaha Insurance Co., 6.14% to 01/16/2054 then 10 yr. CMT Rate + 2.95%, 01/16/2064 <sup>(c)</sup> | 400000 | 400000 | 391500 |
|  RGA Global Funding, 5.45%, 05/24/2029 <sup>(c)</sup> | 8000 | 8000 | 8196 |
|  Western And Southern Life Insurance Co., 3.75%, 04/28/2061 <sup>(c)</sup> | 244000 | 244000 | 161331 |
|  |  |  | 1077663 |
| **Machinery Manufacturing - 0.1%** | **Machinery Manufacturing - 0.1%** | **Machinery Manufacturing - 0.1%** |  |
|  Amsted Industries, Inc., 6.38%, 03/15/2033 <sup>(c)</sup> | 200000 | 200000 | 202652 |
| CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC |  |
| &nbsp;&nbsp; 1.45%, 07/15/2026 | 370000 | 370000 | 355630 |
| &nbsp;&nbsp; 4.55%, 04/10/2028 | 192000 | 192000 | 191182 |
|  |  |  | 749464 |
| **Managed Care - 0.0%<sup>(b)</sup>** | **Managed Care - 0.0%<sup>(b)</sup>** | **Managed Care - 0.0%<sup>(b)</sup>** |  |
| Health Care Service Corp. A Mutual Legal Reserve Co. | Health Care Service Corp. A Mutual Legal Reserve Co. | Health Care Service Corp. A Mutual Legal Reserve Co. |  |
| &nbsp;&nbsp; 5.20%, 06/15/2029 <sup>(c)</sup> | 11000 | 11000 | 11112 |
| &nbsp;&nbsp; 5.88%, 06/15/2054 <sup>(c)</sup> | 334000 | 334000 | 314163 |
|  |  |  | 325275 |
| **Materials - 0.2%** | **Materials - 0.2%** | **Materials - 0.2%** |  |
|  Capstone Copper Corp., 6.75%, 03/31/2033 <sup>(c)</sup> | 65000 | 65000 | 64881 |
| Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. |  |
| &nbsp;&nbsp; 7.50%, 09/15/2031 <sup>(c)</sup> | 11000 | 11000 | 9878 |
| &nbsp;&nbsp; 7.00%, 03/15/2032 <sup>(a)(c)</sup> | 100000 | 100000 | 86164 |
|  Eastman Chemical Co., 4.65%, 10/15/2044 | 348000 | 348000 | 285820 |
|  Eldorado Gold Corp., 6.25%, 09/01/2029 <sup>(c)</sup> | 8000 | 8000 | 7936 |
|  ERO Copper Corp., 6.50%, 02/15/2030 <sup>(c)</sup> | 11000 | 11000 | 10808 |
|  International Paper Co., 6.00%, 11/15/2041 | 177000 | 177000 | 174249 |
|  Kaiser Aluminum Corp., 4.50%, 06/01/2031 <sup>(c)</sup> | 15000 | 15000 | 13759 |
|  Magnera Corp., 7.25%, 11/15/2031 <sup>(c)</sup> | 10000 | 10000 | 9134 |
|  Methanex Corp., 5.25%, 12/15/2029 | 14000 | 14000 | 13555 |
|  Mosaic Co., 5.45%, 11/15/2033 <sup>(a)</sup> | 508000 | 508000 | 508993 |
|  New Gold, Inc., 6.88%, 04/01/2032 <sup>(c)</sup> | 9000 | 9000 | 9178 |
|  Northern Star Resources Ltd., 6.13%, 04/11/2033 <sup>(c)</sup> | 161000 | 161000 | 164981 |
|  Packaging Corp. of America, 4.05%, 12/15/2049 | 92000 | 92000 | 67633 |
| Sealed Air Corp. | Sealed Air Corp. | Sealed Air Corp. |  |
| &nbsp;&nbsp; 6.50%, 07/15/2032 <sup>(c)</sup> | 30000 | 30000 | 30672 |
| &nbsp;&nbsp; 6.88%, 07/15/2033 <sup>(c)</sup> | 125000 | 125000 | 130713 |
|  Sherwin-Williams Co., 4.55%, 08/01/2045 | 6000 | 6000 | 4932 |
|  TriMas Corp., 4.13%, 04/15/2029 <sup>(c)</sup> | 6000 | 6000 | 5638 |
|  Vale SA, 5.63%, 09/11/2042 | 157000 | 157000 | 149051 |
|  |  |  | 1747975 |
| **Media & Entertainment - 0.2%** | **Media & Entertainment - 0.2%** | **Media & Entertainment - 0.2%** |  |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |  |
| &nbsp;&nbsp; 5.25%, 05/15/2055 | 400000 | 400000 | 386138 |
| &nbsp;&nbsp; 2.25%, 08/15/2060 | 60000 | 60000 | 31267 |
| &nbsp;&nbsp; 5.30%, 05/15/2065 | 115000 | 115000 | 109925 |
| AMC Networks, Inc. | AMC Networks, Inc. | AMC Networks, Inc. |  |
| &nbsp;&nbsp; 10.25%, 01/15/2029 <sup>(c)</sup> | 3000 | 3000 | 3175 |
| &nbsp;&nbsp; 4.25%, 02/15/2029 | 3000 | 3000 | 2292 |
|  Comcast Corp., 3.30%, 02/01/2027 | 100000 | 100000 | 98102 |
|  Meta Platforms, Inc., 5.55%, 08/15/2064 | 175000 | 175000 | 167165 |
|  Paramount Global, 6.88%, 04/30/2036 | 210000 | 210000 | 213028 |
|  Playtika Holding Corp., 4.25%, 03/15/2029 <sup>(c)</sup> | 8000 | 8000 | 7114 |
|  Take-Two Interactive Software, Inc., 4.95%, 03/28/2028 | 214000 | 214000 | 215747 |
|  TEGNA, Inc., 5.00%, 09/15/2029 | 19000 | 19000 | 18069 |
|  Walt Disney Co., 3.80%, 05/13/2060 | 337000 | 337000 | 239054 |
|  Ziff Davis, Inc., 4.63%, 10/15/2030 <sup>(c)</sup> | 6000 | 6000 | 5432 |
|  |  |  | 1496508 |
| **Medical Equipment & Devices Manufacturing - 0.0%<sup>(b)</sup>** | **Medical Equipment & Devices Manufacturing - 0.0%<sup>(b)</sup>** | **Medical Equipment & Devices Manufacturing - 0.0%<sup>(b)</sup>** |  |
|  Medline Borrower LP, 5.25%, 10/01/2029 <sup>(c)</sup> | 21000 | 21000 | 20487 |
|  Sotera Health Holdings LLC, 7.38%, 06/01/2031 <sup>(c)</sup> | 13000 | 13000 | 13486 |
|  |  |  | 33973 |
| **Metals & Mining - 0.2%** | **Metals & Mining - 0.2%** | **Metals & Mining - 0.2%** |  |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |  |
| &nbsp;&nbsp; 2.50%, 09/01/2030 <sup>(c)</sup> | 105000 | 105000 | 92939 |
| &nbsp;&nbsp; 6.38%, 10/06/2030 <sup>(c)</sup> | 348000 | 348000 | 368328 |
|  Newmont Corp. / Newcrest Finance Pty Ltd., 5.35%, 03/15/2034 | 133000 | 133000 | 134024 |
| Novelis Corp. | Novelis Corp. | Novelis Corp. |  |
| &nbsp;&nbsp; 4.75%, 01/30/2030 <sup>(c)</sup> | 10000 | 10000 | 9490 |
| &nbsp;&nbsp; 6.88%, 01/30/2030 <sup>(a)(c)</sup> | 245000 | 245000 | 252173 |
| Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC | Rio Tinto Finance USA PLC |  |
| &nbsp;&nbsp; 5.00%, 03/14/2032 | 195000 | 195000 | 195385 |
| &nbsp;&nbsp; 5.25%, 03/14/2035 | 455000 | 455000 | 452675 |
| &nbsp;&nbsp; 5.75%, 03/14/2055 | 510000 | 510000 | 496263 |
|  |  |  | 2001277 |
| **Oil & Gas Services & Equipment - 0.1%** | **Oil & Gas Services & Equipment - 0.1%** | **Oil & Gas Services & Equipment - 0.1%** |  |
| Archrock Partners LP / Archrock Partners Finance Corp. | Archrock Partners LP / Archrock Partners Finance Corp. | Archrock Partners LP / Archrock Partners Finance Corp. |  |
| &nbsp;&nbsp; 6.88%, 04/01/2027 <sup>(c)</sup> | 65000 | 65000 | 64979 |
| &nbsp;&nbsp; 6.25%, 04/01/2028 <sup>(c)</sup> | 98000 | 98000 | 97667 |
| &nbsp;&nbsp; 6.63%, 09/01/2032 <sup>(c)</sup> | 180000 | 180000 | 180620 |
|  Aris Water Holdings LLC, 7.25%, 04/01/2030 <sup>(c)</sup> | 275000 | 275000 | 275992 |
|  Guara Norte Sarl, 5.20%, 06/15/2034 <sup>(c)</sup> | 192475 | 192475 | 179823 |
|  Kodiak Gas Services LLC, 7.25%, 02/15/2029 <sup>(c)</sup> | 20000 | 20000 | 20458 |
|  USA Compression Partners LP / USA Compression Finance Corp., 7.13%, 03/15/2029 <sup>(c)</sup> | 18000 | 18000 | 18253 |
|  Weatherford International Ltd., 8.63%, 04/30/2030 <sup>(c)</sup> | 3000 | 3000 | 3042 |
|  |  |  | 840834 |
| **Pharmaceuticals - 0.1%** | **Pharmaceuticals - 0.1%** | **Pharmaceuticals - 0.1%** |  |
| Bayer US Finance II LLC | Bayer US Finance II LLC | Bayer US Finance II LLC |  |
| &nbsp;&nbsp; 4.20%, 07/15/2034 <sup>(c)</sup> | 113000 | 113000 | 100334 |
| &nbsp;&nbsp; 5.50%, 07/30/2035 <sup>(c)</sup> | 30000 | 30000 | 29218 |
| &nbsp;&nbsp; 4.40%, 07/15/2044 <sup>(c)</sup> | 100000 | 100000 | 74888 |
|  Teva Pharmaceutical Finance Netherlands III BV, 3.15%, 10/01/2026 | 28000 | 28000 | 27329 |
|  Utah Acquisition Sub, Inc., 3.95%, 06/15/2026 | 299000 | 299000 | 294418 |
|  |  |  | 526187 |
| **Pharmaceuticals, Biotechnology & Life Sciences - 0.6%** | **Pharmaceuticals, Biotechnology & Life Sciences - 0.6%** | **Pharmaceuticals, Biotechnology & Life Sciences - 0.6%** |  |
| AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. |  |
| &nbsp;&nbsp; 2.95%, 11/21/2026 | 1165000 | 1165000 | 1139680 |
| &nbsp;&nbsp; 4.95%, 03/15/2031 | 260000 | 260000 | 263682 |
| &nbsp;&nbsp; 4.05%, 11/21/2039 | 120000 | 120000 | 102259 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |  |
| &nbsp;&nbsp; 2.80%, 08/15/2041 | 348000 | 348000 | 245305 |
| &nbsp;&nbsp; 5.15%, 11/15/2041 | 30000 | 30000 | 27621 |
| &nbsp;&nbsp; 5.60%, 03/02/2043 | 60000 | 60000 | 58114 |
| &nbsp;&nbsp; 5.65%, 03/02/2053 | 22000 | 22000 | 20904 |
| &nbsp;&nbsp; 5.75%, 03/02/2063 | 376000 | 376000 | 354849 |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |  |
| &nbsp;&nbsp; 5.00%, 02/27/2026 | 228000 | 228000 | 227440 |
| &nbsp;&nbsp; 4.90%, 02/12/2032 | 460000 | 460000 | 466126 |
| &nbsp;&nbsp; 5.50%, 02/12/2055 | 180000 | 180000 | 175763 |
| &nbsp;&nbsp; 4.95%, 02/27/2063 | 147000 | 147000 | 129213 |
|  Fortrea Holdings, Inc., 7.50%, 07/01/2030 <sup>(c)</sup> | 6000 | 6000 | 4997 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |
| &nbsp;&nbsp; 4.75%, 03/01/2046 | 370000 | 370000 | 323313 |
| &nbsp;&nbsp; 5.50%, 11/15/2054 | 320000 | 320000 | 305378 |
|  Johnson & Johnson, 3.40%, 01/15/2038 | 256000 | 256000 | 215894 |
|  Pfizer, Inc., 4.30%, 06/15/2043 | 226000 | 226000 | 189986 |
|  Regeneron Pharmaceuticals, Inc., 2.80%, 09/15/2050 | 76000 | 76000 | 43530 |
|  Viatris, Inc., 2.70%, 06/22/2030 | 631000 | 631000 | 552148 |
|  |  |  | 4846202 |
| **Pipeline - 0.7%** | **Pipeline - 0.7%** | **Pipeline - 0.7%** |  |
|  Antero Midstream Partners LP / Antero Midstream Finance Corp., 6.63%, 02/01/2032 <sup>(c)</sup> | 190000 | 190000 | 193728 |
|  Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.00%, 07/15/2029 <sup>(c)</sup> | 5000 | 5000 | 5157 |
| Cameron LNG LLC | Cameron LNG LLC | Cameron LNG LLC |  |
| &nbsp;&nbsp; 3.30%, 01/15/2035 <sup>(c)</sup> | 298000 | 298000 | 249465 |
| &nbsp;&nbsp; 3.40%, 01/15/2038 <sup>(c)</sup> | 688000 | 688000 | 577541 |
| DCP Midstream Operating LP | DCP Midstream Operating LP | DCP Midstream Operating LP |  |
| &nbsp;&nbsp; 6.45%, 11/03/2036 <sup>(c)</sup> | 838000 | 838000 | 848222 |
| &nbsp;&nbsp; 6.75%, 09/15/2037 <sup>(c)</sup> | 348000 | 348000 | 356732 |
|  Eastern Energy Gas Holdings LLC, 6.20%, 01/15/2055 | 40000 | 40000 | 39932 |
|  El Paso Natural Gas Co. LLC, 3.50%, 02/15/2032 <sup>(c)</sup> | 174000 | 174000 | 153584 |
| Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC |  |
| &nbsp;&nbsp; 4.95%, 02/15/2035 | 200000 | 200000 | 195069 |
| &nbsp;&nbsp; 3.70%, 01/31/2051 | 69000 | 69000 | 48208 |
|  Florida Gas Transmission Co. LLC, 2.55%, 07/01/2030 <sup>(c)</sup> | 7000 | 7000 | 6238 |
|  Genesis Energy LP / Genesis Energy Finance Corp., 7.75%, 02/01/2028 | 235000 | 235000 | 236612 |
|  Global Partners LP / GLP Finance Corp., 6.88%, 01/15/2029 | 7000 | 7000 | 7017 |
| Gulfstream Natural Gas System LLC | Gulfstream Natural Gas System LLC | Gulfstream Natural Gas System LLC |  |
| &nbsp;&nbsp; 4.60%, 09/15/2025 <sup>(c)</sup> | 74000 | 74000 | 73627 |
| &nbsp;&nbsp; 6.19%, 11/01/2025 <sup>(c)</sup> | 293000 | 293000 | 293467 |
|  Harvest Midstream I LP, 7.50%, 09/01/2028 <sup>(c)</sup> | 315000 | 315000 | 319298 |
| Howard Midstream Energy Partners LLC | Howard Midstream Energy Partners LLC | Howard Midstream Energy Partners LLC |  |
| &nbsp;&nbsp; 8.88%, 07/15/2028 <sup>(c)</sup> | 60000 | 60000 | 62640 |
| &nbsp;&nbsp; 7.38%, 07/15/2032 <sup>(c)</sup> | 125000 | 125000 | 129134 |
|  ITT Holdings LLC, 6.50%, 08/01/2029 <sup>(c)</sup> | 6000 | 6000 | 5593 |
|  Kinetik Holdings LP, 5.88%, 06/15/2030 <sup>(c)</sup> | 214000 | 214000 | 212347 |
|  Martin Midstream Partners LP / Martin Midstream Finance Corp., 11.50%, 02/15/2028 <sup>(c)</sup> | 7000 | 7000 | 7402 |
|  NGL Energy Operating LLC / NGL Energy Finance Corp., 8.13%, 02/15/2029 <sup>(a)(c)</sup> | 60000 | 60000 | 58566 |
|  NGPL PipeCo LLC, 4.88%, 08/15/2027 <sup>(c)</sup> | 129000 | 129000 | 127493 |
|  Northern Natural Gas Co., 3.40%, 10/16/2051 <sup>(c)</sup> | 88000 | 88000 | 56342 |
|  NuStar Logistics LP, 6.38%, 10/01/2030 | 11000 | 11000 | 11186 |
|  Rockies Express Pipeline LLC, 6.88%, 04/15/2040 <sup>(c)</sup> | 210000 | 210000 | 200808 |
|  Summit Midstream Holdings LLC, 8.63%, 10/31/2029 <sup>(c)</sup> | 7000 | 7000 | 7003 |
|  Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp., 6.00%, 12/31/2030 <sup>(c)</sup> | 176000 | 176000 | 168377 |
|  Targa Resources Partners LP / Targa Resources Partners Finance Corp., 4.88%, 02/01/2031 | 243000 | 243000 | 236493 |
|  Texas Eastern Transmission LP, 3.50%, 01/15/2028 <sup>(c)</sup> | 297000 | 297000 | 289543 |
|  Venture Global Calcasieu Pass LLC, 3.88%, 08/15/2029 <sup>(c)</sup> | 22000 | 22000 | 20413 |
| Venture Global LNG, Inc. | Venture Global LNG, Inc. | Venture Global LNG, Inc. |  |
| &nbsp;&nbsp; 7.00%, 01/15/2030 <sup>(c)</sup> | 155000 | 155000 | 154054 |
| &nbsp;&nbsp; 8.38%, 06/01/2031 <sup>(c)</sup> | 20000 | 20000 | 20267 |
| &nbsp;&nbsp; 9.88%, 02/01/2032 <sup>(c)</sup> | 40000 | 40000 | 42472 |
|  |  |  | 5414030 |
| **Power Generation - 0.1%** | **Power Generation - 0.1%** | **Power Generation - 0.1%** |  |
|  Alpha Generation LLC, 6.75%, 10/15/2032 <sup>(c)</sup> | 280000 | 280000 | 284999 |
|  Clearway Energy Operating LLC, 3.75%, 01/15/2032 <sup>(a)(c)</sup> | 22000 | 22000 | 19295 |
|  Constellation Energy Generation LLC, 6.25%, 10/01/2039 | 178000 | 178000 | 184642 |
|  Long Ridge Energy LLC, 8.75%, 02/15/2032 <sup>(c)</sup> | 11000 | 11000 | 11067 |
|  TerraForm Power Operating LLC, 4.75%, 01/15/2030 <sup>(c)</sup> | 27000 | 27000 | 25404 |
| Vistra Operations Co. LLC | Vistra Operations Co. LLC | Vistra Operations Co. LLC |  |
| &nbsp;&nbsp; 3.70%, 01/30/2027 <sup>(c)</sup> | 173000 | 173000 | 169387 |
| &nbsp;&nbsp; 4.38%, 05/01/2029 <sup>(c)</sup> | 129000 | 129000 | 124476 |
| &nbsp;&nbsp; 6.88%, 04/15/2032 <sup>(c)</sup> | 155000 | 155000 | 160947 |
| &nbsp;&nbsp; 6.95%, 10/15/2033 <sup>(c)</sup> | 115000 | 115000 | 123715 |
|  |  |  | 1103932 |
| **Property & Casualty Insurance - 0.2%** | **Property & Casualty Insurance - 0.2%** | **Property & Casualty Insurance - 0.2%** |  |
|  Acrisure LLC / Acrisure Finance, Inc., 7.50%, 11/06/2030 <sup>(c)</sup> | 7000 | 7000 | 7210 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer |  |
| &nbsp;&nbsp; 6.75%, 04/15/2028 <sup>(c)</sup> | 370000 | 370000 | 374474 |
| &nbsp;&nbsp; 7.00%, 01/15/2031 <sup>(c)</sup> | 15000 | 15000 | 15314 |
|  AmWINS Group, Inc., 4.88%, 06/30/2029 <sup>(c)</sup> | 4000 | 4000 | 3825 |
|  Aon Corp. / Aon Global Holdings PLC, 5.35%, 02/28/2033 | 211000 | 211000 | 214140 |
|  Aon North America, Inc., 5.15%, 03/01/2029 | 421000 | 421000 | 428511 |
|  Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance, 7.13%, 05/15/2031 <sup>(c)</sup> | 9000 | 9000 | 9261 |
|  Berkshire Hathaway Finance Corp., 3.85%, 03/15/2052 | 348000 | 348000 | 260486 |
|  Farmers Insurance Exchange, 4.75% to 11/01/2037 then 3 mo. LIBOR US + 3.23%, 11/01/2057 <sup>(c)(f)</sup> | 197000 | 197000 | 157601 |
|  HUB International Ltd., 7.25%, 06/15/2030 <sup>(c)</sup> | 291000 | 291000 | 302477 |
|  Panther Escrow Issuer LLC, 7.13%, 06/01/2031 <sup>(c)</sup> | 16000 | 16000 | 16521 |
|  |  |  | 1789820 |
| **Publishing & Broadcasting - 0.0%<sup>(b)</sup>** | **Publishing & Broadcasting - 0.0%<sup>(b)</sup>** | **Publishing & Broadcasting - 0.0%<sup>(b)</sup>** |  |
|  McGraw-Hill Education, Inc., 7.38%, 09/01/2031 <sup>(c)</sup> | 9000 | 9000 | 9243 |
|  Nexstar Media, Inc., 4.75%, 11/01/2028 <sup>(c)</sup> | 6000 | 6000 | 5762 |
|  |  |  | 15005 |
| **Railroad - 0.0%<sup>(b)</sup>** | **Railroad - 0.0%<sup>(b)</sup>** | **Railroad - 0.0%<sup>(b)</sup>** |  |
| Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC |  |
| &nbsp;&nbsp; 4.45%, 03/15/2043 | 109000 | 109000 | 93741 |
| &nbsp;&nbsp; 4.55%, 09/01/2044 | 219000 | 219000 | 189404 |
|  |  |  | 283145 |
| **Real Estate - 0.4%** | **Real Estate - 0.4%** | **Real Estate - 0.4%** |  |
|  Brixmor Operating Partnership LP, 5.50%, 02/15/2034 | 2000 | 2000 | 1994 |
| COPT Defense Properties LP | COPT Defense Properties LP | COPT Defense Properties LP |  |
| &nbsp;&nbsp; 2.75%, 04/15/2031 | 361000 | 361000 | 312718 |
| &nbsp;&nbsp; 2.90%, 12/01/2033 | 486000 | 486000 | 391268 |
|  Greystar Real Estate Partners LLC, 7.75%, 09/01/2030 <sup>(c)</sup> | 9000 | 9000 | 9532 |
|  Kilroy Realty LP, 2.50%, 11/15/2032 | 261000 | 261000 | 204821 |
|  MPT Operating Partnership LP / MPT Finance Corp., 8.50%, 02/15/2032 <sup>(c)</sup> | 9000 | 9000 | 9209 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer |  |
| &nbsp;&nbsp; 5.88%, 10/01/2028 <sup>(c)</sup> | 270000 | 270000 | 265584 |
| &nbsp;&nbsp; 7.00%, 02/01/2030 <sup>(c)</sup> | 5000 | 5000 | 5028 |
|  Pebblebrook Hotel LP / PEB Finance Corp., 6.38%, 10/15/2029 <sup>(c)</sup> | 6000 | 6000 | 5957 |
| Prologis LP | Prologis LP | Prologis LP |  |
| &nbsp;&nbsp; 1.63%, 03/15/2031 | 28000 | 28000 | 23661 |
| &nbsp;&nbsp; 4.75%, 06/15/2033 | 583000 | 583000 | 572020 |
|  Regency Centers LP, 4.65%, 03/15/2049 | 219000 | 219000 | 184026 |
|  RHP Hotel Properties LP / RHP Finance Corp., 6.50%, 04/01/2032 <sup>(c)</sup> | 100000 | 100000 | 101185 |
|  RLJ Lodging Trust LP, 4.00%, 09/15/2029 <sup>(c)</sup> | 8000 | 8000 | 7303 |
| Simon Property Group LP | Simon Property Group LP | Simon Property Group LP |  |
| &nbsp;&nbsp; 6.75%, 02/01/2040 | 227000 | 227000 | 252576 |
| &nbsp;&nbsp; 5.85%, 03/08/2053 | 84000 | 84000 | 81806 |
|  Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC, 10.50%, 02/15/2028 <sup>(c)</sup> | 211000 | 211000 | 223417 |
|  Ventas Realty LP, 3.00%, 01/15/2030 | 195000 | 195000 | 180301 |
|  VICI Properties LP / VICI Note Co., Inc., 5.75%, 02/01/2027 <sup>(c)</sup> | 183000 | 183000 | 184386 |
|  WEA Finance LLC / Westfield UK & Europe Finance PLC, 4.75%, 09/17/2044 <sup>(c)</sup> | 200000 | 200000 | 158949 |
|  XHR LP, 4.88%, 06/01/2029 <sup>(c)</sup> | 6000 | 6000 | 5689 |
|  |  |  | 3181430 |
| **Refining & Marketing - 0.0%<sup>(b)</sup>** | **Refining & Marketing - 0.0%<sup>(b)</sup>** | **Refining & Marketing - 0.0%<sup>(b)</sup>** |  |
|  Motiva Enterprises LLC, 6.85%, 01/15/2040 <sup>(c)</sup> | 36000 | 36000 | 38510 |
|  Sunoco LP / Sunoco Finance Corp., 4.50%, 05/15/2029 | 14000 | 14000 | 13388 |
|  |  |  | 51898 |
| **Restaurants - 0.0%<sup>(b)</sup>** | **Restaurants - 0.0%<sup>(b)</sup>** | **Restaurants - 0.0%<sup>(b)</sup>** |  |
| 1011778 BC ULC / New Red Finance, Inc. | 1011778 BC ULC / New Red Finance, Inc. | 1011778 BC ULC / New Red Finance, Inc. |  |
| &nbsp;&nbsp; 3.88%, 01/15/2028 <sup>(c)</sup> | 95000 | 95000 | 91815 |
| &nbsp;&nbsp; 4.00%, 10/15/2030 <sup>(c)</sup> | 110000 | 110000 | 101040 |
|  Bloomin' Brands, Inc. / OSI Restaurant Partners LLC, 5.13%, 04/15/2029 <sup>(c)</sup> | 5000 | 5000 | 4429 |
|  |  |  | 197284 |
| **Retail - Consumer Discretionary - 0.1%** | **Retail - Consumer Discretionary - 0.1%** | **Retail - Consumer Discretionary - 0.1%** |  |
|  Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 8.25%, 01/15/2030 <sup>(c)</sup> | 14000 | 14000 | 14216 |
|  Champions Financing, Inc., 8.75%, 02/15/2029 <sup>(a)(c)</sup> | 7000 | 7000 | 6510 |
|  Cougar JV Subsidiary LLC, 8.00%, 05/15/2032 <sup>(c)</sup> | 230000 | 230000 | 241213 |
|  Victra Holdings LLC / Victra Finance Corp., 8.75%, 09/15/2029 <sup>(c)</sup> | 5000 | 5000 | 5099 |
|  Wand NewCo 3, Inc., 7.63%, 01/30/2032 <sup>(c)</sup> | 185000 | 185000 | 192102 |
|  Wayfair LLC, 7.25%, 10/31/2029 <sup>(c)</sup> | 5000 | 5000 | 4870 |
|  |  |  | 464010 |
| **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** | **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** | **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** |  |
|  KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution, Inc., 9.00%, 02/15/2029 <sup>(c)</sup> | 6000 | 6000 | 6247 |
| Performance Food Group, Inc. | Performance Food Group, Inc. | Performance Food Group, Inc. |  |
| &nbsp;&nbsp; 5.50%, 10/15/2027 <sup>(c)</sup> | 50000 | 50000 | 49713 |
| &nbsp;&nbsp; 4.25%, 08/01/2029 <sup>(c)</sup> | 10000 | 10000 | 9522 |
| &nbsp;&nbsp; 6.13%, 09/15/2032 <sup>(c)</sup> | 115000 | 115000 | 115779 |
| US Foods, Inc. | US Foods, Inc. | US Foods, Inc. |  |
| &nbsp;&nbsp; 4.75%, 02/15/2029 <sup>(c)</sup> | 8000 | 8000 | 7810 |
| &nbsp;&nbsp; 5.75%, 04/15/2033 <sup>(c)</sup> | 65000 | 65000 | 63858 |
|  |  |  | 252929 |
| **Semiconductors - 0.2%** | **Semiconductors - 0.2%** | **Semiconductors - 0.2%** |  |
| Foundry JV Holdco LLC | Foundry JV Holdco LLC | Foundry JV Holdco LLC |  |
| &nbsp;&nbsp; 5.50%, 01/25/2031 <sup>(c)</sup> | 485000 | 485000 | 490390 |
| &nbsp;&nbsp; 6.25%, 01/25/2035 <sup>(c)</sup> | 955000 | 955000 | 983312 |
| &nbsp;&nbsp; 6.10%, 01/25/2036 <sup>(c)</sup> | 385000 | 385000 | 390472 |
|  |  |  | 1864174 |
| **Semiconductors & Semiconductor Equipment - 0.5%** | **Semiconductors & Semiconductor Equipment - 0.5%** | **Semiconductors & Semiconductor Equipment - 0.5%** |  |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |  |
| &nbsp;&nbsp; 3.15%, 11/15/2025 | 70000 | 70000 | 69378 |
| &nbsp;&nbsp; 5.05%, 07/12/2029 | 285000 | 285000 | 289441 |
| &nbsp;&nbsp; 4.35%, 02/15/2030 | 560000 | 560000 | 553742 |
| &nbsp;&nbsp; 5.15%, 11/15/2031 | 245000 | 245000 | 248890 |
| Intel Corp. | Intel Corp. | Intel Corp. |  |
| &nbsp;&nbsp; 4.00%, 08/05/2029 | 395000 | 395000 | 382150 |
| &nbsp;&nbsp; 3.25%, 11/15/2049 | 90000 | 90000 | 54784 |
| &nbsp;&nbsp; 4.75%, 03/25/2050 <sup>(a)</sup> | 815000 | 815000 | 643443 |
| &nbsp;&nbsp; 4.90%, 08/05/2052 | 150000 | 150000 | 119575 |
| &nbsp;&nbsp; 5.90%, 02/10/2063 | 75000 | 75000 | 67766 |
| Micron Technology, Inc. | Micron Technology, Inc. | Micron Technology, Inc. |  |
| &nbsp;&nbsp; 5.38%, 04/15/2028 | 139000 | 139000 | 141522 |
| &nbsp;&nbsp; 6.75%, 11/01/2029 | 305000 | 305000 | 325380 |
| &nbsp;&nbsp; 5.65%, 11/01/2032 | 110000 | 110000 | 111533 |
| &nbsp;&nbsp; 5.88%, 09/15/2033 | 38000 | 38000 | 38932 |
| &nbsp;&nbsp; 6.05%, 11/01/2035 | 845000 | 845000 | 861983 |
|  |  |  | 3908519 |
| **Software & Services - 0.8%** | **Software & Services - 0.8%** | **Software & Services - 0.8%** |  |
| AppLovin Corp. | AppLovin Corp. | AppLovin Corp. |  |
| &nbsp;&nbsp; 5.13%, 12/01/2029 | 795000 | 795000 | 800588 |
| &nbsp;&nbsp; 5.38%, 12/01/2031 | 295000 | 295000 | 297102 |
| &nbsp;&nbsp; 5.50%, 12/01/2034 <sup>(a)</sup> | 480000 | 480000 | 479243 |
| &nbsp;&nbsp; 5.95%, 12/01/2054 | 135000 | 135000 | 128826 |
|  Booz Allen Hamilton, Inc., 5.95%, 04/15/2035 | 260000 | 260000 | 257282 |
|  Cloud Software Group, Inc., 8.25%, 06/30/2032 <sup>(c)</sup> | 207000 | 207000 | 217325 |
|  CoreWeave, Inc., 9.25%, 06/01/2030 <sup>(c)</sup> | 9000 | 9000 | 8975 |
|  Fortress Intermediate 3, Inc., 7.50%, 06/01/2031 <sup>(c)</sup> | 201000 | 201000 | 207475 |
|  Gen Digital, Inc., 6.25%, 04/01/2033 <sup>(c)</sup> | 225000 | 225000 | 227490 |
|  Genpact Luxembourg SARL/Genpact USA, Inc., 1.75%, 04/10/2026 | 611000 | 611000 | 592951 |
|  International Business Machines Corp., 4.90%, 07/27/2052 | 808000 | 808000 | 699138 |
|  Kyndryl Holdings, Inc., 3.15%, 10/15/2031 | 292000 | 292000 | 258379 |
| Leidos, Inc. | Leidos, Inc. | Leidos, Inc. |  |
| &nbsp;&nbsp; 5.40%, 03/15/2032 | 225000 | 225000 | 226142 |
| &nbsp;&nbsp; 5.50%, 03/15/2035 | 290000 | 290000 | 288466 |
|  Open Text Holdings, Inc., 4.13%, 02/15/2030 <sup>(c)</sup> | 46000 | 46000 | 42885 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |  |
| &nbsp;&nbsp; 2.30%, 03/25/2028 | 265000 | 265000 | 249758 |
| &nbsp;&nbsp; 3.60%, 04/01/2050 | 250000 | 250000 | 169588 |
| &nbsp;&nbsp; 6.00%, 08/03/2055 | 185000 | 185000 | 179037 |
| Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. |  |
| &nbsp;&nbsp; 5.15%, 04/01/2035 | 125000 | 125000 | 123287 |
| &nbsp;&nbsp; 5.70%, 04/01/2055 | 445000 | 445000 | 424062 |
|  UKG, Inc., 6.88%, 02/01/2031 <sup>(c)</sup> | 150000 | 150000 | 154272 |
|  VMware LLC, 3.90%, 08/21/2027 | 714000 | 714000 | 704448 |
|  |  |  | 6736719 |
| **Supermarkets & Pharmacies - 0.1%** | **Supermarkets & Pharmacies - 0.1%** | **Supermarkets & Pharmacies - 0.1%** |  |
|  Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC, 5.88%, 02/15/2028 <sup>(c)</sup> | 60000 | 60000 | 59841 |
|  Hutchison Whampoa International 03/33 Ltd., 7.45%, 11/24/2033 <sup>(c)</sup> | 920000 | 920000 | 1058012 |
|  |  |  | 1117853 |
| **Supranationals - 0.0%<sup>(b)</sup>** | **Supranationals - 0.0%<sup>(b)</sup>** | **Supranationals - 0.0%<sup>(b)</sup>** |  |
|  International Bank for Reconstruction & Development, 0.65%, 02/10/2026 | 50000 | 50000 | 48624 |
| **Technology Hardware & Equipment - 0.2%** | **Technology Hardware & Equipment - 0.2%** | **Technology Hardware & Equipment - 0.2%** |  |
|  Avnet, Inc., 6.25%, 03/15/2028 | 305000 | 305000 | 314288 |
|  Coherent Corp., 5.00%, 12/15/2029 <sup>(c)</sup> | 9000 | 9000 | 8708 |
|  Hewlett Packard Enterprise Co., 4.55%, 10/15/2029 | 335000 | 335000 | 331453 |
|  Jabil, Inc., 5.45%, 02/01/2029 | 107000 | 107000 | 108434 |
|  Juniper Networks, Inc., 2.00%, 12/10/2030 | 549000 | 549000 | 470666 |
|  TTM Technologies, Inc., 4.00%, 03/01/2029 <sup>(c)</sup> | 29000 | 29000 | 27552 |
|  Viavi Solutions, Inc., 3.75%, 10/01/2029 <sup>(c)</sup> | 15000 | 15000 | 13781 |
|  Vontier Corp., 2.40%, 04/01/2028 | 374000 | 374000 | 349969 |
|  |  |  | 1624851 |
| **Telecommunication Services - 0.4%** | **Telecommunication Services - 0.4%** | **Telecommunication Services - 0.4%** |  |
|  America Movil SAB de CV, 4.70%, 07/21/2032 | 277000 | 277000 | 269700 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |  |
| &nbsp;&nbsp; 1.65%, 02/01/2028 | 349000 | 349000 | 324063 |
| &nbsp;&nbsp; 6.38%, 03/01/2041 | 367000 | 367000 | 379805 |
| &nbsp;&nbsp; 5.15%, 03/15/2042 | 244000 | 244000 | 221436 |
| &nbsp;&nbsp; 3.65%, 06/01/2051 | 235000 | 235000 | 163140 |
| &nbsp;&nbsp; 3.50%, 09/15/2053 | 420000 | 420000 | 278687 |
| &nbsp;&nbsp; 3.55%, 09/15/2055 | 702000 | 702000 | 464519 |
| &nbsp;&nbsp; 3.80%, 12/01/2057 | 205000 | 205000 | 140133 |
| &nbsp;&nbsp; 3.85%, 06/01/2060 | 140000 | 140000 | 94915 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |  |
| &nbsp;&nbsp; 5.05%, 05/09/2033 | 270000 | 270000 | 269777 |
| &nbsp;&nbsp; 5.25%, 04/02/2035 | 182000 | 182000 | 180887 |
| &nbsp;&nbsp; 4.86%, 08/21/2046 | 215000 | 215000 | 187249 |
| &nbsp;&nbsp; 4.67%, 03/15/2055 | 44000 | 44000 | 36167 |
|  Zayo Group Holdings, Inc., 4.00%, 03/01/2027 <sup>(c)</sup> | 50000 | 50000 | 46961 |
|  |  |  | 3057439 |
| **Tobacco - 0.0%<sup>(b)</sup>** | **Tobacco - 0.0%<sup>(b)</sup>** | **Tobacco - 0.0%<sup>(b)</sup>** |  |
|  Imperial Brands Finance PLC, 5.50%, 02/01/2030 <sup>(c)</sup> | 370000 | 370000 | 377190 |
| **Transportation - 0.2%** | **Transportation - 0.2%** | **Transportation - 0.2%** |  |
|  CSX Corp., 6.22%, 04/30/2040 | 121000 | 121000 | 127535 |
|  DP World Ltd./United Arab Emirates, 6.85%, 07/02/2037 <sup>(c)</sup> | 119000 | 119000 | 128219 |
|  GXO Logistics, Inc., 1.65%, 07/15/2026 | 711000 | 711000 | 684790 |
|  Uber Technologies, Inc., 5.35%, 09/15/2054 | 90000 | 90000 | 81589 |
|  Union Pacific Corp., 5.15%, 01/20/2063 | 40000 | 40000 | 35434 |
|  United Parcel Service, Inc., 3.40%, 11/15/2046 | 105000 | 105000 | 73596 |
|  XPO, Inc., 7.13%, 02/01/2032 <sup>(c)</sup> | 195000 | 195000 | 202014 |
|  |  |  | 1333177 |
| **Transportation & Logistics - 0.2%** | **Transportation & Logistics - 0.2%** | **Transportation & Logistics - 0.2%** |  |
| Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC |  |
| &nbsp;&nbsp; 2.38%, 12/14/2028 <sup>(c)</sup> | 458000 | 458000 | 422980 |
| &nbsp;&nbsp; 5.50%, 09/20/2033 <sup>(c)</sup> | 230000 | 230000 | 228454 |
| &nbsp;&nbsp; 5.38%, 01/18/2034 <sup>(c)</sup> | 342000 | 342000 | 338045 |
|  Star Leasing Co. LLC, 7.63%, 02/15/2030 <sup>(c)</sup> | 4000 | 4000 | 3757 |
|  Stonepeak Nile Parent LLC, 7.25%, 03/15/2032 <sup>(c)</sup> | 11000 | 11000 | 11373 |
|  TTX Co., 4.60%, 02/01/2049 <sup>(c)</sup> | 358000 | 358000 | 299432 |
|  |  |  | 1304041 |
| **Travel & Lodging - 0.1%** | **Travel & Lodging - 0.1%** | **Travel & Lodging - 0.1%** |  |
|  NCL Corp. Ltd., 6.75%, 02/01/2032 <sup>(c)</sup> | 195000 | 195000 | 194670 |
|  Viking Cruises Ltd., 7.00%, 02/15/2029 <sup>(c)</sup> | 133000 | 133000 | 133688 |
|  Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/2029 <sup>(c)</sup> | 115000 | 115000 | 113447 |
|  |  |  | 441805 |
| **Utilities - 2.1%** | **Utilities - 2.1%** | **Utilities - 2.1%** |  |
|  AEP Texas, Inc., 3.85%, 10/01/2025 <sup>(c)</sup> | 179000 | 179000 | 177743 |
|  Ameren Corp., 5.38%, 03/15/2035 | 355000 | 355000 | 350579 |
|  Ameren Illinois Co., 5.63%, 03/01/2055 | 180000 | 180000 | 173030 |
|  American Transmission Systems, Inc., 5.00%, 09/01/2044 <sup>(c)</sup> | 108000 | 108000 | 95866 |
|  Appalachian Power Co., 5.65%, 04/01/2034 | 113000 | 113000 | 113843 |
|  Arizona Public Service Co., 2.95%, 09/15/2027 | 92000 | 92000 | 88484 |
|  Boston Gas Co., 6.12%, 07/20/2053 <sup>(c)</sup> | 19000 | 19000 | 18491 |
|  Brooklyn Union Gas Co., 6.39%, 09/15/2033 <sup>(c)</sup> | 548000 | 548000 | 572845 |
|  Calpine Corp., 5.00%, 02/01/2031 <sup>(c)</sup> | 60000 | 60000 | 58096 |
| CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC |  |
| &nbsp;&nbsp; 4.95%, 04/01/2033 | 249000 | 249000 | 246357 |
| &nbsp;&nbsp; 5.30%, 04/01/2053 | 122000 | 122000 | 111833 |
|  CenterPoint Energy Resources Corp., 4.10%, 09/01/2047 | 76000 | 76000 | 60191 |
| Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. |  |
| &nbsp;&nbsp; 3.85%, 06/15/2046 | 208000 | 208000 | 156137 |
| &nbsp;&nbsp; 3.20%, 12/01/2051 | 635000 | 635000 | 407926 |
|  Dominion Energy, Inc., 5.00%, 06/15/2030 | 195000 | 195000 | 196448 |
| DTE Electric Co. | DTE Electric Co. | DTE Electric Co. |  |
| &nbsp;&nbsp; 3.70%, 06/01/2046 | 400000 | 400000 | 297795 |
| &nbsp;&nbsp; 3.65%, 03/01/2052 | 19000 | 19000 | 13637 |
| DTE Energy Co. | DTE Energy Co. | DTE Energy Co. |  |
| &nbsp;&nbsp; 1.05%, 06/01/2025 | 285000 | 285000 | 284288 |
| &nbsp;&nbsp; 4.95%, 07/01/2027 | 211000 | 211000 | 212229 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |  |
| &nbsp;&nbsp; 3.40%, 06/15/2029 | 490000 | 490000 | 467124 |
| &nbsp;&nbsp; 5.75%, 09/15/2033 | 452000 | 452000 | 468009 |
| &nbsp;&nbsp; 4.20%, 06/15/2049 | 211000 | 211000 | 159067 |
|  Duke Energy Indiana LLC, 5.40%, 04/01/2053 | 113000 | 113000 | 104146 |
| Edison International | Edison International | Edison International |  |
| &nbsp;&nbsp; 5.75%, 06/15/2027 | 332000 | 332000 | 332799 |
| &nbsp;&nbsp; 6.95%, 11/15/2029 | 15000 | 15000 | 15531 |
|  Electricite de France SA, 5.25%, 10/13/2055 <sup>(c)</sup> | 209000 | 209000 | 172272 |
|  Enel Finance International NV, 6.80%, 09/15/2037 <sup>(c)</sup> | 100000 | 100000 | 107824 |
|  Engie SA, 5.25%, 04/10/2029 <sup>(c)</sup> | 311000 | 311000 | 315946 |
|  Entergy Louisiana LLC, 5.15%, 09/15/2034 | 246000 | 246000 | 242875 |
|  Evergy Kansas Central, Inc., 5.70%, 03/15/2053 | 62000 | 62000 | 59069 |
|  Evergy Metro, Inc., 4.95%, 04/15/2033 | 60000 | 60000 | 58907 |
|  Exelon Corp., 5.60%, 03/15/2053 | 139000 | 139000 | 128989 |
|  FirstEnergy Pennsylvania Electric Co., 5.20%, 04/01/2028 <sup>(c)</sup> | 349000 | 349000 | 353921 |
| Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. |  |
| &nbsp;&nbsp; 5.96%, 04/01/2039 | 244000 | 244000 | 255449 |
| &nbsp;&nbsp; 4.13%, 06/01/2048 | 226000 | 226000 | 179631 |
|  Interstate Power and Light Co., 5.70%, 10/15/2033 | 140000 | 140000 | 142933 |
|  IPALCO Enterprises, Inc., 5.75%, 04/01/2034 | 165000 | 165000 | 162513 |
|  Jersey Central Power & Light Co., 5.10%, 01/15/2035 | 115000 | 115000 | 112324 |
|  MidAmerican Energy Co., 5.75%, 11/01/2035 | 474000 | 474000 | 492903 |
|  Narragansett Electric Co., 5.35%, 05/01/2034 <sup>(c)</sup> | 132000 | 132000 | 131247 |
|  National Fuel Gas Co., 5.50%, 10/01/2026 | 77000 | 77000 | 77429 |
|  New England Power Co., 2.81%, 10/06/2050 <sup>(c)</sup> | 70000 | 70000 | 40932 |
|  New York State Electric & Gas Corp., 5.85%, 08/15/2033 <sup>(c)</sup> | 20000 | 20000 | 20650 |
| NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. |  |
| &nbsp;&nbsp; 4.90%, 02/28/2028 | 235000 | 235000 | 236873 |
| &nbsp;&nbsp; 4.90%, 03/15/2029 | 575000 | 575000 | 580971 |
| &nbsp;&nbsp; 5.45%, 03/15/2035 | 315000 | 315000 | 314167 |
| &nbsp;&nbsp; 5.11%, 09/29/2057 <sup>(a)(c)</sup> | 446000 | 446000 | 387370 |
|  Northern States Power Co., 2.90%, 03/01/2050 | 156000 | 156000 | 97860 |
| NRG Energy, Inc. | NRG Energy, Inc. | NRG Energy, Inc. |  |
| &nbsp;&nbsp; 3.63%, 02/15/2031 <sup>(c)</sup> | 31000 | 31000 | 28069 |
| &nbsp;&nbsp; 6.00%, 02/01/2033 <sup>(c)</sup> | 300000 | 300000 | 296753 |
|  NYSEG Storm Funding LLC, 4.71%, 05/01/2029 | 388000 | 388000 | 387924 |
| Oglethorpe Power Corp. | Oglethorpe Power Corp. | Oglethorpe Power Corp. |  |
| &nbsp;&nbsp; 5.38%, 11/01/2040 | 34000 | 34000 | 32197 |
| &nbsp;&nbsp; 4.55%, 06/01/2044 | 27000 | 27000 | 21730 |
| &nbsp;&nbsp; 4.50%, 04/01/2047 | 9000 | 9000 | 7140 |
|  Ohio Power Co., 2.90%, 10/01/2051 | 186000 | 186000 | 109221 |
| Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. |  |
| &nbsp;&nbsp; 6.40%, 06/15/2033 | 215000 | 215000 | 220772 |
| &nbsp;&nbsp; 6.95%, 03/15/2034 | 295000 | 295000 | 312792 |
| &nbsp;&nbsp; 5.70%, 03/01/2035 | 175000 | 175000 | 171732 |
| &nbsp;&nbsp; 4.95%, 07/01/2050 | 425000 | 425000 | 336731 |
|  Piedmont Natural Gas Co., Inc., 3.64%, 11/01/2046 | 64000 | 64000 | 44827 |
| Pinnacle West Capital Corp. | Pinnacle West Capital Corp. | Pinnacle West Capital Corp. |  |
| &nbsp;&nbsp; 4.90%, 05/15/2028 | 246000 | 246000 | 247347 |
| &nbsp;&nbsp; 5.15%, 05/15/2030 | 140000 | 140000 | 141293 |
| Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado |  |
| &nbsp;&nbsp; 3.20%, 03/01/2050 | 105000 | 105000 | 67857 |
| &nbsp;&nbsp; 5.25%, 04/01/2053 | 104000 | 104000 | 92193 |
|  Public Service Co. of Oklahoma, 5.20%, 01/15/2035 | 481000 | 481000 | 469296 |
|  Public Service Electric and Gas Co., 5.13%, 03/15/2053 | 117000 | 117000 | 106602 |
|  Public Service Enterprise Group, Inc., 4.90%, 03/15/2030 | 120000 | 120000 | 120592 |
|  Puget Sound Energy, Inc., 4.43%, 11/15/2041 | 70000 | 70000 | 57479 |
|  Rochester Gas and Electric Corp., 3.10%, 06/01/2027 <sup>(c)</sup> | 698000 | 698000 | 681118 |
| San Diego Gas & Electric Co. | San Diego Gas & Electric Co. | San Diego Gas & Electric Co. |  |
| &nbsp;&nbsp; 5.40%, 04/15/2035 | 345000 | 345000 | 345312 |
| &nbsp;&nbsp; 3.75%, 06/01/2047 | 210000 | 210000 | 151416 |
| &nbsp;&nbsp; 5.35%, 04/01/2053 | 48000 | 48000 | 43364 |
| Snam SpA | Snam SpA | Snam SpA |  |
| &nbsp;&nbsp; 5.00%, 05/28/2030 <sup>(c)</sup> | 205000 | 205000 | 204522 |
| &nbsp;&nbsp; 5.75%, 05/28/2035 <sup>(c)</sup> | 205000 | 205000 | 204999 |
| Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. |  |
| &nbsp;&nbsp; 2.50%, 06/01/2031 | 105000 | 105000 | 89789 |
| &nbsp;&nbsp; 2.75%, 02/01/2032 | 129000 | 129000 | 108536 |
| &nbsp;&nbsp; 3.65%, 06/01/2051 | 140000 | 140000 | 89342 |
|  Southern Co., 5.70%, 03/15/2034 | 444000 | 444000 | 456029 |
|  Southern Co. Gas Capital Corp., 1.75%, 01/15/2031 | 295000 | 295000 | 250275 |
|  SP PowerAssets Ltd., 3.00%, 09/26/2027 <sup>(c)</sup> | 605000 | 605000 | 587574 |
|  Spire, Inc., 4.70%, 08/15/2044 | 187000 | 187000 | 153953 |
|  Talen Energy Supply LLC, 8.63%, 06/01/2030 <sup>(c)</sup> | 15000 | 15000 | 15989 |
| Union Electric Co. | Union Electric Co. | Union Electric Co. |  |
| &nbsp;&nbsp; 2.15%, 03/15/2032 | 241000 | 241000 | 203848 |
| &nbsp;&nbsp; 5.20%, 04/01/2034 | 131000 | 131000 | 130774 |
| &nbsp;&nbsp; 5.45%, 03/15/2053 | 60000 | 60000 | 56226 |
| Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. |  |
| &nbsp;&nbsp; 6.00%, 01/15/2036 | 95000 | 95000 | 98721 |
| &nbsp;&nbsp; 5.45%, 04/01/2053 | 164000 | 164000 | 151240 |
|  XPLR Infrastructure Operating Partners LP, 8.38%, 01/15/2031 <sup>(c)</sup> | 6000 | 6000 | 6254 |
|  |  |  | 17157377 |
| **Wireless Telecommunications Services - 0.3%** | **Wireless Telecommunications Services - 0.3%** | **Wireless Telecommunications Services - 0.3%** |  |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |
| &nbsp;&nbsp; 3.75%, 04/15/2027 | 428000 | 428000 | 421576 |
| &nbsp;&nbsp; 4.75%, 02/01/2028 | 315000 | 315000 | 314771 |
| &nbsp;&nbsp; 3.38%, 04/15/2029 | 797000 | 797000 | 758680 |
| &nbsp;&nbsp; 3.88%, 04/15/2030 | 340000 | 340000 | 327161 |
| &nbsp;&nbsp; 2.88%, 02/15/2031 | 413000 | 413000 | 371000 |
| &nbsp;&nbsp; 4.70%, 01/15/2035 | 310000 | 310000 | 295633 |
|  |  |  | 2488821 |
| **Wireline Telecommunications Services - 0.1%** | **Wireline Telecommunications Services - 0.1%** | **Wireline Telecommunications Services - 0.1%** |  |
|  British Telecommunications PLC, 4.25%, 11/08/2049 <sup>(c)</sup> | 204000 | 204000 | 151353 |
|  Frontier Communications Holdings LLC, 5.88%, 10/15/2027 <sup>(c)</sup> | 60000 | 60000 | 60043 |
| Level 3 Financing, Inc. | Level 3 Financing, Inc. | Level 3 Financing, Inc. |  |
| &nbsp;&nbsp; 11.00%, 11/15/2029 <sup>(c)</sup> | 8000 | 8000 | 9063 |
| &nbsp;&nbsp; 4.50%, 04/01/2030 <sup>(c)</sup> | 10000 | 10000 | 8823 |
| &nbsp;&nbsp; 10.50%, 05/15/2030 <sup>(c)</sup> | 135000 | 135000 | 147624 |
| &nbsp;&nbsp; 10.75%, 12/15/2030 <sup>(c)</sup> | 5000 | 5000 | 5636 |
|  NTT Finance Corp., 2.07%, 04/03/2031 <sup>(c)</sup> | 209000 | 209000 | 180457 |
|  Windstream Services LLC / Windstream Escrow Finance Corp., 8.25%, 10/01/2031 <sup>(c)</sup> | 13000 | 13000 | 13505 |
|  |  |  | 576504 |
| **TOTAL CORPORATE BONDS** (Cost $185,535,089) | **TOTAL CORPORATE BONDS** (Cost $185,535,089) | **TOTAL CORPORATE BONDS** (Cost $185,535,089) | 184618216 |
| **AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES - 8.2%** | **Par** | **Par** | **Value** |
| Federal Home Loan Mortgage Corp | Federal Home Loan Mortgage Corp | Federal Home Loan Mortgage Corp |  |
| &nbsp;&nbsp; 0.90%, 10/13/2027 | 38000 | 38000 | 35276 |
| &nbsp;&nbsp; 0.00%, 12/14/2029 <sup>(g)</sup> | 301000 | 301000 | 250564 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |
| &nbsp;&nbsp; Pool QB8934, 2.50%, 02/01/2051 | 23764 | 23764 | 19393 |
| &nbsp;&nbsp; Pool QC6759, 2.00%, 09/01/2051 | 27430 | 27430 | 21341 |
| &nbsp;&nbsp; Pool QF7085, 5.50%, 02/01/2053 | 61271 | 61271 | 60744 |
| &nbsp;&nbsp; Pool RA3661, 2.50%, 10/01/2050 | 105717 | 105717 | 86969 |
| &nbsp;&nbsp; Pool RA5794, 4.00%, 09/01/2051 | 34103 | 34103 | 31247 |
| &nbsp;&nbsp; Pool RA6605, 3.00%, 01/01/2052 | 23535 | 23535 | 19997 |
| &nbsp;&nbsp; Pool RA6614, 2.50%, 01/01/2052 | 288188 | 288188 | 235546 |
| &nbsp;&nbsp; Pool RA6815, 2.50%, 02/01/2052 | 230437 | 230437 | 189660 |
| &nbsp;&nbsp; Pool RA9475, 5.00%, 07/01/2053 | 182196 | 182196 | 176428 |
| &nbsp;&nbsp; Pool RJ1854, 5.00%, 06/01/2054 | 139266 | 139266 | 134870 |
| &nbsp;&nbsp; Pool SD0781, 3.00%, 11/01/2051 | 68211 | 68211 | 58316 |
| &nbsp;&nbsp; Pool SD1377, 3.50%, 07/01/2052 | 377836 | 377836 | 337499 |
| &nbsp;&nbsp; Pool SD1505, 4.50%, 08/01/2052 | 80670 | 80670 | 76377 |
| &nbsp;&nbsp; Pool SD2253, 3.50%, 12/01/2052 | 151382 | 151382 | 134077 |
| &nbsp;&nbsp; Pool SD2862, 6.00%, 05/01/2053 | 19976 | 19976 | 20198 |
| &nbsp;&nbsp; Pool SD3218, 5.00%, 05/01/2053 | 21133 | 21133 | 20425 |
| &nbsp;&nbsp; Pool SD3611, 3.00%, 03/01/2052 | 20747 | 20747 | 17725 |
| &nbsp;&nbsp; Pool SD3770, 2.50%, 03/01/2052 | 244286 | 244286 | 199976 |
| &nbsp;&nbsp; Pool SD3977, 5.00%, 04/01/2053 | 735698 | 735698 | 714034 |
| &nbsp;&nbsp; Pool SD3983, 5.50%, 09/01/2053 | 22817 | 22817 | 22643 |
| &nbsp;&nbsp; Pool SD4428, 2.50%, 05/01/2052 | 21904 | 21904 | 17975 |
| &nbsp;&nbsp; Pool SD4553, 3.00%, 09/01/2053 | 616883 | 616883 | 525594 |
| &nbsp;&nbsp; Pool SD4835, 2.50%, 02/01/2051 | 482178 | 482178 | 397213 |
| &nbsp;&nbsp; Pool SD4977, 5.00%, 11/01/2053 | 1217888 | 1217888 | 1179357 |
| &nbsp;&nbsp; Pool SD4997, 5.00%, 10/01/2053 | 1618607 | 1618607 | 1571327 |
| &nbsp;&nbsp; Pool SD5314, 3.00%, 01/01/2053 | 116066 | 116066 | 98619 |
| &nbsp;&nbsp; Pool SD6592, 5.00%, 10/01/2054 | 362069 | 362069 | 350824 |
| &nbsp;&nbsp; Pool SD6686, 6.00%, 10/01/2054 | 200943 | 200943 | 202594 |
| &nbsp;&nbsp; Pool SD6706, 4.50%, 01/01/2054 | 120652 | 120652 | 113751 |
| &nbsp;&nbsp; Pool SD7380, 5.00%, 01/01/2055 | 71221 | 71221 | 68841 |
| &nbsp;&nbsp; Pool SD8114, 2.50%, 12/01/2050 | 939427 | 939427 | 774069 |
| &nbsp;&nbsp; Pool SD8135, 2.50%, 03/01/2051 | 26223 | 26223 | 21456 |
| &nbsp;&nbsp; Pool SD8150, 2.00%, 06/01/2051 | 573939 | 573939 | 449257 |
| &nbsp;&nbsp; Pool SD8157, 3.00%, 07/01/2051 | 176704 | 176704 | 150935 |
| &nbsp;&nbsp; Pool SD8166, 2.00%, 09/01/2051 | 601951 | 601951 | 470144 |
| &nbsp;&nbsp; Pool SD8167, 2.50%, 09/01/2051 | 82228 | 82228 | 67222 |
| &nbsp;&nbsp; Pool SD8188, 2.00%, 01/01/2052 | 367399 | 367399 | 286559 |
| &nbsp;&nbsp; Pool SD8189, 2.50%, 01/01/2052 | 212900 | 212900 | 173868 |
| &nbsp;&nbsp; Pool SD8199, 2.00%, 03/01/2052 | 54348 | 54348 | 42282 |
| &nbsp;&nbsp; Pool SD8205, 2.50%, 04/01/2052 | 182077 | 182077 | 148165 |
| &nbsp;&nbsp; Pool SD8212, 2.50%, 05/01/2052 | 402278 | 402278 | 328429 |
| &nbsp;&nbsp; Pool SD8213, 3.00%, 05/01/2052 | 41837 | 41837 | 35590 |
| &nbsp;&nbsp; Pool SD8214, 3.50%, 05/01/2052 | 1772120 | 1772120 | 1575084 |
| &nbsp;&nbsp; Pool SD8215, 4.00%, 05/01/2052 | 202426 | 202426 | 185520 |
| &nbsp;&nbsp; Pool SD8221, 3.50%, 06/01/2052 | 437857 | 437857 | 389172 |
| &nbsp;&nbsp; Pool SD8222, 4.00%, 06/01/2052 | 80640 | 80640 | 73909 |
| &nbsp;&nbsp; Pool SD8225, 3.00%, 07/01/2052 | 207647 | 207647 | 176541 |
| &nbsp;&nbsp; Pool SD8227, 4.00%, 07/01/2052 | 938575 | 938575 | 862340 |
| &nbsp;&nbsp; Pool SD8234, 2.50%, 08/01/2052 | 1783732 | 1783732 | 1455172 |
| &nbsp;&nbsp; Pool SD8242, 3.00%, 09/01/2052 | 218935 | 218935 | 186224 |
| &nbsp;&nbsp; Pool SD8243, 3.50%, 09/01/2052 | 353375 | 353375 | 313906 |
| &nbsp;&nbsp; Pool SD8245, 4.50%, 09/01/2052 | 83408 | 83408 | 78681 |
| &nbsp;&nbsp; Pool SD8258, 5.00%, 10/01/2052 | 170911 | 170911 | 165671 |
| &nbsp;&nbsp; Pool SD8265, 4.00%, 11/01/2052 | 642456 | 642456 | 590206 |
| &nbsp;&nbsp; Pool SD8288, 5.00%, 01/01/2053 | 21186 | 21186 | 20525 |
| &nbsp;&nbsp; Pool SD8315, 5.00%, 04/01/2053 | 172680 | 172680 | 167214 |
| &nbsp;&nbsp; Pool SD8316, 5.50%, 04/01/2053 | 320057 | 320057 | 317576 |
| &nbsp;&nbsp; Pool SD8324, 5.50%, 05/01/2053 | 625787 | 625787 | 620855 |
| &nbsp;&nbsp; Pool SD8325, 6.00%, 05/01/2053 | 104613 | 104613 | 105630 |
| &nbsp;&nbsp; Pool SD8331, 5.50%, 06/01/2053 | 877379 | 877379 | 870464 |
| &nbsp;&nbsp; Pool SD8342, 5.50%, 07/01/2053 | 976868 | 976868 | 967299 |
| &nbsp;&nbsp; Pool SD8363, 6.00%, 09/01/2053 | 282694 | 282694 | 285897 |
| &nbsp;&nbsp; Pool SD8368, 6.00%, 10/01/2053 | 108858 | 108858 | 109800 |
| &nbsp;&nbsp; Pool SD8373, 6.00%, 11/01/2053 | 24252 | 24252 | 24474 |
| &nbsp;&nbsp; Pool SD8382, 5.00%, 12/01/2053 | 325465 | 325465 | 315951 |
| &nbsp;&nbsp; Pool SD8383, 5.50%, 12/01/2053 | 84190 | 84190 | 83242 |
| &nbsp;&nbsp; Pool SD8397, 6.50%, 01/01/2054 | 38620 | 38620 | 39580 |
| &nbsp;&nbsp; Pool SD8401, 5.50%, 02/01/2054 | 163518 | 163518 | 161614 |
| &nbsp;&nbsp; Pool SD8402, 6.00%, 02/01/2054 | 128397 | 128397 | 129512 |
| &nbsp;&nbsp; Pool SD8420, 5.50%, 04/01/2054 | 141169 | 141169 | 139526 |
| &nbsp;&nbsp; Pool SD8438, 5.50%, 06/01/2054 | 35987 | 35987 | 35568 |
| &nbsp;&nbsp; Pool SD8446, 5.50%, 07/01/2054 | 267369 | 267369 | 264919 |
| &nbsp;&nbsp; Pool SD8447, 6.00%, 07/01/2054 | 90792 | 90792 | 91537 |
| &nbsp;&nbsp; Pool SD8463, 6.00%, 09/01/2054 | 62556 | 62556 | 63069 |
| &nbsp;&nbsp; Pool SD8469, 5.50%, 10/01/2054 | 257300 | 257300 | 254942 |
| &nbsp;&nbsp; Pool SD8470, 6.00%, 10/01/2054 | 180907 | 180907 | 182392 |
| &nbsp;&nbsp; Pool SD8475, 5.50%, 11/01/2054 | 301973 | 301973 | 299206 |
| &nbsp;&nbsp; Pool SD8491, 5.00%, 12/01/2054 | 57922 | 57922 | 55973 |
| &nbsp;&nbsp; Pool SD8494, 5.50%, 01/01/2055 | 96685 | 96685 | 95537 |
| &nbsp;&nbsp; Pool SD8507, 6.00%, 02/01/2055 | 153238 | 153238 | 154460 |
| &nbsp;&nbsp; Pool SD8508, 6.50%, 02/01/2055 | 46891 | 46891 | 48049 |
| &nbsp;&nbsp; Pool SL0336, 6.00%, 08/01/2054 | 64821 | 64821 | 65338 |
| &nbsp;&nbsp; Pool SL1338, 6.00%, 06/01/2055 | 150000 | 150000 | 151196 |
| &nbsp;&nbsp; Series K140, Class A2, 2.25%, 01/25/2032 | 230000 | 230000 | 200119 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |
| &nbsp;&nbsp; Pool BT6823, 2.50%, 10/01/2051 | 164006 | 164006 | 133704 |
| &nbsp;&nbsp; Pool BT9030, 2.00%, 08/01/2051 | 24478 | 24478 | 19073 |
| &nbsp;&nbsp; Pool BU7102, 2.50%, 12/01/2051 | 91806 | 91806 | 75147 |
| &nbsp;&nbsp; Pool BX5065, 5.50%, 01/01/2053 | 21063 | 21063 | 20840 |
| &nbsp;&nbsp; Pool CA5354, 3.50%, 03/01/2050 | 42622 | 42622 | 37850 |
| &nbsp;&nbsp; Pool CA6435, 3.50%, 07/01/2050 | 873695 | 873695 | 775744 |
| &nbsp;&nbsp; Pool CA7248, 2.50%, 10/01/2050 | 29404 | 29404 | 24044 |
| &nbsp;&nbsp; Pool CA8026, 2.50%, 12/01/2050 | 1257012 | 1257012 | 1031195 |
| &nbsp;&nbsp; Pool CB0517, 2.50%, 05/01/2051 | 186742 | 186742 | 152134 |
| &nbsp;&nbsp; Pool CB1066, 2.50%, 07/01/2051 | 266744 | 266744 | 219139 |
| &nbsp;&nbsp; Pool CB1149, 3.00%, 07/01/2051 | 244294 | 244294 | 208428 |
| &nbsp;&nbsp; Pool CB1332, 2.50%, 08/01/2051 | 192104 | 192104 | 157007 |
| &nbsp;&nbsp; Pool CB2400, 2.50%, 12/01/2051 | 104693 | 104693 | 85343 |
| &nbsp;&nbsp; Pool CB3600, 3.50%, 05/01/2052 | 154947 | 154947 | 138181 |
| &nbsp;&nbsp; Pool CB4020, 4.00%, 07/01/2052 | 33888 | 33888 | 31046 |
| &nbsp;&nbsp; Pool CB4121, 4.00%, 07/01/2052 | 116238 | 116238 | 106542 |
| &nbsp;&nbsp; Pool CB4852, 4.50%, 10/01/2052 | 249515 | 249515 | 235393 |
| &nbsp;&nbsp; Pool CB5384, 4.50%, 12/01/2052 | 129031 | 129031 | 121738 |
| &nbsp;&nbsp; Pool CB5906, 5.50%, 03/01/2053 | 21005 | 21005 | 20811 |
| &nbsp;&nbsp; Pool CB6031, 5.00%, 04/01/2053 | 46372 | 46372 | 44977 |
| &nbsp;&nbsp; Pool CB6201, 6.00%, 05/01/2053 | 41559 | 41559 | 41949 |
| &nbsp;&nbsp; Pool CB6308, 4.50%, 05/01/2053 | 849814 | 849814 | 803622 |
| &nbsp;&nbsp; Pool CB6475, 5.00%, 06/01/2053 | 794211 | 794211 | 771372 |
| &nbsp;&nbsp; Pool CB6619, 5.50%, 06/01/2053 | 60534 | 60534 | 59906 |
| &nbsp;&nbsp; Pool CB7867, 6.50%, 01/01/2054 | 133669 | 133669 | 137076 |
| &nbsp;&nbsp; Pool FM9067, 2.50%, 10/01/2051 | 468331 | 468331 | 382715 |
| &nbsp;&nbsp; Pool FM9540, 2.00%, 11/01/2051 | 226774 | 226774 | 177635 |
| &nbsp;&nbsp; Pool FS0176, 2.50%, 01/01/2052 | 370751 | 370751 | 304236 |
| &nbsp;&nbsp; Pool FS0288, 2.00%, 01/01/2052 | 76358 | 76358 | 59844 |
| &nbsp;&nbsp; Pool FS0631, 3.00%, 02/01/2052 | 29252 | 29252 | 24911 |
| &nbsp;&nbsp; Pool FS2040, 2.00%, 02/01/2052 | 84064 | 84064 | 65396 |
| &nbsp;&nbsp; Pool FS2321, 2.50%, 02/01/2052 | 451586 | 451586 | 371074 |
| &nbsp;&nbsp; Pool FS2512, 3.50%, 07/01/2052 | 293798 | 293798 | 261955 |
| &nbsp;&nbsp; Pool FS2805, 2.50%, 09/01/2052 | 317460 | 317460 | 259381 |
| &nbsp;&nbsp; Pool FS3251, 6.00%, 11/01/2052 | 55349 | 55349 | 56111 |
| &nbsp;&nbsp; Pool FS3497, 3.50%, 08/01/2052 | 194690 | 194690 | 172900 |
| &nbsp;&nbsp; Pool FS3569, 3.00%, 02/01/2052 | 175978 | 175978 | 149778 |
| &nbsp;&nbsp; Pool FS4035, 5.00%, 03/01/2053 | 655403 | 655403 | 636582 |
| &nbsp;&nbsp; Pool FS4110, 2.50%, 03/01/2052 | 51159 | 51159 | 41810 |
| &nbsp;&nbsp; Pool FS4377, 3.00%, 04/01/2052 | 1467107 | 1467107 | 1251654 |
| &nbsp;&nbsp; Pool FS4874, 5.50%, 06/01/2053 | 20987 | 20987 | 20912 |
| &nbsp;&nbsp; Pool FS4919, 2.50%, 05/01/2053 | 490690 | 490690 | 400765 |
| &nbsp;&nbsp; Pool FS5235, 5.50%, 07/01/2053 | 190179 | 190179 | 187970 |
| &nbsp;&nbsp; Pool FS5846, 2.50%, 09/01/2052 | 75242 | 75242 | 61355 |
| &nbsp;&nbsp; Pool FS6288, 5.50%, 10/01/2053 | 22457 | 22457 | 22302 |
| &nbsp;&nbsp; Pool FS6471, 3.00%, 05/01/2052 | 90191 | 90191 | 76735 |
| &nbsp;&nbsp; Pool FS6633, 3.00%, 06/01/2052 | 421648 | 421648 | 359160 |
| &nbsp;&nbsp; Pool FS6668, 5.50%, 12/01/2053 | 578555 | 578555 | 573773 |
| &nbsp;&nbsp; Pool FS6838, 5.50%, 11/01/2053 | 58236 | 58236 | 57617 |
| &nbsp;&nbsp; Pool FS6866, 5.00%, 10/01/2053 | 286613 | 286613 | 278241 |
| &nbsp;&nbsp; Pool FS7252, 5.00%, 11/01/2053 | 160503 | 160503 | 155425 |
| &nbsp;&nbsp; Pool FS8078, 2.00%, 02/01/2052 | 98702 | 98702 | 76776 |
| &nbsp;&nbsp; Pool FS8824, 3.00%, 06/01/2052 | 76218 | 76218 | 64847 |
| &nbsp;&nbsp; Pool FS9853, 5.50%, 11/01/2054 | 448585 | 448585 | 445587 |
| &nbsp;&nbsp; Pool MA4078, 2.50%, 07/01/2050 | 224499 | 224499 | 184661 |
| &nbsp;&nbsp; Pool MA4211, 3.00%, 12/01/2050 | 23513 | 23513 | 20164 |
| &nbsp;&nbsp; Pool MA4305, 2.00%, 04/01/2051 | 184723 | 184723 | 144301 |
| &nbsp;&nbsp; Pool MA4398, 2.00%, 08/01/2051 | 66398 | 66398 | 51807 |
| &nbsp;&nbsp; Pool MA4493, 2.50%, 12/01/2051 | 22626 | 22626 | 18463 |
| &nbsp;&nbsp; Pool MA4512, 2.50%, 01/01/2052 | 79267 | 79267 | 64712 |
| &nbsp;&nbsp; Pool MA4548, 2.50%, 02/01/2052 | 123891 | 123891 | 101105 |
| &nbsp;&nbsp; Pool MA4562, 2.00%, 03/01/2052 | 113616 | 113616 | 88303 |
| &nbsp;&nbsp; Pool MA4563, 2.50%, 03/01/2052 | 102942 | 102942 | 83999 |
| &nbsp;&nbsp; Pool MA4565, 3.50%, 03/01/2052 | 32893 | 32893 | 29221 |
| &nbsp;&nbsp; Pool MA4578, 2.50%, 04/01/2052 | 684510 | 684510 | 559734 |
| &nbsp;&nbsp; Pool MA4579, 3.00%, 04/01/2052 | 221557 | 221557 | 188500 |
| &nbsp;&nbsp; Pool MA4598, 2.50%, 05/01/2052 | 305115 | 305115 | 249437 |
| &nbsp;&nbsp; Pool MA4599, 3.00%, 05/01/2052 | 125759 | 125759 | 106983 |
| &nbsp;&nbsp; Pool MA4600, 3.50%, 05/01/2052 | 2452183 | 2452183 | 2174081 |
| &nbsp;&nbsp; Pool MA4624, 3.00%, 06/01/2052 | 204772 | 204772 | 174058 |
| &nbsp;&nbsp; Pool MA4625, 3.50%, 06/01/2052 | 445169 | 445169 | 395673 |
| &nbsp;&nbsp; Pool MA4626, 4.00%, 06/01/2052 | 147332 | 147332 | 135027 |
| &nbsp;&nbsp; Pool MA4653, 3.00%, 07/01/2052 | 740413 | 740413 | 631373 |
| &nbsp;&nbsp; Pool MA4654, 3.50%, 07/01/2052 | 80256 | 80256 | 71155 |
| &nbsp;&nbsp; Pool MA4655, 4.00%, 07/01/2052 | 790941 | 790941 | 726738 |
| &nbsp;&nbsp; Pool MA4684, 4.50%, 06/01/2052 | 66551 | 66551 | 62777 |
| &nbsp;&nbsp; Pool MA4698, 3.00%, 08/01/2052 | 451858 | 451858 | 385265 |
| &nbsp;&nbsp; Pool MA4700, 4.00%, 08/01/2052 | 1548235 | 1548235 | 1422480 |
| &nbsp;&nbsp; Pool MA4732, 4.00%, 09/01/2052 | 265470 | 265470 | 243415 |
| &nbsp;&nbsp; Pool MA4733, 4.50%, 09/01/2052 | 78334 | 78334 | 73895 |
| &nbsp;&nbsp; Pool MA4768, 2.50%, 09/01/2052 | 255096 | 255096 | 208362 |
| &nbsp;&nbsp; Pool MA4782, 3.50%, 10/01/2052 | 303103 | 303103 | 269354 |
| &nbsp;&nbsp; Pool MA4783, 4.00%, 10/01/2052 | 115627 | 115627 | 105958 |
| &nbsp;&nbsp; Pool MA4784, 4.50%, 10/01/2052 | 213943 | 213943 | 201827 |
| &nbsp;&nbsp; Pool MA4786, 5.50%, 10/01/2052 | 25827 | 25827 | 25584 |
| &nbsp;&nbsp; Pool MA4805, 4.50%, 11/01/2052 | 131203 | 131203 | 123778 |
| &nbsp;&nbsp; Pool MA4841, 5.00%, 12/01/2052 | 149377 | 149377 | 144929 |
| &nbsp;&nbsp; Pool MA4868, 5.00%, 01/01/2053 | 25302 | 25302 | 24520 |
| &nbsp;&nbsp; Pool MA4918, 5.00%, 02/01/2053 | 288643 | 288643 | 280280 |
| &nbsp;&nbsp; Pool MA4940, 5.00%, 03/01/2053 | 25288 | 25288 | 24470 |
| &nbsp;&nbsp; Pool MA4978, 5.00%, 04/01/2053 | 384482 | 384482 | 373323 |
| &nbsp;&nbsp; Pool MA5009, 5.00%, 05/01/2053 | 536565 | 536565 | 520881 |
| &nbsp;&nbsp; Pool MA5010, 5.50%, 05/01/2053 | 27918 | 27918 | 27629 |
| &nbsp;&nbsp; Pool MA5038, 5.00%, 06/01/2053 | 1934785 | 1934785 | 1878230 |
| &nbsp;&nbsp; Pool MA5071, 5.00%, 07/01/2053 | 353000 | 353000 | 342681 |
| &nbsp;&nbsp; Pool MA5073, 6.00%, 07/01/2053 | 218362 | 218362 | 220434 |
| &nbsp;&nbsp; Pool MA5106, 5.00%, 08/01/2053 | 421301 | 421301 | 408986 |
| &nbsp;&nbsp; Pool MA5107, 5.50%, 08/01/2053 | 296008 | 296008 | 293630 |
| &nbsp;&nbsp; Pool MA5108, 6.00%, 08/01/2053 | 63300 | 63300 | 63893 |
| &nbsp;&nbsp; Pool MA5135, 4.00%, 09/01/2053 | 22783 | 22783 | 20847 |
| &nbsp;&nbsp; Pool MA5138, 5.50%, 09/01/2053 | 747854 | 747854 | 741808 |
| &nbsp;&nbsp; Pool MA5139, 6.00%, 09/01/2053 | 1001043 | 1001043 | 1012845 |
| &nbsp;&nbsp; Pool MA5165, 5.50%, 10/01/2053 | 21491 | 21491 | 21260 |
| &nbsp;&nbsp; Pool MA5166, 6.00%, 10/01/2053 | 314190 | 314190 | 317858 |
| &nbsp;&nbsp; Pool MA5192, 6.50%, 11/01/2053 | 165515 | 165515 | 169625 |
| &nbsp;&nbsp; Pool MA5215, 5.50%, 12/01/2053 | 1624815 | 1624815 | 1610760 |
| &nbsp;&nbsp; Pool MA5216, 6.00%, 12/01/2053 | 388339 | 388339 | 392828 |
| &nbsp;&nbsp; Pool MA5245, 5.00%, 01/01/2054 | 3293106 | 3293106 | 3196843 |
| &nbsp;&nbsp; Pool MA5247, 6.00%, 01/01/2054 | 19979 | 19979 | 20151 |
| &nbsp;&nbsp; Pool MA5271, 5.50%, 02/01/2054 | 352764 | 352764 | 348658 |
| &nbsp;&nbsp; Pool MA5294, 5.00%, 03/01/2054 | 1058609 | 1058609 | 1025730 |
| &nbsp;&nbsp; Pool MA5296, 5.50%, 03/01/2054 | 2204532 | 2204532 | 2178870 |
| &nbsp;&nbsp; Pool MA5327, 5.00%, 04/01/2054 | 305511 | 305511 | 296022 |
| &nbsp;&nbsp; Pool MA5331, 5.50%, 04/01/2054 | 712434 | 712434 | 705905 |
| &nbsp;&nbsp; Pool MA5352, 5.00%, 05/01/2054 | 1688941 | 1688941 | 1636484 |
| &nbsp;&nbsp; Pool MA5389, 6.00%, 06/01/2054 | 118846 | 118846 | 119822 |
| &nbsp;&nbsp; Pool MA5444, 5.50%, 08/01/2054 | 126450 | 126450 | 124978 |
| &nbsp;&nbsp; Pool MA5445, 6.00%, 08/01/2054 | 52962 | 52962 | 53401 |
| &nbsp;&nbsp; Pool MA5498, 6.00%, 10/01/2054 | 360038 | 360038 | 363903 |
| &nbsp;&nbsp; Pool MA5530, 5.00%, 11/01/2054 | 222293 | 222293 | 214850 |
| &nbsp;&nbsp; Pool MA5531, 5.50%, 11/01/2054 | 104291 | 104291 | 103077 |
| Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool |  |
| &nbsp;&nbsp; Pool MA7936, 2.50%, 03/20/2052 | 431871 | 431871 | 362249 |
| &nbsp;&nbsp; Pool MA8151, 4.50%, 07/20/2052 | 140591 | 140591 | 133149 |
| &nbsp;&nbsp; Pool MA8201, 4.50%, 08/20/2052 | 24243 | 24243 | 22974 |
| &nbsp;&nbsp; Pool MA8800, 5.00%, 04/20/2053 | 503775 | 503775 | 491197 |
| &nbsp;&nbsp; Pool MA8801, 5.50%, 04/20/2053 | 500422 | 500422 | 498761 |
| &nbsp;&nbsp; Pool MA8877, 4.50%, 05/20/2053 | 275912 | 275912 | 261617 |
| &nbsp;&nbsp; Pool MA8947, 5.00%, 06/20/2053 | 197953 | 197953 | 192386 |
| &nbsp;&nbsp; Pool MA8948, 5.50%, 06/20/2053 | 40734 | 40734 | 40514 |
| &nbsp;&nbsp; Pool MA9016, 5.00%, 07/20/2053 | 44472 | 44472 | 43132 |
| &nbsp;&nbsp; Pool MA9018, 6.00%, 07/20/2053 | 51657 | 51657 | 52357 |
| &nbsp;&nbsp; Pool MA9240, 5.00%, 10/20/2053 | 50553 | 50553 | 49101 |
| &nbsp;&nbsp; Pool MA9241, 5.50%, 10/20/2053 | 83024 | 83024 | 82440 |
| &nbsp;&nbsp; Pool MA9304, 5.00%, 11/20/2053 | 124566 | 124566 | 120987 |
| &nbsp;&nbsp; Pool MA9539, 4.50%, 03/20/2054 | 48006 | 48006 | 45257 |
| &nbsp;&nbsp; Pool MA9541, 5.50%, 03/20/2054 | 77926 | 77926 | 77322 |
| &nbsp;&nbsp; Pool MA9603, 4.50%, 04/20/2054 | 164842 | 164842 | 155385 |
| &nbsp;&nbsp; Pool MA9605, 5.50%, 04/20/2054 | 36440 | 36440 | 36154 |
| &nbsp;&nbsp; Pool MA9726, 6.00%, 06/20/2054 | 90192 | 90192 | 91149 |
| &nbsp;&nbsp; Pool MA9780, 6.00%, 07/20/2054 | 120913 | 120913 | 121944 |
| &nbsp;&nbsp; Pool MA9963, 4.50%, 10/20/2054 | 39354 | 39354 | 37067 |
| &nbsp;&nbsp; Pool MA9964, 5.00%, 10/20/2054 | 24565 | 24565 | 23796 |
| &nbsp;&nbsp; Pool MB0092, 5.50%, 12/20/2054 | 44442 | 44442 | 44063 |
| &nbsp;&nbsp; Pool MB0204, 5.00%, 02/20/2055 | 29827 | 29827 | 28894 |
| &nbsp;&nbsp; Pool MB0206, 6.00%, 02/20/2055 | 94153 | 94153 | 95151 |
| &nbsp;&nbsp; Pool MB0308, 5.50%, 04/20/2055 | 109714 | 109714 | 109003 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |
| &nbsp;&nbsp; Series 2020-107, Class AB, 1.00%, 07/20/2050 | 46937 | 46937 | 35168 |
| &nbsp;&nbsp; Series 2021-103, Class HE, 2.00%, 06/20/2051 | 32243 | 32243 | 26295 |
| **TOTAL AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $67,781,060) | **TOTAL AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $67,781,060) | **TOTAL AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $67,781,060) | 67041087 |
| **ASSET-BACKED SECURITIES - 3.9%** | **Par** | **Par** | **Value** |
| American Airlines Group, Inc. | American Airlines Group, Inc. | American Airlines Group, Inc. |  |
| &nbsp;&nbsp; Series 2015-1, 3.38%, 05/01/2027 | 61441 | 61441 | 59571 |
| &nbsp;&nbsp; Series 2016-2, 3.20%, 06/15/2028 | 519967 | 519967 | 493466 |
| &nbsp;&nbsp; Series 2016-3, 3.00%, 10/15/2028 | 59829 | 59829 | 56188 |
| &nbsp;&nbsp; Series 2019-1, 3.15%, 02/15/2032 | 169061 | 169061 | 154834 |
| American Express Travel Related Services Co., Inc. | American Express Travel Related Services Co., Inc. | American Express Travel Related Services Co., Inc. |  |
| &nbsp;&nbsp; Series 2024-2, Class A, 5.24%, 04/15/2031 | 885000 | 885000 | 916930 |
| &nbsp;&nbsp; Series 2025-2, Class A, 4.28%, 04/15/2030 | 600000 | 600000 | 600567 |
|  Amur Equipment Finance Receivables LLC, Series 2025-1A, Class D, 5.68%, 08/20/2032 <sup>(c)</sup> | 214000 | 214000 | 214943 |
|  Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 07/17/2046 <sup>(c)</sup> | 27902 | 27902 | 25526 |
| Avis Budget Car Rental LLC | Avis Budget Car Rental LLC | Avis Budget Car Rental LLC |  |
| &nbsp;&nbsp; Series 2020-2A, Class B, 2.96%, 02/20/2027 <sup>(c)</sup> | 159000 | 159000 | 156889 |
| &nbsp;&nbsp; Series 2023-2A, Class B, 6.03%, 10/20/2027 <sup>(c)</sup> | 100000 | 100000 | 100898 |
| &nbsp;&nbsp; Series 2024-1A, Class B, 5.85%, 06/20/2030 <sup>(c)</sup> | 100000 | 100000 | 102330 |
| &nbsp;&nbsp; Series 2024-2A, Class A, 5.13%, 10/20/2028 <sup>(c)</sup> | 310000 | 310000 | 313511 |
| &nbsp;&nbsp; Series 2025-1A, Class C, 5.87%, 08/20/2029 <sup>(c)</sup> | 184000 | 184000 | 184578 |
|  BA Credit Card Trust, Series 2024-A1, Class A, 4.93%, 05/15/2029 | 920000 | 920000 | 932214 |
|  Blue Stream Communications LLC, Series 2024-1A, Class A2, 5.41%, 11/20/2054 <sup>(c)</sup> | 176000 | 176000 | 175934 |
| Business Jet Securities LLC | Business Jet Securities LLC | Business Jet Securities LLC |  |
| &nbsp;&nbsp; Series 2024-1A, Class A, 6.20%, 05/15/2039 <sup>(c)</sup> | 232822 | 232822 | 236389 |
| &nbsp;&nbsp; Series 2024-2A, Class A, 5.36%, 09/15/2039 <sup>(c)</sup> | 92439 | 92439 | 92112 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |  |
| &nbsp;&nbsp; Series 2023-A1, Class A, 4.42%, 05/15/2028 | 241000 | 241000 | 240473 |
| &nbsp;&nbsp; Series 2024-A1, Class A, 3.92%, 09/15/2029 | 1805000 | 1805000 | 1794462 |
|  Castlelake Aircraft Securitization Trust, Series 2025-1A, Class B, 6.50%, 02/15/2050 <sup>(c)</sup> | 286190 | 286190 | 288351 |
|  CC Towers Guarantor LLC, Series 4.24100, 4.24%, 07/15/2028 <sup>(c)</sup> | 150000 | 150000 | 146019 |
|  CCG Receivables Trust, Series 2025-1, Class B, 4.69%, 10/14/2032 <sup>(c)</sup> | 233000 | 233000 | 232319 |
| Cloud Capital Holdco LP | Cloud Capital Holdco LP | Cloud Capital Holdco LP |  |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 5.78%, 11/22/2049 <sup>(c)</sup> | 453000 | 453000 | 454041 |
| &nbsp;&nbsp; Series 2024-2A, Class A2, 5.92%, 11/22/2049 <sup>(c)</sup> | 135000 | 135000 | 135389 |
|  Consolidated Communications LLC, Series 2025-1A, Class B, 6.51%, 05/20/2055 <sup>(c)</sup> | 308000 | 308000 | 313593 |
| Crockett Partners Equipment Co. II LLC | Crockett Partners Equipment Co. II LLC | Crockett Partners Equipment Co. II LLC |  |
| &nbsp;&nbsp; Series 2024-1C, Class A, 6.05%, 01/20/2031 <sup>(c)</sup> | 98424 | 98424 | 99394 |
| &nbsp;&nbsp; Series 2024-1C, Class B, 6.78%, 01/20/2031 <sup>(c)</sup> | 84848 | 84848 | 85762 |
| &nbsp;&nbsp; Series 2024-2M, Class A, 5.70%, 12/20/2032 <sup>(c)</sup> | 289424 | 289424 | 292223 |
| Cyrusone Holdco LLC | Cyrusone Holdco LLC | Cyrusone Holdco LLC |  |
| &nbsp;&nbsp; Series 2023-1A, Class A2, 4.30%, 04/20/2048 <sup>(c)</sup> | 325000 | 325000 | 315791 |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 4.76%, 03/22/2049 <sup>(c)</sup> | 77000 | 77000 | 74390 |
| &nbsp;&nbsp; Series 2025-1A, Class A2, 5.91%, 02/20/2050 <sup>(c)</sup> | 270000 | 270000 | 275317 |
|  Dell Equipment Finance Trust, Series 2024-1, Class A3, 5.39%, 03/22/2030 <sup>(c)</sup> | 250000 | 250000 | 252085 |
|  DigitalBridge Group, Inc., Series 2024-1A, Class A2, 4.99%, 09/15/2049 <sup>(c)</sup> | 455000 | 455000 | 447613 |
|  Driven Brands Holdings, Inc., Series 2024-1A, Class A2, 6.37%, 10/20/2054 <sup>(c)</sup> | 248125 | 248125 | 255389 |
|  Elara Depositor LLC, Series 2023-A, Class A, 6.16%, 02/25/2038 <sup>(c)</sup> | 184233 | 184233 | 188668 |
|  ELFI Graduate Loan Program, Series 2024-A, Class A, 5.56%, 08/25/2049 <sup>(c)</sup> | 131744 | 131744 | 132770 |
|  Ellington Financial Mortgage Trust, Series 2022-1, Class A1, 2.21%, 01/25/2067 <sup>(c)(h)</sup> | 162390 | 162390 | 140334 |
|  Enterprise Fleet Financing, Series 2025-2, Class A3, 4.41%, 06/20/2029 <sup>(c)</sup> | 295000 | 295000 | 294962 |
|  Exeter Automobile Receivables Trust 2025-1, Series 2025-1A, Class D, 5.49%, 05/15/2031 | 370000 | 370000 | 373396 |
| Financial Holding Corp. | Financial Holding Corp. | Financial Holding Corp. |  |
| &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(c)</sup> | 104000 | 104000 | 105401 |
| &nbsp;&nbsp; Series 2025-B, Class A, 4.85%, 02/15/2030 <sup>(c)</sup> | 652000 | 652000 | 659996 |
|  Ford Credit Auto Owner Trust, Series 2024-A, Class B, 5.26%, 11/15/2029 | 155000 | 155000 | 156990 |
|  Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 <sup>(c)(d)</sup> | 360000 | 360000 | 364820 |
|  Ford Credit Floorplan LLC, Series 2024-1, Class A1, 5.29%, 04/15/2029 <sup>(c)</sup> | 265000 | 265000 | 269090 |
| Foundation Finance Trust | Foundation Finance Trust | Foundation Finance Trust |  |
| &nbsp;&nbsp; Series 2024-2A, Class A, 4.60%, 03/15/2050 <sup>(c)</sup> | 232263 | 232263 | 230610 |
| &nbsp;&nbsp; Series 2024-2A, Class D, 6.59%, 03/15/2050 <sup>(c)</sup> | 101000 | 101000 | 100636 |
| Frontier Communications Parent, Inc. | Frontier Communications Parent, Inc. | Frontier Communications Parent, Inc. |  |
| &nbsp;&nbsp; Series 2023-1, Class A2, 6.60%, 08/20/2053 <sup>(c)</sup> | 290000 | 290000 | 294311 |
| &nbsp;&nbsp; Series 2024-1, Class B, 7.02%, 06/20/2054 <sup>(c)</sup> | 75000 | 75000 | 78054 |
|  GCAT, Series 2021-NQM5, Class A1, 1.26%, 07/25/2066 <sup>(c)(h)</sup> | 204537 | 204537 | 170761 |
|  General Motors Co., Series 2024-1A, Class A1, 5.13%, 03/15/2029 <sup>(c)</sup> | 310000 | 310000 | 313123 |
|  GLS Auto Receivables Trust, Series 2025-2A, Class D, 5.59%, 01/15/2031 <sup>(c)</sup> | 199000 | 199000 | 200122 |
| GLS Auto Select Receivables Trust | GLS Auto Select Receivables Trust | GLS Auto Select Receivables Trust |  |
| &nbsp;&nbsp; Series 2025-1A, Class B, 5.04%, 02/15/2031 <sup>(c)</sup> | 50000 | 50000 | 50365 |
| &nbsp;&nbsp; Series 2025-1A, Class C, 5.26%, 03/15/2031 <sup>(c)</sup> | 67000 | 67000 | 67387 |
|  GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3, 4.85%, 12/18/2028 | 635000 | 635000 | 638202 |
|  Goodgreen Trust, Series 2021-1A, Class A, 2.66%, 10/15/2056 <sup>(c)</sup> | 95420 | 95420 | 77381 |
| GreenSky LLC | GreenSky LLC | GreenSky LLC |  |
| &nbsp;&nbsp; Series 2024-1, Class D, 7.33%, 06/25/2059 <sup>(c)</sup> | 100000 | 100000 | 102986 |
| &nbsp;&nbsp; Series 2025-1A, Class B, 5.39%, 03/25/2060 <sup>(c)</sup> | 186000 | 186000 | 185687 |
| Hilton Grand Vacations, Inc. | Hilton Grand Vacations, Inc. | Hilton Grand Vacations, Inc. |  |
| &nbsp;&nbsp; Series 2022-2A, Class A, 4.30%, 01/25/2037 <sup>(c)</sup> | 40137 | 40137 | 39613 |
| &nbsp;&nbsp; Series 2024-1B, Class A, 5.75%, 09/15/2039 <sup>(c)</sup> | 42763 | 42763 | 43413 |
| &nbsp;&nbsp; Series 2024-1B, Class B, 5.99%, 09/15/2039 <sup>(c)</sup> | 61952 | 61952 | 62626 |
|  Honda Auto Receivables Owner Trust, Series 2025-1, Class A3, 4.57%, 09/21/2029 | 323000 | 323000 | 325480 |
|  Huntington Bank Auto Credit-Linked Notes Series 2024-1, Series 2024-1, Class B1, 6.15%, 05/20/2032 <sup>(c)</sup> | 179428 | 179428 | 181446 |
|  Island Finance Trust, Series 2025-1A, Class A, 6.54%, 03/19/2035 <sup>(c)</sup> | 107000 | 107000 | 108235 |
|  Jersey Mike's Funding, Series 2024-1A, Class A2, 5.64%, 02/15/2055 <sup>(c)</sup> | 274313 | 274313 | 277580 |
|  JP Morgan Mortgage Trust, Series 2024-HE1, Class A1, 5.83% (30 day avg SOFR US + 1.50%), 08/25/2054 <sup>(c)</sup> | 143957 | 143957 | 143973 |
| Kubota Credit Owner Trust | Kubota Credit Owner Trust | Kubota Credit Owner Trust |  |
| &nbsp;&nbsp; Series 2024-2A, Class A4, 5.19%, 05/15/2030 <sup>(c)</sup> | 171000 | 171000 | 174165 |
| &nbsp;&nbsp; Series 2025-1A, Class A3, 4.67%, 06/15/2029 <sup>(c)</sup> | 393000 | 393000 | 396084 |
|  M&T Bank Auto Receivables Trust, Series 2025-1A, Class A3, 4.73%, 06/17/2030 <sup>(c)</sup> | 137000 | 137000 | 137499 |
| Marriott Vacations Worldwide Corp. | Marriott Vacations Worldwide Corp. | Marriott Vacations Worldwide Corp. |  |
| &nbsp;&nbsp; Series 2021-2A, Class B, 1.83%, 05/20/2039 <sup>(c)</sup> | 135710 | 135710 | 127164 |
| &nbsp;&nbsp; Series 2023-1A, Class A, 4.93%, 10/20/2040 <sup>(c)</sup> | 46840 | 46840 | 46936 |
| &nbsp;&nbsp; Series 2023-1A, Class B, 5.42%, 10/20/2040 <sup>(c)</sup> | 234199 | 234199 | 234966 |
|  Metronet Systems Holdings LLC, Series 2022-1A, Class A2, 6.35%, 10/20/2052 <sup>(c)</sup> | 168000 | 168000 | 170362 |
|  MMAF Equipment Finance LLC, Series 2025-A, Class A3, 4.82%, 08/13/2032 <sup>(c)</sup> | 385000 | 385000 | 389353 |
| MVW Owner Trust | MVW Owner Trust | MVW Owner Trust |  |
| &nbsp;&nbsp; Series 2024-2A, Class B, 4.58%, 03/20/2042 <sup>(c)</sup> | 194964 | 194964 | 190091 |
| &nbsp;&nbsp; Series 2024-2A, Class C, 4.92%, 03/20/2042 <sup>(c)</sup> | 125455 | 125455 | 121483 |
| &nbsp;&nbsp; Series 2025-1A, Class B, 5.21%, 09/22/2042 <sup>(c)</sup> | 123020 | 123020 | 122868 |
| &nbsp;&nbsp; Series 2025-1A, Class C, 5.75%, 09/22/2042 <sup>(c)</sup> | 99400 | 99400 | 99515 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |  |
| &nbsp;&nbsp; Series 2021-EA, Class A, 0.97%, 12/16/2069 <sup>(c)</sup> | 301492 | 301492 | 268493 |
| &nbsp;&nbsp; Series 2024-A, Class A, 5.66%, 10/15/2072 <sup>(c)</sup> | 284715 | 284715 | 287232 |
|  NextGear Floorplan Master Trust, Series 2025-1A, Class A, 4.55%, 02/15/2030 <sup>(c)</sup> | 285000 | 285000 | 285192 |
|  OneMain Financial Issuance Trust, Series 2023-2A, Class A1, 5.84%, 09/15/2036 <sup>(c)</sup> | 200000 | 200000 | 203812 |
|  Onslow Bay Mortgage Loan Trust, Series 2025-HE1, Class A1, 5.92% (30 day avg SOFR US + 1.60%), 02/25/2055 <sup>(c)</sup> | 382806 | 382806 | 381734 |
|  PHH Arval, Series 2024-1A, Class A1, 5.52%, 05/15/2036 <sup>(c)</sup> | 216197 | 216197 | 217732 |
|  Progress Residential Trust, Series 2024-SFR3, Class C, 3.50%, 06/17/2041 <sup>(c)</sup> | 250000 | 250000 | 232726 |
| RCKT Mortgage Trust | RCKT Mortgage Trust | RCKT Mortgage Trust |  |
| &nbsp;&nbsp; Series 2024-CES2, Class A1A, 6.14%, 04/25/2044 <sup>(c)(h)</sup> | 73486 | 73486 | 74062 |
| &nbsp;&nbsp; Series 2025-CES5, Class A1A, 5.69%, 05/25/2055 <sup>(c)(d)(i)</sup> | 275000 | 275000 | 276128 |
| Santander Consumer USA Holdings, Inc. | Santander Consumer USA Holdings, Inc. | Santander Consumer USA Holdings, Inc. |  |
| &nbsp;&nbsp; Series 2024-1, Class C, 5.45%, 03/15/2030 | 22000 | 22000 | 22107 |
| &nbsp;&nbsp; Series 2025-1, Class D, 5.43%, 03/17/2031 | 410000 | 410000 | 414062 |
|  SBA Depositor LLC, Series 2020-1-2, 2.33%, 01/15/2028 <sup>(c)</sup> | 150000 | 150000 | 139345 |
|  SFS Auto Receivables Securitization Trust, Series 2024-1A, Class C, 5.51%, 01/20/2032 <sup>(c)</sup> | 325000 | 325000 | 329443 |
| Sierra Timeshare Conduit Receivables Funding LLC | Sierra Timeshare Conduit Receivables Funding LLC | Sierra Timeshare Conduit Receivables Funding LLC |  |
| &nbsp;&nbsp; Series 2021-2A, Class B, 1.80%, 09/20/2038 <sup>(c)</sup> | 13604 | 13604 | 13263 |
| &nbsp;&nbsp; Series 2024-1A, Class C, 5.94%, 01/20/2043 <sup>(c)</sup> | 101119 | 101119 | 101622 |
| &nbsp;&nbsp; Series 2024-2A, Class B, 5.29%, 06/20/2041 <sup>(c)</sup> | 166126 | 166126 | 166484 |
|  SoFi Professional Loan Program LLC, Series 2019-B, Class A2FX, 3.09%, 08/17/2048 <sup>(c)</sup> | 35505 | 35505 | 34584 |
|  Sotheby's Artfi Master Trust, Series 2024-1A, Class A1, 6.43%, 12/22/2031 <sup>(c)</sup> | 382000 | 382000 | 385149 |
| Stack Infrastructure Issuer LLC | Stack Infrastructure Issuer LLC | Stack Infrastructure Issuer LLC |  |
| &nbsp;&nbsp; Series 2023-3A, Class A2, 5.90%, 10/25/2048 <sup>(c)</sup> | 196139 | 196139 | 197012 |
| &nbsp;&nbsp; Series 2024-1A, Class A2, 5.90%, 03/25/2049 <sup>(c)</sup> | 152000 | 152000 | 153757 |
|  Subway Funding LLC, Series 2024-1A, Class A2I, 6.03%, 07/30/2054 <sup>(c)</sup> | 476605 | 476605 | 481136 |
| Taco Bell Corp. | Taco Bell Corp. | Taco Bell Corp. |  |
| &nbsp;&nbsp; Series 2021-1A, Class A2I, 1.95%, 08/25/2051 <sup>(c)</sup> | 245625 | 245625 | 232333 |
| &nbsp;&nbsp; Series 2021-1A, Class A2II, 2.29%, 08/25/2051 <sup>(c)</sup> | 89408 | 89408 | 80961 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |  |
| &nbsp;&nbsp; Series 2018-2, Class A2, 3.50%, 03/25/2058 <sup>(c)(h)</sup> | 100000 | 100000 | 96680 |
| &nbsp;&nbsp; Series 2022-4, Class A1, 3.75%, 09/25/2062 <sup>(c)</sup> | 92368 | 92368 | 87661 |
| &nbsp;&nbsp; Series 2024-CES1, Class A1A, 5.85%, 01/25/2064 <sup>(c)(h)</sup> | 214093 | 214093 | 214051 |
| &nbsp;&nbsp; Series 2024-CES2, Class A1A, 6.13%, 02/25/2064 <sup>(c)(h)</sup> | 227686 | 227686 | 228773 |
| &nbsp;&nbsp; Series 2024-CES4, Class A1, 5.12%, 09/25/2064 <sup>(c)(d)</sup> | 225521 | 225521 | 223861 |
|  Trafigura Securitisation Finance PLC, Series 2024-1A, Class A2, 5.98%, 11/15/2027 <sup>(c)</sup> | 332000 | 332000 | 337102 |
| United Airlines, Inc. | United Airlines, Inc. | United Airlines, Inc. |  |
| &nbsp;&nbsp; 5.45%, 02/15/2037 | 654256 | 654256 | 652115 |
| &nbsp;&nbsp; Series 2014-1, 4.00%, 04/11/2026 | 65108 | 65108 | 64258 |
| &nbsp;&nbsp; Series 2016-2, 2.88%, 10/07/2028 | 24945 | 24945 | 23379 |
| &nbsp;&nbsp; Series 2019-2, 2.70%, 05/01/2032 | 155919 | 155919 | 137735 |
| &nbsp;&nbsp; Series 2023-1, 5.80%, 01/15/2036 | 431802 | 431802 | 433736 |
|  Uniti Group LP, Series 2025-1A, Class A2, 5.88%, 04/20/2055 <sup>(c)</sup> | 718000 | 718000 | 730874 |
|  US Bancorp, Series 2025-SUP1, Class C, 6.22% (30 day avg SOFR US + 1.90%), 02/25/2032 <sup>(c)</sup> | 257784 | 257784 | 256665 |
| Vantage Data Centers Guarantor LLC | Vantage Data Centers Guarantor LLC | Vantage Data Centers Guarantor LLC |  |
| &nbsp;&nbsp; Series 2020-1A, Class A2, 1.65%, 09/15/2045 <sup>(c)</sup> | 110000 | 110000 | 108615 |
| &nbsp;&nbsp; Series 2021-1A, Class A2, 2.17%, 10/15/2046 <sup>(c)</sup> | 125000 | 125000 | 119640 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |  |
| &nbsp;&nbsp; Series 2024-3, Class A1A, 5.34%, 04/22/2030 | 1695000 | 1695000 | 1727640 |
| &nbsp;&nbsp; Series 2024-8, Class A1A, 4.62%, 11/20/2030 | 331000 | 331000 | 334223 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |  |
| &nbsp;&nbsp; Series 2021-3, Class A1, 1.05%, 06/25/2066 <sup>(c)(h)</sup> | 221653 | 221653 | 188564 |
| &nbsp;&nbsp; Series 2022-7, Class A1, 5.15%, 07/25/2067 <sup>(c)(d)</sup> | 253462 | 253462 | 253753 |
| &nbsp;&nbsp; Series 2025-3, Class A3, 5.93%, 05/25/2070 <sup>(c)(d)</sup> | 283403 | 283403 | 284258 |
|  Volofin Finance Designated Activity Co., Series 2024-1A, Class A, 5.94%, 06/15/2037 <sup>(c)</sup> | 241526 | 241526 | 242083 |
|  Westlake Automobile Receivables Trust, Series 2025-1A, Class D, 5.54%, 11/15/2030 <sup>(c)</sup> | 205000 | 205000 | 206279 |
|  Wheels Fleet Lease Funding 1 LLC, Series 2024-3A, Class A1, 4.80%, 09/19/2039 <sup>(c)</sup> | 275000 | 275000 | 275561 |
| Wireless PropCo Funding LLC | Wireless PropCo Funding LLC | Wireless PropCo Funding LLC |  |
| &nbsp;&nbsp; Series 2025-1A, Class A2, 4.07%, 06/25/2055 <sup>(c)</sup> | 88000 | 88000 | 83376 |
| &nbsp;&nbsp; Series 2025-1A, Class B, 4.30%, 06/25/2055 <sup>(c)</sup> | 85000 | 85000 | 79101 |
|  Zayo Group LLC, Series 2025-1A, Class A2, 5.65%, 03/20/2055 <sup>(c)</sup> | 275000 | 275000 | 276968 |
|  Ziply Fiber Issuer LLC, Series 2024-1A, Class B, 7.81%, 04/20/2054 <sup>(c)</sup> | 216373 | 216373 | 224303 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $31,731,856) | **TOTAL ASSET-BACKED SECURITIES** (Cost $31,731,856) | **TOTAL ASSET-BACKED SECURITIES** (Cost $31,731,856) | 31978018 |
| **FOREIGN CORPORATE BONDS - 3.4%** | **Par** | **Par** | **Value** |
| **Airlines - 0.0%<sup>(b)</sup>** | **Airlines - 0.0%<sup>(b)</sup>** | **Airlines - 0.0%<sup>(b)</sup>** |  |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 04/20/2026 <sup>(c)</sup> | 36669 | 36669 | 36538 |
|  Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.75%, 10/20/2028 <sup>(c)</sup> | 337000 | 337000 | 334960 |
|  |  |  | 371498 |
| **Automobiles & Components - 0.0%<sup>(b)</sup>** | **Automobiles & Components - 0.0%<sup>(b)</sup>** | **Automobiles & Components - 0.0%<sup>(b)</sup>** |  |
|  Toyota Motor Corp., 2.36%, 03/25/2031 | 108000 | 108000 | 95279 |
| **Banks - 1.4%** | **Banks - 1.4%** | **Banks - 1.4%** |  |
| ASB Bank Ltd. | ASB Bank Ltd. | ASB Bank Ltd. |  |
| &nbsp;&nbsp; 5.35%, 06/15/2026 <sup>(c)</sup> | 323000 | 323000 | 325177 |
| &nbsp;&nbsp; 5.28% to 06/17/2027 then 5 yr. CMT Rate + 2.25%, 06/17/2032 <sup>(c)</sup> | 159000 | 159000 | 159102 |
|  Australia & New Zealand Banking Group Ltd., 4.75%, 01/18/2027 | 361000 | 361000 | 362936 |
|  Banco Bilbao Vizcaya Argentaria SA, 6.14% to 09/14/2027 then 1 yr. CMT Rate + 2.70%, 09/14/2028 | 167000 | 167000 | 171613 |
|  Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa, 4.38%, 04/11/2027 <sup>(c)</sup> | 349000 | 349000 | 343660 |
|  Banco Santander SA, 6.92%, 08/08/2033 | 600000 | 600000 | 640588 |
|  Bank of Ireland Group PLC, 6.25% to 09/16/2025 then 1 yr. CMT Rate + 2.65%, 09/16/2026 <sup>(c)</sup> | 452000 | 452000 | 452585 |
|  Bank of Nova Scotia, 4.50%, 12/16/2025 | 142000 | 142000 | 141396 |
|  Barclays PLC, 6.50% to 09/13/2026 then SOFR + 1.88%, 09/13/2027 | 200000 | 200000 | 203734 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |  |
| &nbsp;&nbsp; 1.90% to 09/30/2027 then SOFR + 1.61%, 09/30/2028 <sup>(c)</sup> | 349000 | 349000 | 325436 |
| &nbsp;&nbsp; 5.50% to 05/20/2029 then SOFR + 1.59%, 05/20/2030 <sup>(c)</sup> | 352000 | 352000 | 357946 |
| &nbsp;&nbsp; 5.89% to 12/05/2033 then SOFR + 1.87%, 12/05/2034 <sup>(c)</sup> | 207000 | 207000 | 215617 |
|  Commonwealth Bank of Australia, 5.84%, 03/13/2034 <sup>(c)</sup> | 892000 | 892000 | 910461 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |  |
| &nbsp;&nbsp; 5.59%, 07/05/2026 <sup>(c)</sup> | 558000 | 558000 | 565087 |
| &nbsp;&nbsp; 5.13%, 03/11/2027 <sup>(c)</sup> | 254000 | 254000 | 256454 |
|  Federation des Caisses Desjardins du Quebec, 4.55%, 08/23/2027 <sup>(c)</sup> | 4000 | 4000 | 3992 |
|  HSBC Holdings PLC, 6.33% to 03/09/2043 then SOFR + 2.65%, 03/09/2044 | 1393000 | 1393000 | 1462642 |
|  KBC Group NV, 5.80% to 01/19/2028 then 1 yr. CMT Rate + 2.10%, 01/19/2029 <sup>(c)</sup> | 245000 | 245000 | 251115 |
|  Macquarie Bank Ltd., 3.62%, 06/03/2030 <sup>(c)</sup> | 863000 | 863000 | 801750 |
|  Mitsubishi UFJ Financial Group, Inc., 5.48% to 02/22/2030 then 1 yr. CMT Rate + 1.53%, 02/22/2031 | 238000 | 238000 | 243948 |
|  NatWest Group PLC, 3.07% to 05/22/2027 then 1 yr. CMT Rate + 2.55%, 05/22/2028 | 200000 | 200000 | 193550 |
|  Societe Generale SA, 1.49% to 12/14/2025 then 1 yr. CMT Rate + 1.10%, 12/14/2026 <sup>(c)</sup> | 805000 | 805000 | 789996 |
|  Standard Chartered PLC, 6.19% to 07/06/2026 then 1 yr. CMT Rate + 1.85%, 07/06/2027 <sup>(c)</sup> | 200000 | 200000 | 202388 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |  |
| &nbsp;&nbsp; 5.52%, 01/13/2028 | 200000 | 200000 | 204857 |
| &nbsp;&nbsp; 5.80%, 07/13/2028 | 540000 | 540000 | 560120 |
| &nbsp;&nbsp; 5.71%, 01/13/2030 | 253000 | 253000 | 262913 |
| &nbsp;&nbsp; 1.71%, 01/12/2031 | 280000 | 280000 | 236855 |
| &nbsp;&nbsp; 5.77%, 01/13/2033 | 351000 | 351000 | 364298 |
|  Westpac Banking Corp., 5.51%, 11/17/2025 | 235000 | 235000 | 235462 |
|  |  |  | 11245678 |
| **Capital Goods - 0.1%** | **Capital Goods - 0.1%** | **Capital Goods - 0.1%** |  |
|  Vinci SA, 3.75%, 04/10/2029 <sup>(c)</sup> | 637000 | 637000 | 626565 |
|  Weir Group PLC, 2.20%, 05/13/2026 <sup>(c)</sup> | 281000 | 281000 | 272815 |
|  |  |  | 899380 |
| **Commercial Finance - 0.1%** | **Commercial Finance - 0.1%** | **Commercial Finance - 0.1%** |  |
|  AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.45%, 10/29/2026 | 568000 | 568000 | 550689 |
|  SMBC Aviation Capital Finance DAC, 2.30%, 06/15/2028 <sup>(c)</sup> | 213000 | 213000 | 197268 |
|  |  |  | 747957 |
| **Consumer Staples Distribution & Retail - 0.0%<sup>(b)</sup>** | **Consumer Staples Distribution & Retail - 0.0%<sup>(b)</sup>** | **Consumer Staples Distribution & Retail - 0.0%<sup>(b)</sup>** |  |
|  Alimentation Couche-Tard, Inc., 3.55%, 07/26/2027 <sup>(c)</sup> | 202000 | 202000 | 197269 |
| **Energy - 0.1%** | **Energy - 0.1%** | **Energy - 0.1%** |  |
|  Aker BP ASA, 6.00%, 06/13/2033 <sup>(c)</sup> | 192000 | 192000 | 192606 |
| Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. |  |
| &nbsp;&nbsp; 5.30%, 04/05/2029 | 40000 | 40000 | 40793 |
| &nbsp;&nbsp; 5.70%, 03/08/2033 | 234000 | 234000 | 238168 |
| &nbsp;&nbsp; 5.63%, 04/05/2034 <sup>(a)</sup> | 285000 | 285000 | 287125 |
|  |  |  | 758692 |
| **Exploration & Production - 0.0%<sup>(b)</sup>** | **Exploration & Production - 0.0%<sup>(b)</sup>** | **Exploration & Production - 0.0%<sup>(b)</sup>** |  |
|  CNOOC Petroleum North America ULC, 7.88%, 03/15/2032 | 38000 | 38000 | 44719 |
| **Financial Services - 0.1%** | **Financial Services - 0.1%** | **Financial Services - 0.1%** |  |
|  Sumitomo Mitsui Trust Bank Ltd., 5.50%, 03/09/2028 <sup>(c)</sup> | 200000 | 200000 | 204722 |
|  UBS AG, 5.65%, 09/11/2028 | 250000 | 250000 | 258760 |
| UBS Group AG | UBS Group AG | UBS Group AG |  |
| &nbsp;&nbsp; 2.19% to 06/05/2025 then SOFR + 2.04%, 06/05/2026 <sup>(c)</sup> | 65000 | 65000 | 64825 |
| &nbsp;&nbsp; 1.31% to 02/02/2026 then SOFR + 0.98%, 02/02/2027 <sup>(c)</sup> | 13000 | 13000 | 12671 |
| &nbsp;&nbsp; 4.19% to 04/01/2030 then SOFR + 3.73%, 04/01/2031 <sup>(c)</sup> | 366000 | 366000 | 353942 |
|  |  |  | 894920 |
| **Food & Beverage - 0.1%** | **Food & Beverage - 0.1%** | **Food & Beverage - 0.1%** |  |
|  JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl, 2.50%, 01/15/2027 | 699000 | 699000 | 674695 |
| **Food, Beverage & Tobacco - 0.1%** | **Food, Beverage & Tobacco - 0.1%** | **Food, Beverage & Tobacco - 0.1%** |  |
|  Heineken NV, 3.50%, 01/29/2028 <sup>(c)</sup> | 882000 | 882000 | 862335 |
| **Industrial Other - 0.0%<sup>(b)</sup>** | **Industrial Other - 0.0%<sup>(b)</sup>** | **Industrial Other - 0.0%<sup>(b)</sup>** |  |
|  Triton Container International Ltd., 3.15%, 06/15/2031 <sup>(c)</sup> | 216000 | 216000 | 184011 |
| **Insurance - 0.1%** | **Insurance - 0.1%** | **Insurance - 0.1%** |  |
|  AIA Group Ltd., 3.20%, 09/16/2040 <sup>(c)</sup> | 213000 | 213000 | 161185 |
|  Fairfax Financial Holdings Ltd., 3.38%, 03/03/2031 | 253000 | 253000 | 230704 |
|  |  |  | 391889 |
| **Integrated Oils - 0.0%<sup>(b)</sup>** | **Integrated Oils - 0.0%<sup>(b)</sup>** | **Integrated Oils - 0.0%<sup>(b)</sup>** |  |
|  BP Capital Markets PLC, 4.38% to 09/22/2025 then 5 yr. CMT Rate + 4.04%, Perpetual | 19000 | 19000 | 18928 |
| **Materials - 0.0%<sup>(b)</sup>** | **Materials - 0.0%<sup>(b)</sup>** | **Materials - 0.0%<sup>(b)</sup>** |  |
|  OCI NV, 6.70%, 03/16/2033 <sup>(c)</sup> | 218000 | 218000 | 237914 |
|  Taseko Mines Ltd., 8.25%, 05/01/2030 <sup>(c)</sup> | 14000 | 14000 | 14365 |
|  UPM-Kymmene Oyj, 7.45%, 11/26/2027 <sup>(c)</sup> | 6000 | 6000 | 6334 |
|  Yara International ASA, 3.80%, 06/06/2026 <sup>(c)</sup> | 22000 | 22000 | 21699 |
|  |  |  | 280312 |
| **Media & Entertainment - 0.0%<sup>(b)</sup>** | **Media & Entertainment - 0.0%<sup>(b)</sup>** | **Media & Entertainment - 0.0%<sup>(b)</sup>** |  |
|  Tencent Holdings Ltd., 3.98%, 04/11/2029 <sup>(c)</sup> | 353000 | 353000 | 346463 |
| **Metals & Mining - 0.1%** | **Metals & Mining - 0.1%** | **Metals & Mining - 0.1%** |  |
|  BHP Billiton Finance USA Ltd., 4.90%, 02/28/2033 | 328000 | 328000 | 324563 |
|  FMG Resources August 2006 Pty Ltd., 5.88%, 04/15/2030 <sup>(c)</sup> | 21000 | 21000 | 20948 |
|  Newcastle Coal Infrastructure Group Pty Ltd., 4.40%, 09/29/2027 <sup>(c)</sup> | 31098 | 31098 | 30409 |
|  |  |  | 375920 |
| **Railroad - 0.0%<sup>(b)</sup>** | **Railroad - 0.0%<sup>(b)</sup>** | **Railroad - 0.0%<sup>(b)</sup>** |  |
|  Canadian Pacific Railway Co., 2.88%, 11/15/2029 | 33000 | 33000 | 30621 |
| **Real Estate Management & Development - 0.0%<sup>(b)</sup>** | **Real Estate Management & Development - 0.0%<sup>(b)</sup>** | **Real Estate Management & Development - 0.0%<sup>(b)</sup>** |  |
|  Mitsui Fudosan Co. Ltd., 3.65%, 07/20/2027 <sup>(a)(c)</sup> | 347000 | 347000 | 339464 |
| **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** | **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** | **Retail - Consumer Staples - 0.0%<sup>(b)</sup>** |  |
|  Viterra Finance BV, 2.00%, 04/21/2026 <sup>(c)</sup> | 201000 | 201000 | 195343 |
| **Semiconductors & Semiconductor Equipment - 0.4%** | **Semiconductors & Semiconductor Equipment - 0.4%** | **Semiconductors & Semiconductor Equipment - 0.4%** |  |
|  Renesas Electronics Corp., 2.17%, 11/25/2026 <sup>(c)</sup> | 376000 | 376000 | 360701 |
| SK Hynix, Inc. | SK Hynix, Inc. | SK Hynix, Inc. |  |
| &nbsp;&nbsp; 6.38%, 01/17/2028 <sup>(a)(c)</sup> | 1290000 | 1290000 | 1341219 |
| &nbsp;&nbsp; 5.50%, 01/16/2029 <sup>(c)</sup> | 1156000 | 1156000 | 1180640 |
|  |  |  | 2882560 |
| **Supermarkets & Pharmacies - 0.1%** | **Supermarkets & Pharmacies - 0.1%** | **Supermarkets & Pharmacies - 0.1%** |  |
|  CK Hutchison International 17 Ltd., 3.50%, 04/05/2027 <sup>(c)</sup> | 290000 | 290000 | 284072 |
|  CK Hutchison International 19 Ltd., 3.63%, 04/11/2029 <sup>(c)</sup> | 280000 | 280000 | 268989 |
|  |  |  | 553061 |
| **Telecommunication Services - 0.0%<sup>(b)</sup>** | **Telecommunication Services - 0.0%<sup>(b)</sup>** | **Telecommunication Services - 0.0%<sup>(b)</sup>** |  |
|  Rogers Communications, Inc., 7.50%, 08/15/2038 | 198000 | 198000 | 224231 |
|  Vodafone Group PLC, 5.75%, 02/10/2063 | 87000 | 87000 | 79362 |
|  |  |  | 303593 |
| **Transportation - 0.1%** | **Transportation - 0.1%** | **Transportation - 0.1%** |  |
|  AP Moller - Maersk AS, 5.88%, 09/14/2033 <sup>(c)</sup> | 1006000 | 1006000 | 1041207 |
| **Utilities - 0.4%** | **Utilities - 0.4%** | **Utilities - 0.4%** |  |
|  E.ON International Finance BV, 6.65%, 04/30/2038 <sup>(c)</sup> | 161000 | 161000 | 173984 |
| Electricite de France SA | Electricite de France SA | Electricite de France SA |  |
| &nbsp;&nbsp; 3.63%, 10/13/2025 <sup>(c)</sup> | 296000 | 296000 | 293911 |
| &nbsp;&nbsp; 5.70%, 05/23/2028 <sup>(c)</sup> | 349000 | 349000 | 357705 |
| &nbsp;&nbsp; 6.95%, 01/26/2039 <sup>(c)</sup> | 243000 | 243000 | 266177 |
| &nbsp;&nbsp; 6.90%, 05/23/2053 <sup>(c)</sup> | 236000 | 236000 | 246896 |
|  Enel Finance International NV, 1.63%, 07/12/2026 <sup>(c)(d)</sup> | 577000 | 577000 | 557900 |
|  Korea Electric Power Corp., 4.00%, 06/14/2027 <sup>(c)</sup> | 703000 | 703000 | 696710 |
|  National Grid PLC, 5.42%, 01/11/2034 | 295000 | 295000 | 296654 |
|  |  |  | 2889937 |
| **Wireline Telecommunications Services - 0.2%** | **Wireline Telecommunications Services - 0.2%** | **Wireline Telecommunications Services - 0.2%** |  |
|  British Telecommunications PLC, 5.13%, 12/04/2028 | 658000 | 658000 | 670659 |
|  NTT Finance Corp., 4.24%, 07/25/2025 <sup>(a)(c)</sup> | 599000 | 599000 | 598764 |
|  |  |  | 1269423 |
| **TOTAL FOREIGN CORPORATE BONDS** (Cost $27,541,793) | **TOTAL FOREIGN CORPORATE BONDS** (Cost $27,541,793) | **TOTAL FOREIGN CORPORATE BONDS** (Cost $27,541,793) | 27895154 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 2.5%** | **Par** | **Par** | **Value** |
|  BANK-2019, Series 2019-BN17, Class C, 4.51%, 04/15/2052 <sup>(h)</sup> | 235000 | 235000 | 219025 |
|  BANK-2024, Series 2024-BNK47, Class A5, 5.72%, 06/15/2057 | 745000 | 745000 | 775172 |
|  BANK-2025, Series 2025-BNK50, Class A5, 5.65%, 05/15/2068 <sup>(i)</sup> | 245000 | 245000 | 251702 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust |  |
| &nbsp;&nbsp; Series 2023-5YR2, Class C, 7.16%, 07/15/2056 <sup>(h)</sup> | 85000 | 85000 | 87462 |
| &nbsp;&nbsp; Series 2024-5YR12, Class C, 6.30%, 12/15/2057 <sup>(h)</sup> | 255000 | 255000 | 257625 |
| &nbsp;&nbsp; Series 2024-5YR5, Class B, 6.54%, 02/15/2029 <sup>(h)</sup> | 69000 | 69000 | 70944 |
| &nbsp;&nbsp; Series 2024-5YR7, Class B, 6.94%, 06/15/2057 | 201000 | 201000 | 210384 |
| &nbsp;&nbsp; Series 2024-5YR8, Class A3, 5.88%, 08/15/2057 | 570000 | 570000 | 592451 |
| &nbsp;&nbsp; Series 2025-5YR13, Class A3, 5.75%, 01/15/2058 <sup>(h)</sup> | 350000 | 350000 | 362375 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust |  |
| &nbsp;&nbsp; Series 2018-TALL, Class B, 5.50% (1 mo. Term SOFR + 1.17%), 03/15/2037 <sup>(c)</sup> | 100000 | 100000 | 91556 |
| &nbsp;&nbsp; Series 2024-5C31, Class C, 5.76%, 12/15/2057 <sup>(h)</sup> | 59000 | 59000 | 58254 |
| &nbsp;&nbsp; Series 2024-C24, Class C, 6.00%, 02/15/2057 | 225000 | 225000 | 218032 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |  |
| &nbsp;&nbsp; Series 2019-B15, Class AS, 3.23%, 12/15/2072 | 25000 | 25000 | 22506 |
| &nbsp;&nbsp; Series 2023-B40, Class C, 7.41%, 12/15/2056 <sup>(h)</sup> | 111000 | 111000 | 116631 |
| &nbsp;&nbsp; Series 2023-V2, Class C, 6.77%, 05/15/2055 <sup>(h)</sup> | 178000 | 178000 | 181150 |
| &nbsp;&nbsp; Series 2023-V3, Class C, 7.17%, 07/15/2056 <sup>(h)</sup> | 131000 | 131000 | 133508 |
| &nbsp;&nbsp; Series 2024-V6, Class C, 6.67%, 03/15/2057 | 140000 | 140000 | 142379 |
| &nbsp;&nbsp; Series 2024-V6, Class D, 4.00%, 03/15/2057 | 48000 | 48000 | 41756 |
| &nbsp;&nbsp; Series 2024-V7, Class B, 6.85%, 05/15/2056 <sup>(h)</sup> | 135000 | 135000 | 141367 |
| &nbsp;&nbsp; Series 2025-V13, Class A4, 5.82%, 02/15/2058 <sup>(h)</sup> | 290000 | 290000 | 301827 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |  |
| &nbsp;&nbsp; Series 2024-5C3, Class B, 6.56%, 02/15/2057 <sup>(h)</sup> | 68000 | 68000 | 70121 |
| &nbsp;&nbsp; Series 2024-5C4, Class A3, 6.53%, 05/15/2057 <sup>(h)</sup> | 850000 | 850000 | 899754 |
| &nbsp;&nbsp; Series 2024-5C8, Class C, 5.74%, 12/15/2057 <sup>(h)</sup> | 36000 | 36000 | 35813 |
| &nbsp;&nbsp; Series 2024-C8, Class C, 6.23%, 03/15/2057 <sup>(h)</sup> | 265000 | 265000 | 267227 |
| &nbsp;&nbsp; Series 2025-5C10, Class C, 6.49%, 05/15/2058 <sup>(h)</sup> | 84000 | 84000 | 84716 |
| &nbsp;&nbsp; Series 2025-C12, Class A5, 5.87%, 06/15/2058 | 325000 | 325000 | 340074 |
|  Brookfield Properties Retail Holding LLC, Series 2024-SHOW, Class B, 5.64%, 10/10/2041 <sup>(c)(h)</sup> | 170000 | 170000 | 170789 |
| BX Trust | BX Trust | BX Trust |  |
| &nbsp;&nbsp; Series 2019-OC11, Class C, 3.86%, 12/09/2041 <sup>(c)</sup> | 285000 | 285000 | 265945 |
| &nbsp;&nbsp; Series 2021-VOLT, Class D, 6.09% (1 mo. Term SOFR + 1.76%), 09/15/2036 <sup>(c)</sup> | 198000 | 198000 | 196406 |
| &nbsp;&nbsp; Series 2021-VOLT, Class F, 6.84% (1 mo. Term SOFR + 2.51%), 09/15/2036 <sup>(c)</sup> | 175000 | 175000 | 173307 |
| &nbsp;&nbsp; Series 2024-XL5, Class D, 7.02% (1 mo. Term SOFR + 2.69%), 03/15/2041 <sup>(c)</sup> | 210613 | 210613 | 210484 |
| &nbsp;&nbsp; Series 2025-LIFE, Class A, 5.88%, 06/13/2047 <sup>(c)(h)</sup> | 325000 | 325000 | 328924 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |  |
| &nbsp;&nbsp; Series 2024-11, Class A4, 6.00%, 11/25/2055 <sup>(c)(h)</sup> | 350331 | 350331 | 353063 |
| &nbsp;&nbsp; Series 2024-2, Class A6A, 6.00%, 02/25/2055 <sup>(c)(h)</sup> | 64025 | 64025 | 63993 |
| &nbsp;&nbsp; Series 2024-4, Class A6, 6.00%, 03/25/2055 <sup>(c)(h)</sup> | 230739 | 230739 | 230803 |
| &nbsp;&nbsp; Series 2025-1, Class A4, 6.00%, 11/25/2055 <sup>(c)(h)</sup> | 344874 | 344874 | 346924 |
|  Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class C, 6.36%, 07/10/2028 <sup>(c)(h)</sup> | 200000 | 200000 | 204015 |
| Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates |  |
| &nbsp;&nbsp; Series 2024-277P, Class B, 7.00%, 08/10/2044 <sup>(c)(h)</sup> | 213000 | 213000 | 224727 |
| &nbsp;&nbsp; Series 2024-CBM, Class D, 7.93%, 12/10/2041 <sup>(c)(h)</sup> | 100000 | 100000 | 102643 |
| Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust |  |
| &nbsp;&nbsp; Series 2017-C39, Class B, 4.03%, 09/15/2050 | 246000 | 246000 | 230096 |
| &nbsp;&nbsp; Series 2024-1CHI, Class C, 6.23%, 07/15/2035 <sup>(c)(h)</sup> | 205000 | 205000 | 205794 |
|  Connecticut Avenue Securities Trust 2025-R02, Series 2025-R02, Class 1M2, 5.92% (30 day avg SOFR US + 1.60%), 02/25/2045 <sup>(c)</sup> | 145000 | 145000 | 145089 |
|  CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4, 3.72%, 08/15/2048 | 224286 | 224286 | 222389 |
| Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2024-INV2, Class A1, 5.04%, 10/25/2069 <sup>(c)(d)</sup> | 172941 | 172941 | 170862 |
| &nbsp;&nbsp; Series 2024-INV2, Class A3, 5.44%, 10/25/2069 <sup>(c)(d)</sup> | 98961 | 98961 | 97907 |
| ELM Trust | ELM Trust | ELM Trust |  |
| &nbsp;&nbsp; Series 2024-ELM, Class D10, 6.63%, 06/10/2039 <sup>(c)(h)</sup> | 180000 | 180000 | 180257 |
| &nbsp;&nbsp; Series 2024-ELM, Class D15, 6.67%, 06/10/2039 <sup>(c)(h)</sup> | 123000 | 123000 | 123178 |
| Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities |  |
| &nbsp;&nbsp; Series 2021-R03, Class 1B1, 7.07% (30 day avg SOFR US + 2.75%), 12/25/2041 <sup>(c)</sup> | 100000 | 100000 | 101831 |
| &nbsp;&nbsp; Series 2022-R02, Class 2M1, 5.52% (30 day avg SOFR US + 1.20%), 01/25/2042 <sup>(c)</sup> | 15179 | 15179 | 15138 |
| &nbsp;&nbsp; Series 2022-R02, Class 2M2, 7.32% (30 day avg SOFR US + 3.00%), 01/25/2042 <sup>(c)</sup> | 500000 | 500000 | 512049 |
| &nbsp;&nbsp; Series 2022-R07, Class 1M2, 8.97% (30 day avg SOFR US + 4.65%), 06/25/2042 <sup>(c)</sup> | 55000 | 55000 | 58447 |
| &nbsp;&nbsp; Series 2023-R06, Class 1M2, 7.02% (30 day avg SOFR US + 2.70%), 07/25/2043 <sup>(c)</sup> | 500000 | 500000 | 517806 |
| &nbsp;&nbsp; Series 2024-R03, Class 2M2, 6.27% (30 day avg SOFR US + 1.95%), 03/25/2044 <sup>(c)</sup> | 420000 | 420000 | 425624 |
| &nbsp;&nbsp; Series 2024-R04, Class 1M2, 5.97% (30 day avg SOFR US + 1.65%), 05/25/2044 <sup>(c)</sup> | 99000 | 99000 | 99302 |
| FIVE 2023-V1 Mortgage Trust | FIVE 2023-V1 Mortgage Trust | FIVE 2023-V1 Mortgage Trust |  |
| &nbsp;&nbsp; Series 2023-V1, Class B, 6.30%, 02/10/2056 <sup>(h)</sup> | 65000 | 65000 | 66507 |
| &nbsp;&nbsp; Series 2023-V1, Class C, 6.30%, 02/10/2056 <sup>(h)</sup> | 62909 | 62909 | 63313 |
| Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes |  |
| &nbsp;&nbsp; Series 2021-DNA7, Class B1, 7.97% (30 day avg SOFR US + 3.65%), 11/25/2041 <sup>(c)</sup> | 500000 | 500000 | 516426 |
| &nbsp;&nbsp; Series 2022-DNA1, Class M2, 6.82% (30 day avg SOFR US + 2.50%), 01/25/2042 <sup>(c)</sup> | 100000 | 100000 | 101724 |
| &nbsp;&nbsp; Series 2022-DNA3, Class M2, 8.67% (30 day avg SOFR US + 4.35%), 04/25/2042 <sup>(c)</sup> | 562000 | 562000 | 593017 |
| &nbsp;&nbsp; Series 2022-DNA5, Class M1B, 8.82% (30 day avg SOFR US + 4.50%), 06/25/2042 <sup>(c)</sup> | 150000 | 150000 | 159316 |
| &nbsp;&nbsp; Series 2022-HQA2, Class M1B, 8.32% (30 day avg SOFR US + 4.00%), 07/25/2042 <sup>(c)</sup> | 100000 | 100000 | 105423 |
| &nbsp;&nbsp; Series 2024-DNA1, Class M2, 6.27% (30 day avg SOFR US + 1.95%), 02/25/2044 <sup>(c)</sup> | 500000 | 500000 | 507680 |
| &nbsp;&nbsp; Series 2025-HQA1, Class M2, 5.97% (30 day avg SOFR US + 1.65%), 02/25/2045 <sup>(c)</sup> | 214000 | 214000 | 214061 |
|  Great Wolf Trust 2024-WOLF, Series 2024-WOLF, Class D, 7.22% (1 mo. Term SOFR + 2.89%), 03/15/2039 <sup>(c)</sup> | 300000 | 300000 | 299402 |
| Hudson Yards Mortgage Trust | Hudson Yards Mortgage Trust | Hudson Yards Mortgage Trust |  |
| &nbsp;&nbsp; Series 2025-SPRL, Class C, 5.95%, 01/13/2040 <sup>(c)(h)</sup> | 100000 | 100000 | 102015 |
| &nbsp;&nbsp; Series 2025-SPRL, Class D, 6.34%, 01/13/2040 <sup>(c)(h)</sup> | 100000 | 100000 | 102342 |
| &nbsp;&nbsp; Series 2025-SPRL, Class E, 6.68%, 01/13/2040 <sup>(c)(h)</sup> | 100000 | 100000 | 101849 |
|  IRV Trust, Series 2025-200P, Class C, 5.73%, 03/14/2047 <sup>(c)(h)</sup> | 234000 | 234000 | 226568 |
| JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities |  |
| &nbsp;&nbsp; Series 2017-JP5, Class ASB, 3.55%, 03/15/2050 | 544630 | 544630 | 538508 |
| &nbsp;&nbsp; Series 2022-OPO, Class B, 3.38%, 01/05/2039 <sup>(c)</sup> | 150000 | 150000 | 133544 |
|  JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class A3, 3.50%, 12/15/2048 | 42476 | 42476 | 42188 |
|  Madison Avenue Trust, Series 2015-11MD, Class D, 3.55%, 09/10/2035 <sup>(c)(h)</sup> | 129000 | 129000 | 122279 |
|  Manhattan West, Series 2020-1MW, Class D, 2.33%, 09/10/2039 <sup>(c)(h)</sup> | 249000 | 249000 | 228244 |
|  Morgan Stanley Capital I, Inc., Series 2018-H4, Class C, 5.05%, 12/15/2051 <sup>(h)</sup> | 25000 | 25000 | 22906 |
|  NY Commercial Mortgage Trust, Series 2025-299P, Class C, 6.17%, 02/10/2047 <sup>(c)(h)</sup> | 100000 | 100000 | 99450 |
| ONNI Commerical Mortgage Trust | ONNI Commerical Mortgage Trust | ONNI Commerical Mortgage Trust |  |
| &nbsp;&nbsp; Series 2024-APT, Class C, 6.43%, 07/15/2039 <sup>(c)(h)</sup> | 215000 | 215000 | 219650 |
| &nbsp;&nbsp; Series 2024-APT, Class D, 7.00%, 07/15/2039 <sup>(c)(h)</sup> | 160000 | 160000 | 165119 |
| Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust |  |
| &nbsp;&nbsp; Series 2021-NQM3, Class A1, 1.05%, 07/25/2061 <sup>(c)(h)</sup> | 290005 | 290005 | 235088 |
| &nbsp;&nbsp; Series 2023-NQM7, Class A1, 6.84%, 04/25/2063 <sup>(c)(d)</sup> | 185331 | 185331 | 187090 |
| &nbsp;&nbsp; Series 2024-NQM14, Class A1, 4.94%, 09/25/2064 <sup>(c)(d)</sup> | 373563 | 373563 | 369397 |
| &nbsp;&nbsp; Series 2024-NQM14, Class A3, 5.35%, 09/25/2064 <sup>(c)(d)</sup> | 129935 | 129935 | 128541 |
| &nbsp;&nbsp; Series 2024-NQM4, Class A1, 6.07%, 01/25/2064 <sup>(c)(d)</sup> | 196597 | 196597 | 197184 |
| &nbsp;&nbsp; Series 2025-NQM7, Class A2, 5.76%, 05/25/2055 <sup>(c)(d)</sup> | 160660 | 160660 | 161188 |
| &nbsp;&nbsp; Series 2025-NQM7, Class A3, 5.86%, 05/25/2055 <sup>(c)(d)</sup> | 162631 | 162631 | 163162 |
|  RCKT Mortgage Trust, Series 2023-CES3, Class A1A, 7.11%, 11/25/2043 <sup>(c)(h)</sup> | 327619 | 327619 | 332648 |
|  RFR Trust, Series 2025-SGRM, Class A, 5.38%, 03/11/2041 <sup>(c)(h)</sup> | 158000 | 158000 | 159508 |
|  ROCK Trust 2024-CNTR, Series 2024-CNTR, Class D, 7.11%, 11/13/2041 <sup>(c)</sup> | 354000 | 354000 | 366470 |
|  Sequoia Mortgage Trust, Series 2024-7, Class A12, 5.50%, 08/25/2054 <sup>(c)(h)</sup> | 118566 | 118566 | 117788 |
|  SGR Residential Mortgage Trust, Series 2021-2, Class A1, 1.74%, 12/25/2061 <sup>(c)(h)</sup> | 69845 | 69845 | 59535 |
| Stellar Management | Stellar Management | Stellar Management |  |
| &nbsp;&nbsp; Series 2025-IP, Class A, 5.25%, 06/10/2042 <sup>(c)(h)(i)</sup> | 103000 | 103000 | 102742 |
| &nbsp;&nbsp; Series 2025-IP, Class D, 6.31%, 06/10/2042 <sup>(c)(h)(i)</sup> | 83000 | 83000 | 82792 |
| &nbsp;&nbsp; Series 2025-IP, Class E, 6.85%, 06/10/2042 <sup>(c)(h)(i)</sup> | 60000 | 60000 | 59850 |
|  STWD Trust, Series 2021-FLWR, Class A, 5.02% (1 mo. Term SOFR + 0.69%), 07/15/2036 <sup>(c)</sup> | 114181 | 114181 | 113849 |
|  Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2025-C64, Class A5, 5.65%, 02/15/2058 | 645000 | 645000 | 666846 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $20,076,901) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $20,076,901) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $20,076,901) | 20186812 |
| **U.S. GOVERNMENT AGENCY ISSUES - 1.2%** | **Par** | **Par** | **Value** |
| Federal Farm Credit Banks Funding Corp | Federal Farm Credit Banks Funding Corp | Federal Farm Credit Banks Funding Corp |  |
| &nbsp;&nbsp; 4.88%, 08/28/2026 | 5000 | 5000 | 5033 |
| &nbsp;&nbsp; 4.50%, 03/26/2027 | 10000 | 10000 | 10071 |
| &nbsp;&nbsp; 1.00%, 08/03/2027 | 25000 | 25000 | 23382 |
| &nbsp;&nbsp; 0.86%, 10/05/2027 | 44000 | 44000 | 40806 |
| &nbsp;&nbsp; 4.25%, 12/15/2028 | 63000 | 63000 | 63528 |
| &nbsp;&nbsp; 1.55%, 03/15/2029 | 8000 | 8000 | 7274 |
| &nbsp;&nbsp; 4.13%, 03/20/2029 | 10000 | 10000 | 9992 |
| &nbsp;&nbsp; 4.97%, 03/27/2029 | 10000 | 10000 | 10000 |
| &nbsp;&nbsp; 1.19%, 07/16/2029 | 7000 | 7000 | 6220 |
| &nbsp;&nbsp; 1.14%, 08/20/2029 | 30000 | 30000 | 26477 |
| &nbsp;&nbsp; 1.23%, 09/10/2029 | 71000 | 71000 | 62810 |
| &nbsp;&nbsp; 1.74%, 06/03/2030 | 1280000 | 1280000 | 1139269 |
| &nbsp;&nbsp; 1.25%, 06/24/2030 | 21000 | 21000 | 18115 |
| &nbsp;&nbsp; 1.60%, 07/15/2030 | 33000 | 33000 | 29012 |
| &nbsp;&nbsp; 1.55%, 07/26/2030 | 134000 | 134000 | 117413 |
| &nbsp;&nbsp; 1.15%, 08/12/2030 | 25000 | 25000 | 21369 |
| &nbsp;&nbsp; 1.24%, 09/03/2030 | 671000 | 671000 | 576225 |
| &nbsp;&nbsp; 1.32%, 09/09/2030 | 22000 | 22000 | 18919 |
| &nbsp;&nbsp; 1.22%, 09/23/2030 | 1201000 | 1201000 | 1028089 |
| &nbsp;&nbsp; 1.30%, 02/03/2031 | 35000 | 35000 | 29778 |
| &nbsp;&nbsp; 1.67%, 03/03/2031 | 31000 | 31000 | 26813 |
| &nbsp;&nbsp; 2.02%, 04/01/2031 | 72000 | 72000 | 63276 |
| &nbsp;&nbsp; 4.75%, 05/02/2031 | 257000 | 257000 | 265525 |
| &nbsp;&nbsp; 1.88%, 06/16/2031 | 22000 | 22000 | 19144 |
| &nbsp;&nbsp; 3.30%, 03/23/2032 | 9000 | 9000 | 8349 |
| &nbsp;&nbsp; 1.69%, 08/20/2035 | 196000 | 196000 | 145780 |
| &nbsp;&nbsp; 1.68%, 09/17/2035 | 55000 | 55000 | 40791 |
| &nbsp;&nbsp; 2.10%, 02/25/2036 | 21000 | 21000 | 16107 |
| &nbsp;&nbsp; 5.67%, 09/12/2044 | 362000 | 362000 | 358736 |
| Federal Home Loan Banks | Federal Home Loan Banks | Federal Home Loan Banks |  |
| &nbsp;&nbsp; 2.50%, 12/10/2027 | 140000 | 140000 | 134980 |
| &nbsp;&nbsp; 3.00%, 03/10/2028 | 10000 | 10000 | 9748 |
| &nbsp;&nbsp; 3.25%, 06/09/2028 | 140000 | 140000 | 137459 |
| &nbsp;&nbsp; 4.50%, 03/09/2029 | 250000 | 250000 | 254853 |
| &nbsp;&nbsp; 2.13%, 12/14/2029 | 150000 | 150000 | 137498 |
| &nbsp;&nbsp; 1.50%, 03/14/2031 | 1760000 | 1760000 | 1522785 |
| &nbsp;&nbsp; 4.75%, 03/10/2034 | 165000 | 165000 | 167318 |
| Federal Home Loan Mortgage Corp | Federal Home Loan Mortgage Corp | Federal Home Loan Mortgage Corp |  |
| &nbsp;&nbsp; 4.65%, 01/14/2027 | 415000 | 415000 | 414770 |
| &nbsp;&nbsp; 4.75%, 02/28/2028 | 924000 | 924000 | 923662 |
| &nbsp;&nbsp; 0.00%, 12/17/2029 <sup>(g)</sup> | 535000 | 535000 | 445684 |
| Tennessee Valley Authority | Tennessee Valley Authority | Tennessee Valley Authority |  |
| &nbsp;&nbsp; 4.88%, 01/15/2048 | 716000 | 716000 | 665073 |
| &nbsp;&nbsp; 5.25%, 02/01/2055 | 235000 | 235000 | 222691 |
| &nbsp;&nbsp; 4.25%, 09/15/2065 | 229000 | 229000 | 178860 |
| **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $9,425,316) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $9,425,316) | **TOTAL U.S. GOVERNMENT AGENCY ISSUES** (Cost $9,425,316) | 9403684 |
| **FOREIGN GOVERNMENT AGENCY ISSUES - 1.1%** | **Par** | **Par** | **Value** |
| Asian Development Bank | Asian Development Bank | Asian Development Bank |  |
| &nbsp;&nbsp; 1.50%, 01/20/2027 | 330000 | 330000 | 317084 |
| &nbsp;&nbsp; 3.75%, 04/25/2028 | 135000 | 135000 | 134134 |
|  Corp. Andina de Fomento, 5.00%, 01/22/2030 | 360000 | 360000 | 369022 |
|  Indonesia Government International Bond, 5.25%, 01/15/2030 | 274000 | 274000 | 281817 |
| Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank |  |
| &nbsp;&nbsp; 1.50%, 01/13/2027 | 411000 | 411000 | 395002 |
| &nbsp;&nbsp; 4.13%, 02/15/2029 | 208000 | 208000 | 208699 |
| &nbsp;&nbsp; 3.75%, 06/14/2030 | 730000 | 730000 | 722787 |
|  Inter-American Investment Corp., 4.25%, 04/01/2030 | 870000 | 870000 | 874724 |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development | International Bank for Reconstruction & Development |  |
| &nbsp;&nbsp; 0.88%, 07/15/2026 | 402000 | 402000 | 387989 |
| &nbsp;&nbsp; 1.38%, 04/20/2028 | 93000 | 93000 | 86261 |
| &nbsp;&nbsp; 4.50%, 06/26/2028 | 747000 | 747000 | 745434 |
| &nbsp;&nbsp; 5.75%, 05/02/2034 | 3260000 | 3260000 | 3287382 |
|  International Finance Corp., 4.38%, 01/15/2027 | 56000 | 56000 | 56173 |
|  Kreditanstalt fuer Wiederaufbau, 3.75%, 07/15/2030 | 480000 | 480000 | 475166 |
|  Nordic Investment Bank, 3.75%, 05/09/2030 | 510000 | 510000 | 505109 |
|  Province of British Columbia Canada, 4.75%, 06/12/2034 | 240000 | 240000 | 240211 |
|  Province of Ontario Canada, 5.05%, 04/24/2034 | 275000 | 275000 | 282333 |
| **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $9,320,970) | **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $9,320,970) | **TOTAL FOREIGN GOVERNMENT AGENCY ISSUES** (Cost $9,320,970) | 9369327 |
| **FOREIGN GOVERNMENT DEBT OBLIGATIONS - 1.0%** | **Par** | **Par** | **Value** |
|  Brazilian Government International Bond, 6.13%, 03/15/2034 | 420000 | 420000 | 410776 |
|  Chile Government International Bond, 5.65%, 01/13/2037 | 585000 | 585000 | 594418 |
|  Colombia Government International Bond, 3.00%, 01/30/2030 | 250000 | 250000 | 214000 |
|  Costa Rica Government International Bond, 7.16%, 03/12/2045 | 420000 | 420000 | 431269 |
|  Guatemala Government Bond, 6.55%, 02/06/2037 <sup>(c)</sup> | 415000 | 415000 | 416025 |
| Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond |  |
| &nbsp;&nbsp; 5.25%, 01/17/2042 <sup>(c)</sup> | 200000 | 200000 | 192732 |
| &nbsp;&nbsp; 4.30%, 03/31/2052 | 400000 | 400000 | 319819 |
| &nbsp;&nbsp; 4.45%, 04/15/2070 | 207000 | 207000 | 160673 |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |  |
| &nbsp;&nbsp; 6.00%, 05/13/2030 | 205000 | 205000 | 210397 |
| &nbsp;&nbsp; 6.00%, 05/07/2036 | 349000 | 349000 | 334813 |
| &nbsp;&nbsp; 5.55%, 01/21/2045 | 140000 | 140000 | 120487 |
| &nbsp;&nbsp; 6.34%, 05/04/2053 | 403000 | 403000 | 354781 |
| &nbsp;&nbsp; 6.40%, 05/07/2054 | 333000 | 333000 | 294445 |
| &nbsp;&nbsp; 7.38%, 05/13/2055 | 599000 | 599000 | 593087 |
|  Oman Government International Bond, 6.50%, 03/08/2047 <sup>(c)</sup> | 405000 | 405000 | 397054 |
|  Panama Government International Bond, 2.25%, 09/29/2032 | 200000 | 200000 | 147281 |
|  Paraguay Government International Bond, 5.40%, 03/30/2050 <sup>(c)</sup> | 460000 | 460000 | 388240 |
| Peruvian Government International Bond | Peruvian Government International Bond | Peruvian Government International Bond |  |
| &nbsp;&nbsp; 3.00%, 01/15/2034 | 157000 | 157000 | 130838 |
| &nbsp;&nbsp; 3.30%, 03/11/2041 | 141000 | 141000 | 102398 |
| &nbsp;&nbsp; 3.55%, 03/10/2051 | 140000 | 140000 | 93915 |
| Philippine Government International Bond | Philippine Government International Bond | Philippine Government International Bond |  |
| &nbsp;&nbsp; 7.75%, 01/14/2031 | 211000 | 211000 | 243884 |
| &nbsp;&nbsp; 6.38%, 10/23/2034 | 394000 | 394000 | 430022 |
|  Province of Quebec Canada, 4.25%, 09/05/2034 | 310000 | 310000 | 299595 |
| Republic of Poland Government International Bond | Republic of Poland Government International Bond | Republic of Poland Government International Bond |  |
| &nbsp;&nbsp; 4.63%, 03/18/2029 | 15000 | 15000 | 15078 |
| &nbsp;&nbsp; 5.50%, 03/18/2054 | 946000 | 946000 | 858694 |
|  Republic of South Africa Government International Bond, 5.00%, 10/12/2046 | 200000 | 200000 | 135022 |
|  Romanian Government International Bond, 6.13%, 01/22/2044 <sup>(c)</sup> | 100000 | 100000 | 85582 |
| Uruguay Government International Bond | Uruguay Government International Bond | Uruguay Government International Bond |  |
| &nbsp;&nbsp; 4.38%, 01/23/2031 | 104000 | 104000 | 102620 |
| &nbsp;&nbsp; 4.13%, 11/20/2045 | 138000 | 138000 | 114254 |
| &nbsp;&nbsp; 4.98%, 04/20/2055 | 324000 | 324000 | 279213 |
| **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $8,697,424) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $8,697,424) | **TOTAL FOREIGN GOVERNMENT DEBT OBLIGATIONS** (Cost $8,697,424) | 8471412 |
| **NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES - 0.3%** | **Par** | **Par** | **Value** |
|  Banc of America Re-Remic Trust, Series 2024-BHP, Class B, 7.23% (1 mo. Term SOFR + 2.90%), 08/15/2039 <sup>(c)</sup> | 217000 | 217000 | 218758 |
|  BLP Commercial Mortgage Trust, Series 2025-IND, Class D, 6.58% (1 mo. Term SOFR + 2.25%), 03/15/2042 <sup>(c)</sup> | 216000 | 216000 | 212261 |
| BX Trust | BX Trust | BX Trust |  |
| &nbsp;&nbsp; Series 2024-VLT4, Class E, 7.22% (1 mo. Term SOFR + 2.89%), 07/15/2029 <sup>(c)</sup> | 213000 | 213000 | 210130 |
| &nbsp;&nbsp; Series 2025-ROIC, Class D, 6.32% (1 mo. Term SOFR + 1.99%), 03/15/2030 <sup>(c)</sup> | 352000 | 352000 | 345817 |
|  CONE Trust, Series 2024-DFW1, Class D, 7.37% (1 mo. Term SOFR + 3.04%), 08/15/2041 <sup>(c)</sup> | 92000 | 92000 | 91780 |
|  INTOWN Mortgage Trust, Series 2025-STAY, Class C, 6.58% (1 mo. Term SOFR + 2.25%), 03/15/2042 <sup>(c)</sup> | 466000 | 466000 | 465056 |
|  Morgan Stanley ABS Capital I, Inc., Series 2021-230P, Class B, 5.89% (1 mo. Term SOFR + 1.56%), 12/15/2038 <sup>(c)</sup> | 98000 | 98000 | 91697 |
|  NYC Commercial Mortgage Trust, Series 2025-3BP, Class D, 6.77% (1 mo. Term SOFR + 2.44%), 02/15/2042 <sup>(c)</sup> | 100000 | 100000 | 97458 |
|  ORL Trust, Series 2024-GLKS, Class C, 6.62% (1 mo. Term SOFR + 2.29%), 12/15/2039 <sup>(c)</sup> | 408000 | 408000 | 406539 |
|  SDAL Trust, Series 2025-DAL, Class C, 8.27% (1 mo. Term SOFR + 3.94%), 04/15/2042 <sup>(c)</sup> | 247000 | 247000 | 246949 |
|  SFO Commercial Mortgage Trust, Series 2021-555, Class D, 6.84% (1 mo. Term SOFR + 2.51%), 05/15/2038 <sup>(c)</sup> | 49000 | 49000 | 47651 |
|  SREIT Trust, Series 2021-PALM, Class A, 5.03% (1 mo. Term SOFR + 0.70%), 10/15/2034 <sup>(c)</sup> | 175000 | 175000 | 173810 |
| **TOTAL NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $2,620,771) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $2,620,771) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $2,620,771) | 2607906 |
| **SHORT-TERM INVESTMENTS - 7.7%** |  |  | **Value**  |
| **Investments Purchased with Proceeds from Securities Lending - 6.7%** | **<u>Units</u>** | **<u>Units</u>** |  |
| Mount Vernon Liquid Assets Portfolio, LLC, 4.44% <sup>(j)</sup> | 55386050 | 55386050 | 55386050 |
| **Money Market Funds - 1.0%** | **<u>Shares</u>** | **<u>Shares</u>** |  |
| First American Government Obligations Fund - Class X, 4.23% <sup>(j)</sup> | 7894599 | 7894599 | 7894599 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $63,280,649) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $63,280,649) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $63,280,649) | 63280649 |
| **TOTAL INVESTMENTS - 106.3% (**Cost $874,186,813**)** | **TOTAL INVESTMENTS - 106.3% (**Cost $874,186,813**)** | **TOTAL INVESTMENTS - 106.3% (**Cost $874,186,813**)** | 871873268 |
| Liabilities in Excess of Other Assets - (6.3)% | Liabilities in Excess of Other Assets - (6.3)% | Liabilities in Excess of Other Assets - (6.3)% | (51788754) |
| **TOTAL NET ASSETS - 100.0%** |  |  | 820084514 |
| two | two | two | –% |

---

---

| | |
|:---|:---|
| Percentages are stated as a percent of net assets. | –% |
| The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. |

---

---

| |
|:---|
| ASA - Advanced Subscription Agreement |
| CMT - Constant Maturity Treasury |
| JSC - Public Joint Stock Company |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| REMIC - Real Estate Mortgage Investment Conduit |
| SOFR - Secured Overnight Financing Rate |

---

(a) All or a portion of this security is on loan as of May 31, 2025. The fair value of these securities was $54,279,504 which represented 6.6% of net assets.

(b) Represents less than 0.05% of net assets.

(c) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified
 institutional investors. As of May 31, 2025, the value of these securities total $112,351,371 or 13.7% of the Fund's net assets.

(d) Step coupon bond. The rate disclosed is as of May 31, 2025.

(e) Coupon rate may be variable or floating based on components other than reference rate and spread. These securities may not indicate a reference rate and/or spread in their description. The rate
 disclosed is as of May 31, 2025.

(f) Securities referencing LIBOR are expected to transition to an alternative reference rate by the security's next scheduled coupon reset date.

(g) Zero coupon bonds make no periodic interest payments.

(h) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral
 increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of May 31, 2025.

(i) Fair value determined using significant unobservable inputs in accordance with procedures established by and under the supervision of the Adviser, acting as Valuation Designee. These securities
 represented $773,214 or 0.1% of net assets as of May 31, 2025.

(j) The rate shown represents the 7-day annualized effective yield as of May 31, 2025.

------

#### Summary of Fair Value Disclosure as of May 31, 2025 (Unaudited)
ActivePassive Core Bond ETF (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of May 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3^</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 232949718 | – | 232949718 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Exchange Traded Funds | 214071285 | – | – | 214071285 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 184618216 | – | 184618216 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Commercial Mortgage Backed Securities | – | 67041087 | – | 67041087 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 31701890 | 276128 | 31978018 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Corporate Bonds | – | 27895154 | – | 27895154 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Mortgage Obligations | – | 19689726 | 497086 | 20186812 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Agency Issues | – | 9403684 | – | 9403684 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Agency Issues | – | 9369327 | – | 9369327 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Debt Obligations | – | 8471412 | – | 8471412 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Securities | – | 2607906 | – | 2607906 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Investments Purchased with Proceeds from Securities Lending<sup>(a)</sup> | – | – | – | 55386050 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 7894599 | – | – | 7894599 |
| Total Investments | 221965884 | 593748120 | 773214 | 871873268 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

---

| | |
|:---|:---|
| (a) | Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amount of $55,386,050 presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts listed in the Schedule of Investments. |
| ^ | The fund measures Level 3 activity as of the end of each financial reporting period. |

---

As of May 31, 2025, the Fund held Level 3 investments that were valued at the most recent trade price in an inactive market. The Level 3 investments in securities represented less than 1% of the Fund's net assets and were not considered a significant portion of the Fund's portfolio. As the Level 3 investments were not considered significant to the financial statements, a reconciliation of Level 3 investments for the period ended May 31, 2025 is not presented.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Trust for Professional Managers

- **b. Investment Company Act file number:** 811-10401

- **c. CIK number of Registrant:** 0001141819

- **d. LEI of Registrant:** 549300O1N816L3GGRD45

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 513-520-5925

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

- **a. Name of Series:** ActivePassive Core Bond ETF

- **b. EDGAR series identifier (if any):** S000075232

- **c. LEI of Series:** 5493002DOVDKPUZXGY42

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $875402120.17

**Total Liabilities:** $56785646.35

**Net Assets:** $818616473.82

**Delayed Delivery Securities:** $1159817.45

**Cash Not Reported:** $190.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4233.264305000000 | **1-Year:** 24876.269415000000 | **5-Year:** 77242.437972000000 | **10-Year:** 101681.748898000000 | **30-Year:** 104145.811717000000

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

- **3-Month:** 1572.185880000000 | **1-Year:** 4068.068940000000 | **5-Year:** 3035.635314000000 | **10-Year:** 2771.092813000000 | **30-Year:** 3684.414661000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234094 | -0.12%               | 0.45%                | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-23515.78               | $-3555091.53                               |
| Month 2  | $5940.80                 | $805505.77                                 |
| Month 3  | $-133664.87              | $-6536941.80                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WALT DISNEY COMPANY/THE                   | Walt Disney Co/The                                                               | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    337000 | PA      | $239053.85    | 0.03%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                          | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2639.85      | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2831000 | PA      | $2037695.06   | 0.25%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                  | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    285000 | PA      | $184397.82    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2028000 | PA      | $973479.61    | 0.12%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     98000 | PA      | $58809.56     | 0.01%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    589000 | PA      | $358093.59    | 0.04%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    364000 | PA      | $187005.00    | 0.02%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    638000 | PA      | $398276.48    | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1403000 | PA      | $768032.90    | 0.09%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $431325.00    | 0.05%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1372000 | PA      | $849219.76    | 0.10%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147000 | PA      | $104432.70    | 0.01%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $303549.61    | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    637000 | PA      | $414000.24    | 0.05%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2493000 | PA      | $1351429.97   | 0.17%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                      | Howmet Aerospace Inc                                                             | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261344.00    | 0.03%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                      | Howmet Aerospace Inc                                                             | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    364000 | PA      | $383364.22    | 0.05%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                    | Brazilian Government International Bond                                          | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    420000 | PA      | $410776.04    | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    140000 | PA      | $137459.04    | 0.02%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AHKT9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $137498.03    | 0.02%             | 2029-12-14      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DM2N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68211 | PA      | $58315.82     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DNQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    377836 | PA      | $337498.90    | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DNU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80670 | PA      | $76377.09     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151382 | PA      | $134077.06    | 0.02%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DQFB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19976 | PA      | $20197.80     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DQSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21133 | PA      | $20424.76     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DS3X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116066 | PA      | $98619.51     | 0.01%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    616883 | PA      | $525594.27    | 0.06%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSLQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    482178 | PA      | $397212.57    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1217888 | PA      | $1179357.50   | 0.14%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DSRS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1618607 | PA      | $1571326.97   | 0.19%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    328000 | PA      | $324563.04    | 0.04%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                          | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6859.72      | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DUKD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    362069 | PA      | $350823.63    | 0.04%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DUNB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200943 | PA      | $202593.61    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120652 | PA      | $113751.16    | 0.01%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DVFV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71221 | PA      | $68840.67     | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2019-B15 Mortgage Trust                                                | CUSIP: 08160KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $22505.57     | 0.00%             | 2072-12-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178000 | PA      | $181150.19    | 0.02%             | 2055-05-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    939427 | PA      | $774068.69    | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176704 | PA      | $150934.67    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $133508.17    | 0.02%             | 2056-07-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-B40 Mortgage Trust                                                | CUSIP: 08163WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111000 | PA      | $116631.41    | 0.01%             | 2056-12-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26223 | PA      | $21456.49     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573939 | PA      | $449257.50    | 0.05%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                | Barings Equipment Finance LLC 2025-A                                             | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $389352.58    | 0.05%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212900 | PA      | $173868.18    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601951 | PA      | $470144.44    | 0.06%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82228 | PA      | $67222.52     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367399 | PA      | $286559.27    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    673000 | PA      | $654045.59    | 0.08%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1066000 | PA      | $1064632.74   | 0.13%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2024-V7 Mortgage Trust                                                 | CUSIP: 08163YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $141366.89    | 0.02%             | 2056-05-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2025-V13 Mortgage Trust                                                | CUSIP: 08164AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $301826.66    | 0.04%             | 2058-02-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $142378.96    | 0.02%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48000 | PA      | $41755.59     | 0.01%             | 2057-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                  | W R Berkley Corp                                                                 | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    177000 | PA      | $150672.12    | 0.02%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                    | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    348000 | PA      | $260485.94    | 0.03%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                          | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3015.60      | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                          | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    256000 | PA      | $254729.31    | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                  | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33866.68     | 0.00%             | 2027-10-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                    | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96362.04     | 0.01%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 17 LTD                  | CK Hutchison International 17 Ltd                                                | CUSIP: 12563UAB3<br>LEI: 254900TNOJOSKVTDPK87 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $284071.98    | 0.03%             | 2027-04-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 19 LTD                  | CK Hutchison International 19 Ltd                                                | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $268989.03    | 0.03%             | 2029-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                    | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    370000 | PA      | $355630.01    | 0.04%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                    | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191182.44    | 0.02%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                        | CNA Financial Corp                                                               | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624119.74    | 0.08%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                   | CNO Financial Group Inc                                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    246000 | PA      | $245017.28    | 0.03%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                   | CNO Financial Group Inc                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    204000 | PA      | $209674.14    | 0.03%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                         | Chile Government International Bond                                              | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    585000 | PA      | $594418.50    | 0.07%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1092685.10   | 0.13%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                     | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8788.58      | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                    | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19294.82     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                      | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86163.80     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                      | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9877.84      | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                            | Clorox Co/The                                                                    | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    314000 | PA      | $309287.07    | 0.04%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                    | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    207000 | PA      | $217325.31    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                    | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6125.29      | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                    | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154346.38    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                      | Colombia Government International Bond                                           | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $214000.00    | 0.03%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    208000 | PA      | $156137.00    | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301973 | PA      | $299205.81    | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57922 | PA      | $55973.52     | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96685 | PA      | $95536.67     | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    437857 | PA      | $389171.53    | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80640 | PA      | $73909.47     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153238 | PA      | $154460.49    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWNZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46891 | PA      | $48048.72     | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E04M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21904 | PA      | $17975.06     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0AL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20747 | PA      | $17724.86     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0FK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244286 | PA      | $199976.44    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0M25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    735698 | PA      | $714034.38    | 0.09%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132E0M82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22817 | PA      | $22642.94     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133AF4T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23764 | PA      | $19393.08     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133ARQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27430 | PA      | $21341.24     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133BU2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61271 | PA      | $60744.08     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KKB65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105717 | PA      | $86968.62     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KMNK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34103 | PA      | $31246.85     | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288188 | PA      | $235545.95    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNKS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23535 | PA      | $19997.14     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230437 | PA      | $189659.63    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3133KRQ49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182196 | PA      | $176427.98    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                  | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11830.37     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                                                     | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    366000 | PA      | $353941.99    | 0.04%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851CB8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    726000 | PA      | $724353.56    | 0.09%             | 2025-08-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DF8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1047689.65   | 0.13%             | 2028-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $336401.95    | 0.04%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4554.89      | 0.00%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4552.26      | 0.00%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $197522.14    | 0.02%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4469.07      | 0.00%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3436000 | PA      | $2923284.38   | 0.36%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4987.50      | 0.00%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6524000 | PA      | $5499400.71   | 0.67%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    857000 | PA      | $775870.90    | 0.09%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167164.64    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                 | Spire Inc                                                                        | CUSIP: 505597AD6<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    187000 | PA      | $153952.69    | 0.02%             | 2044-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     71000 | PA      | $55751.64     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                    | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8299.16      | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                   | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9208.93      | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    436000 | PA      | $435883.28    | 0.05%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                      | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    312000 | PA      | $315075.05    | 0.04%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                       | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    482000 | PA      | $469865.46    | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                             | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $13554.60     | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    103000 | PA      | $134866.07    | 0.02%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer            | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAA6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    168000 | PA      | $170361.84    | 0.02%             | 2052-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                   | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    233000 | PA      | $233227.45    | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    305000 | PA      | $325380.23    | 0.04%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141522.13    | 0.02%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38931.61     | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111533.49    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    845000 | PA      | $861983.31    | 0.11%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                     | MidAmerican Energy Co                                                            | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    474000 | PA      | $492903.33    | 0.06%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                   | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13142.15     | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                  | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143465.87    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                    | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    238000 | PA      | $243948.17    | 0.03%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                     | Mitsui Fudosan Co Ltd                                                            | CUSIP: 60683MAA7<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | JP        |    347000 | PA      | $339464.33    | 0.04%             | 2027-07-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    307000 | PA      | $264829.36    | 0.03%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                    | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    624000 | PA      | $590688.52    | 0.07%             | 2030-05-22      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                   | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10158.22     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                     | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244213.42    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                  | Montefiore Obligated Group                                                       | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6600.48      | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                    | Morgan Stanley Bank NA                                                           | CUSIP: 61690U7U8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    376000 | PA      | $375239.28    | 0.05%             | 2025-07-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust 2018-H4                                           | CUSIP: 61691RAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $22905.81     | 0.00%             | 2051-12-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    208000 | PA      | $202885.14    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364629.12    | 0.04%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154136.38    | 0.02%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134543.97    | 0.02%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207647 | PA      | $176541.19    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    938575 | PA      | $862340.02    | 0.11%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196330.16    | 0.02%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262361.63    | 0.03%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54348 | PA      | $42282.00     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182077 | PA      | $148165.13    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust            | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98000 | PA      | $91696.98     | 0.01%             | 2038-12-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                 | Mosaic Co/The                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    508000 | PA      | $508992.97    | 0.06%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MOTIVA ENTERPRISES LLC                    | Motiva Enterprises LLC                                                           | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38509.84     | 0.00%             | 2040-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                           | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127493.10    | 0.02%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28068.64     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                            | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296753.30    | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                     | NYU Langone Hospitals                                                            | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14145.73     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                          | NTT Finance Corp                                                                 | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    209000 | PA      | $180457.15    | 0.02%             | 2031-04-03      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                          | NTT Finance Corp                                                                 | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    599000 | PA      | $598763.85    | 0.07%             | 2025-07-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| NY Commercial Mortgage Trust              | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99449.81     | 0.01%             | 2047-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                        | Rithm Capital Corp                                                               | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13012.99     | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                   | New York State Electric & Gas Corp                                               | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20649.85     | 0.00%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                    | Nordic Investment Bank                                                           | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | FI        |    510000 | PA      | $505108.45    | 0.06%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                              | Nordson Corp                                                                     | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100655.02    | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $13809.04     | 0.00%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1136000 | PA      | $1048359.37   | 0.13%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4518000 | PA      | $3828122.59   | 0.47%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4606.13      | 0.00%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1422000 | PA      | $1309517.58   | 0.16%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4597.07      | 0.00%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                   | Northern Natural Gas Co                                                          | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     88000 | PA      | $56341.79     | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                    | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10066.99     | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140N9TX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21063 | PA      | $20839.76     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QC5Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42622 | PA      | $37849.83     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                       | Northern Star Resources Ltd                                                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    161000 | PA      | $164981.48    | 0.02%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                  | Northern States Power Co/MN                                                      | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    156000 | PA      | $97859.78     | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QEEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873695 | PA      | $775744.40    | 0.09%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1257012 | PA      | $1031194.62   | 0.13%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                            | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    703000 | PA      | $617255.08    | 0.08%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    347000 | PA      | $315096.96    | 0.04%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QFBS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29404 | PA      | $24043.86     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QKSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186742 | PA      | $152134.44    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266744 | PA      | $219138.62    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244294 | PA      | $208427.78    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                            | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140106.04    | 0.02%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                            | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105130.48    | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QLPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192104 | PA      | $157007.06    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QMU28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104693 | PA      | $85343.27     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                         | Novant Health Inc                                                                | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     52000 | PA      | $33208.94     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                              | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9489.76      | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154947 | PA      | $138180.66    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJ3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194690 | PA      | $172900.42    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                              | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252173.44    | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NUSTAR LOGISTICS LP                       | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11186.46     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175978 | PA      | $149777.84    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427MLS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64821 | PA      | $65337.76     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 31427NPY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $151196.25    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3142GSBY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139266 | PA      | $134870.33    | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-HQA2                                          | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105423.36    | 0.01%             | 2042-07-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $516426.50    | 0.06%             | 2041-11-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101724.33    | 0.01%             | 2042-01-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |    562000 | PA      | $593016.56    | 0.07%             | 2042-04-25      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $159316.36    | 0.02%             | 2042-06-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507679.65    | 0.06%             | 2044-02-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $430780.82    | 0.05%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCI NV                                    | OCI NV                                                                           | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    218000 | PA      | $237913.60    | 0.03%             | 2033-03-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $214061.38    | 0.03%             | 2045-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                     | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13240.21     | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust             | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97457.99     | 0.01%             | 2042-02-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                   | NYSEG Storm Funding LLC                                                          | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $387924.38    | 0.05%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     82000 | PA      | $54171.45     | 0.01%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     72000 | PA      | $66057.95     | 0.01%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                     | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13803.11     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                   | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60043.44     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    109000 | PA      | $119630.69    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                  | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117192.65    | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                     | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    415000 | PA      | $416025.05    | 0.05%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                 | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103000 | PA      | $102742.50    | 0.01%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                            | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21730.35     | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                            | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7139.53      | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                 | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83000 | PA      | $82792.50     | 0.01%             | 2042-06-10      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                 | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $59850.00     | 0.01%             | 2042-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                               | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104000 | PA      | $105400.88    | 0.01%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                       | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652000 | PA      | $659995.74    | 0.08%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                 | IRV Trust 2025-200P                                                              | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $226568.45    | 0.03%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                          | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5592.56      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                  | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49712.77     | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |    332000 | PA      | $316058.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5089.71      | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306375.49    | 0.04%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780BJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $192732.17    | 0.02%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    207000 | PA      | $160673.41    | 0.02%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402278 | PA      | $328429.19    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41837 | PA      | $35590.33     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    223000 | PA      | $197834.26    | 0.02%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115832.90    | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                             | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9854.29      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171732.41    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $319819.42    | 0.04%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                     | Indonesia Government International Bond                                          | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    274000 | PA      | $281817.35    | 0.03%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1772120 | PA      | $1575083.89   | 0.19%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202426 | PA      | $185520.25    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                                                     | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     65000 | PA      | $64824.92     | 0.01%             | 2026-06-05      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                                                     | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     13000 | PA      | $12670.58     | 0.00%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                  | Packaging Corp of America                                                        | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     92000 | PA      | $67632.79     | 0.01%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                     | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16520.66     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $54784.01     | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    815000 | PA      | $643442.57    | 0.08%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    395000 | PA      | $382149.76    | 0.05%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119574.79    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4296000 | PA      | $3671066.25   | 0.45%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $13039.29     | 0.00%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11000 | PA      | $10168.64     | 0.00%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4612.17      | 0.00%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                       | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67765.95     | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                                                  | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    411000 | PA      | $395002.20    | 0.05%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3798000 | PA      | $3476282.70   | 0.42%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4666000 | PA      | $3941494.13   | 0.48%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                    | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $265584.08    | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                    | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5027.87      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $5486.91      | 0.00%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    186000 | PA      | $178131.72    | 0.02%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                                                  | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208699.27    | 0.03%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                   | Inter-American Development Bank                                                  | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    730000 | PA      | $722786.65    | 0.09%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                  | Inter-American Investment Corp                                                   | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | US        |    870000 | PA      | $874724.27    | 0.11%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JS3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48624.44     | 0.01%             | 2026-02-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     93000 | PA      | $86261.02     | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    402000 | PA      | $387989.33    | 0.05%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 45906M4E8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    747000 | PA      | $745434.28    | 0.09%             | 2028-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                   | International Bank for Reconstruction & Development                              | CUSIP: 45906M5J6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3287381.39   | 0.40%             | 2034-05-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                         | International Finance Corp                                                       | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56172.82     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                    | International Paper Co                                                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174249.50    | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                  | Interstate Power and Light Co                                                    | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142932.78    | 0.02%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                     | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466000 | PA      | $465055.65    | 0.06%             | 2042-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                    | IPALCO Enterprises Inc                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162513.08    | 0.02%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                 | IQVIA Inc                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    559000 | PA      | $568558.90    | 0.07%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                 | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    196000 | PA      | $202687.37    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                         | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40690.89     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                     | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21064.70     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $334761.04    | 0.04%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196017.38    | 0.02%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                               | PepsiCo Inc                                                                      | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $95199.23     | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170911 | PA      | $165671.11    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1783732 | PA      | $1455171.61   | 0.18%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I            | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $315791.16    | 0.04%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I            | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77000 | PA      | $74389.59     | 0.01%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                  | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9521.72      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                  | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115778.87    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                     | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28101.32     | 0.00%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42472.39     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154053.54    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187248.94    | 0.02%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                  | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143341.65    | 0.02%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                  | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    230000 | PA      | $229195.76    | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218935 | PA      | $186223.76    | 0.02%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    353375 | PA      | $313905.63    | 0.04%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1               | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107000 | PA      | $108234.59    | 0.01%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bo            | iShares Core U.S. Aggregate Bond ETF                                             | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |    240115 | NS      | $23555281.50  | 2.88%             |  |  |  | No            |                  1 | On Loan: —       |
| PHH ESCROW ISS LCC/PHH C                  | PHH Escrow Issuer LLC/PHH Corp                                                   | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9804.03      | 0.00%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                | Pfizer Inc                                                                       | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    226000 | PA      | $189986.31    | 0.02%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    356000 | PA      | $367157.05    | 0.04%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                               | Phillips 66                                                                      | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253320.89    | 0.03%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7145.63      | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                   | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5768.63      | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                     | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7113.64      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                             | Primerica Inc                                                                    | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    503000 | PA      | $439857.22    | 0.05%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                  | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8112.58      | 0.00%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                  | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $284238.23    | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83408 | PA      | $78681.47     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21186 | PA      | $20525.13     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                   | Principal Financial Group Inc                                                    | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     77000 | PA      | $72236.32     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                   | Procter & Gamble Co/The                                                          | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    348000 | PA      | $290099.58    | 0.04%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                         | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6639.08      | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2024-SFR3 Trust                                             | CUSIP: 74331VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $232726.15    | 0.03%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                               | Prologis LP                                                                      | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    583000 | PA      | $572020.56    | 0.07%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                     | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10391.36     | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642456 | PA      | $590205.98    | 0.07%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625787 | PA      | $620854.59    | 0.08%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                                         | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    258000 | PA      | $257746.51    | 0.03%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                   | Public Service Co of Colorado                                                    | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    105000 | PA      | $67857.17     | 0.01%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                   | Public Service Co of Colorado                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92193.43     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                   | Public Service Co of Oklahoma                                                    | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    481000 | PA      | $469296.19    | 0.06%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                   | Public Service Electric and Gas Co                                               | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    117000 | PA      | $106602.08    | 0.01%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120591.87    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                    | Puget Sound Energy Inc                                                           | CUSIP: 745332CE4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57479.16     | 0.01%             | 2041-11-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                        | Province of Quebec Canada                                                        | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    310000 | PA      | $299594.71    | 0.04%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                     | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12303.36     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                  | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $306192.05    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                     | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344875.53    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                      | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7303.28      | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354000 | PA      | $366470.50    | 0.04%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                          | Radian Group Inc                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380111.55    | 0.05%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                  | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7963.74      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    161000 | PA      | $150412.55    | 0.02%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504401.47    | 0.06%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103505.62    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                               | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    256000 | PA      | $222246.69    | 0.03%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                        | Regency Centers LP                                                               | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    219000 | PA      | $184025.70    | 0.02%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMK27<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     22000 | PA      | $19144.15     | 0.00%             | 2031-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMPE6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     35000 | PA      | $29777.68     | 0.00%             | 2031-02-03      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                  | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     76000 | PA      | $43530.05     | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC                  | Rochester Gas and Electric Corp                                                  | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    698000 | PA      | $681117.61    | 0.08%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMR87<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     33000 | PA      | $29011.58     | 0.00%             | 2030-07-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     21000 | PA      | $16107.29     | 0.00%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                  | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200808.35    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                   | Rockwell Automation Inc                                                          | CUSIP: 773903AB5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    339000 | PA      | $357278.01    | 0.04%             | 2028-01-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172680 | PA      | $167213.55    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320057 | PA      | $317575.55    | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMSA1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     31000 | PA      | $26813.06     | 0.00%             | 2031-03-03      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMSX1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      8000 | PA      | $7273.76      | 0.00%             | 2029-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                  | Rogers Communications Inc                                                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $224231.25    | 0.03%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                               | Rollins Inc                                                                      | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133666.88    | 0.02%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMVA7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     72000 | PA      | $63275.60     | 0.01%             | 2031-04-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMW40<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    134000 | PA      | $117412.60    | 0.01%             | 2030-07-26      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                           | SBA Tower Trust                                                                  | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $139344.89    | 0.02%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust             | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49000 | PA      | $47650.95     | 0.01%             | 2038-05-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ENSP6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      9000 | PA      | $8349.53      | 0.00%             | 2032-03-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EP5U5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     10000 | PA      | $9992.34      | 0.00%             | 2029-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EP6K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     10000 | PA      | $10071.20     | 0.00%             | 2027-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EP6R1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     10000 | PA      | $9999.92      | 0.00%             | 2029-03-27      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EPN50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     63000 | PA      | $63528.17     | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ERDM0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    257000 | PA      | $265525.10    | 0.03%             | 2031-05-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ERFT3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      5000 | PA      | $5033.18      | 0.00%             | 2026-08-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149377 | PA      | $144928.88    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25302 | PA      | $24519.60     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25288 | PA      | $24469.53     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288643 | PA      | $280280.12    | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors                            | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $313123.13    | 0.04%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                         | GXO Logistics Inc                                                                | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    711000 | PA      | $684789.50    | 0.08%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                     | Haleon US Capital LLC                                                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240438.96    | 0.03%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                     | General Dynamics Corp                                                            | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294555.54    | 0.04%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                         | General Motors Co                                                                | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387846.18    | 0.05%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co Inc                                                  | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45872.37     | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    762000 | PA      | $745503.74    | 0.09%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36167.12     | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269776.50    | 0.03%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                    | Verizon Communications Inc                                                       | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90088.54     | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                      | Verizon Master Trust                                                             | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1695000 | PA      | $1727640.28   | 0.21%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| iShares MBS ETF                           | iShares MBS ETF                                                                  | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |   1174467 | NS      | $108814367.55 | 13.29%            |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                 | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108434.18    | 0.01%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104613 | PA      | $105629.86    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    877379 | PA      | $870463.66    | 0.11%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                   | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $343040.00    | 0.04%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194964 | PA      | $190091.41    | 0.02%             | 2042-03-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    976868 | PA      | $967298.85    | 0.12%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325465 | PA      | $315951.49    | 0.04%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84190 | PA      | $83242.16     | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282694 | PA      | $285896.84    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125455 | PA      | $121482.71    | 0.01%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135710 | PA      | $127163.67    | 0.02%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108858 | PA      | $109800.27    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24252 | PA      | $24474.07     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2025-1 LLC                                                                   | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123020 | PA      | $122867.55    | 0.02%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2025-1 LLC                                                                   | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99400 | PA      | $99514.50     | 0.01%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141169 | PA      | $139525.88    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38620 | PA      | $39579.58     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163518 | PA      | $161614.27    | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128397 | PA      | $129512.20    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267369 | PA      | $264918.86    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90792 | PA      | $91537.41     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35987 | PA      | $35568.36     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62556 | PA      | $63069.26     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257300 | PA      | $254941.68    | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                 | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180907 | PA      | $182392.27    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                       | SG Residential Mortgage Trust 2021-2                                             | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69845 | PA      | $59534.66     | 0.01%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz            | SFS Auto Receivables Securitization Trust 2024-1                                 | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $329443.27    | 0.04%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                      | Verizon Master Trust                                                             | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    331000 | PA      | $334222.81    | 0.04%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AC8<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    283403 | PA      | $284257.88    | 0.03%             | 2070-05-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                          | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299401.69    | 0.04%             | 2039-03-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu            | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102985.69    | 0.01%             | 2059-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247000 | PA      | $246948.86    | 0.03%             | 2042-04-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                           | SSM Health Care Corp                                                             | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367879.11    | 0.04%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                  | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10638.21     | 0.00%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221653 | PA      | $188564.37    | 0.02%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                               | STWD Trust 2021-FLWR                                                             | CUSIP: 78485GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114181 | PA      | $113848.60    | 0.01%             | 2036-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                            | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6161.74      | 0.00%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu            | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186000 | PA      | $185687.29    | 0.02%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                  | Greystar Real Estate Partners LLC                                                | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9532.33      | 0.00%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352000 | PA      | $345816.87    | 0.04%             | 2030-03-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                        | BX Trust 2019-OC11                                                               | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $265945.13    | 0.03%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2023-1 LLC                                                                   | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46840 | PA      | $46935.57     | 0.01%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                           | MVW 2023-1 LLC                                                                   | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234199 | PA      | $234966.28    | 0.03%             | 2040-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                       | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $194670.28    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                     | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58565.71     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL2V5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $23381.67     | 0.00%             | 2027-08-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL3J1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $21369.12     | 0.00%             | 2030-08-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL4P6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     30000 | PA      | $26476.75     | 0.00%             | 2029-08-20      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL4Q4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    196000 | PA      | $145779.85    | 0.02%             | 2035-08-20      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL5K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    671000 | PA      | $576225.32    | 0.07%             | 2030-09-03      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL6D1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     71000 | PA      | $62810.09     | 0.01%             | 2029-09-10      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL6L3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     22000 | PA      | $18918.68     | 0.00%             | 2030-09-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ELV50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      7000 | PA      | $6219.89      | 0.00%             | 2029-07-16      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     55000 | PA      | $40790.85     | 0.00%             | 2035-09-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMAY8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1201000 | PA      | $1028088.85   | 0.13%             | 2030-09-23      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMAZ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     21000 | PA      | $18115.50     | 0.00%             | 2030-06-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMBX9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     44000 | PA      | $40806.09     | 0.00%             | 2027-10-05      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMC26<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1280000 | PA      | $1139269.13   | 0.14%             | 2030-06-03      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                  | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ERSH5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    362000 | PA      | $358736.36    | 0.04%             | 2044-09-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134GWYB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     38000 | PA      | $35275.70     | 0.00%             | 2027-10-13      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134HA2S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    415000 | PA      | $414769.93    | 0.05%             | 2027-01-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134HBBK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    924000 | PA      | $923661.99    | 0.11%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32893 | PA      | $29221.44     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684510 | PA      | $559734.37    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221557 | PA      | $188500.42    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204772 | PA      | $174058.03    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                       | Frontier Issuer LLC                                                              | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $294311.43    | 0.04%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SKY GROUP FINANCE PLC                     | Sky Group Finance Ltd                                                            | CUSIP: 11778BAB8<br>LEI: 213800BZ2GKRAWTQFZ49 | Long             | DBT              | CORP              | GB        |    227000 | PA      | $246051.92    | 0.03%             | 2035-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                       | Frontier Issuer LLC                                                              | CUSIP: 35910EAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $78053.96     | 0.01%             | 2054-06-20      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM5 Trust                                                             | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204537 | PA      | $170760.82    | 0.02%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                          | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     17000 | PA      | $17824.74     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                    | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70222.51     | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                  | First-Citizens Bank & Trust Co                                                   | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    358000 | PA      | $369829.27    | 0.05%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                      | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $271358.58    | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term             | GM Financial Consumer Automobile Receivables Trust 2024-1                        | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $638202.18    | 0.08%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr            | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50364.83     | 0.01%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                    | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     21000 | PA      | $20947.67     | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 312902LX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    535000 | PA      | $445684.23    | 0.05%             | 2029-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AJC31<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1760000 | PA      | $1522784.72   | 0.19%             | 2031-03-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130AVBD3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $254853.32    | 0.03%             | 2029-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    165000 | PA      | $167317.78    | 0.02%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 313381FD2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    140000 | PA      | $134980.15    | 0.02%             | 2027-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                    | Federal Home Loan Banks                                                          | CUSIP: 313382GT4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     10000 | PA      | $9748.08      | 0.00%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                               | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    301000 | PA      | $250563.70    | 0.03%             | 2029-12-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                          | Guara Norte Sarl                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    192475 | PA      | $179823.24    | 0.02%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                   | Guardian Life Global Funding                                                     | CUSIP: 40139LBF9<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64581.27     | 0.01%             | 2027-03-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2022-7                                                | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253462 | PA      | $253752.69    | 0.03%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                       | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13781.28     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                               | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    631000 | PA      | $552147.89    | 0.07%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                    | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $184386.54    | 0.02%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                    | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5098.57      | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                        | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    133000 | PA      | $133687.60    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                  | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    115000 | PA      | $113447.32    | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                  | Vinci SA                                                                         | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    637000 | PA      | $626565.65    | 0.08%             | 2029-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                   | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98720.63     | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    164000 | PA      | $151239.86    | 0.02%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                   | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |      5000 | PA      | $4483.46      | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    173000 | PA      | $169387.07    | 0.02%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    210000 | PA      | $151416.41    | 0.02%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                      | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     48000 | PA      | $43363.55     | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $328924.44    | 0.04%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    264000 | PA      | $267654.24    | 0.03%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                     | Narragansett Electric Co/The                                                     | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131246.69    | 0.02%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd                                                      | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $218689.07    | 0.03%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                   | National Australia Bank Ltd                                                      | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $221165.29    | 0.03%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                      | National Fuel Gas Co                                                             | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77429.04     | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                         | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $296653.73    | 0.04%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                    | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $111837.10    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $632646.24    | 0.08%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301492 | PA      | $268492.85    | 0.03%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284715 | PA      | $287232.12    | 0.04%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                      | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11350.31     | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                      | New England Power Co                                                             | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $40932.04     | 0.01%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                              | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9178.43      | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU                  | Newcastle Coal Infrastructure Group Pty Ltd                                      | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |     31098 | PA      | $30409.29     | 0.00%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                         | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57968.54     | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                    | Newmont Corp / Newcrest Finance Pty Ltd                                          | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $134024.14    | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                     | CNOOC Petroleum North America ULC                                                | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $44719.04     | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                         | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5762.14      | 0.00%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAU4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    446000 | PA      | $387369.84    | 0.05%             | 2057-09-29      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236872.50    | 0.03%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580970.93    | 0.07%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314167.33    | 0.04%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne            | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $285191.63    | 0.03%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr            | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67000 | PA      | $67387.04     | 0.01%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                     | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $236611.99    | 0.03%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230000 | PA      | $200119.19    | 0.02%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| First American Government Obli            | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   5599968 | NS      | $5599968.37   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                  | Genpact Luxembourg SARL/Genpact USA Inc                                          | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    611000 | PA      | $592950.72    | 0.07%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                          | Genuine Parts Co                                                                 | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    117000 | PA      | $127913.93    | 0.02%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                  | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    465000 | PA      | $448540.60    | 0.05%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                             | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34805.56     | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| GEORGE WASHINGTON UNIVER                  | George Washington University/The                                                 | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8298.51      | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                       | Georgia-Pacific LLC                                                              | CUSIP: 373298BP2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13967.56     | 0.00%             | 2028-06-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                              | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $66507.29     | 0.01%             | 2056-02-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                              | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62909 | PA      | $63312.83     | 0.01%             | 2056-02-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                       | Gilead Sciences Inc                                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    370000 | PA      | $323312.60    | 0.04%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                       | Gilead Sciences Inc                                                              | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305378.08    | 0.04%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                    | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $293466.85    | 0.04%             | 2025-11-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                    | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $73626.67     | 0.01%             | 2025-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                  | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6237.92      | 0.00%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                  | Florida Power & Light Co                                                         | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    244000 | PA      | $255448.58    | 0.03%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    129000 | PA      | $124475.92    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123715.15    | 0.02%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92939.39     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    348000 | PA      | $368327.90    | 0.04%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                  | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160946.51    | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                        | Viterra Finance BV                                                               | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    201000 | PA      | $195342.66    | 0.02%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                   | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7016.81      | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                    | Global Atlantic Fin Co                                                           | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12862.20     | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                   | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      8000 | PA      | $8079.63      | 0.00%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                  | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4980.98      | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199000 | PA      | $200122.40    | 0.02%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                           | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $201859.71    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $6050.45      | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1722765.10   | 0.21%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    211000 | PA      | $227419.99    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55111.58     | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1393000 | PA      | $1462642.41   | 0.18%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                  | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11112.01     | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                  | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    334000 | PA      | $314162.55    | 0.04%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                               | Heineken NV                                                                      | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    882000 | PA      | $862334.78    | 0.11%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                 | Hess Corp                                                                        | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45136.53     | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                          | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331453.02    | 0.04%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                               | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75718.08     | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                   | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62640.27     | 0.01%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                   | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129133.86    | 0.02%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                     | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    291000 | PA      | $302477.59    | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                       | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $158291.93    | 0.02%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                       | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    102000 | PA      | $88380.56     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338410.22    | 0.04%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUTCHISON WHAM INT 03/33                  | Hutchison Whampoa International 03/33 Ltd                                        | CUSIP: 44841SAC3<br>LEI: 254900B7MU61GFDN5511 | Long             | DBT              | CORP              | KY        |    920000 | PA      | $1058012.52   | 0.13%             | 2033-11-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102014.59    | 0.01%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102342.36    | 0.01%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                              | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101848.80    | 0.01%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92037.59     | 0.01%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    401000 | PA      | $395412.23    | 0.05%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    233000 | PA      | $224450.04    | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10047.24     | 0.00%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11030.03     | 0.00%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                   | Hyundai Capital America                                                          | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9067.79      | 0.00%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                   | Illinois Tool Works Inc                                                          | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    348000 | PA      | $281432.56    | 0.03%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                         | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $176937.19    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                   | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $377190.37    | 0.05%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                  | Integris Baptist Medical Center Inc                                              | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69707.02     | 0.01%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                  | International Business Machines Corp                                             | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    808000 | PA      | $699137.62    | 0.09%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18991.62     | 0.00%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686141.25    | 0.08%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                      | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345311.54    | 0.04%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                    | Santander Holdings USA Inc                                                       | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115763.70    | 0.01%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                        | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $147280.88    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                      | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    460000 | PA      | $388240.00    | 0.05%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                           | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    141000 | PA      | $102398.41    | 0.01%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    140000 | PA      | $93914.63     | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                          | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    157000 | PA      | $130837.74    | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                   | Philippine Government International Bond                                         | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    211000 | PA      | $243884.42    | 0.03%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                  | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8672.83      | 0.00%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253676.49    | 0.03%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221405.53    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    670000 | PA      | $429763.34    | 0.05%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    714000 | PA      | $704448.39    | 0.09%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                        | Vodafone Group PLC                                                               | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $79361.40     | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    332000 | PA      | $305232.70    | 0.04%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    344000 | PA      | $354245.53    | 0.04%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                   | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147319.24    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                  | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3976.60      | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                   | Philippine Government International Bond                                         | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    394000 | PA      | $430021.57    | 0.05%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                        | Republic of Poland Government International Bond                                 | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     15000 | PA      | $15078.19     | 0.00%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                  | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209121.61    | 0.03%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Act            | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241526 | PA      | $242082.99    | 0.03%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                        | Republic of Poland Government International Bond                                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    946000 | PA      | $858693.88    | 0.10%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                               | Prologis LP                                                                      | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23661.02     | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                  | Hartford HealthCare Corp                                                         | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    465000 | PA      | $316806.54    | 0.04%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                    | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319297.72    | 0.04%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                              | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    374000 | PA      | $349968.55    | 0.04%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                  | WEA Finance LLC / Westfield UK & Europe Finance PLC                              | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $158949.00    | 0.02%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                    | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26726.02     | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                  | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61995.21     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FA6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159436.46    | 0.02%             | 2026-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149355.89    | 0.02%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                  | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18394.69     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                  | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $126656.17    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68511.12     | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                               | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    640000 | PA      | $640360.24    | 0.08%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                  | Florida Power & Light Co                                                         | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    226000 | PA      | $179630.65    | 0.02%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O            | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $269090.33    | 0.03%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F            | Ford Credit Auto Owner Trust/Ford Credit                                         | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $364820.04    | 0.04%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust              | Ford Credit Auto Owner Trust 2024-A                                              | CUSIP: 34535EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $156990.47    | 0.02%             | 2029-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                  | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8367.23      | 0.00%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| WAND NEWCO 3 INC                          | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192102.06    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    404000 | PA      | $408651.20    | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu            | JPMBB Commercial Mortgage Securities Trust 2015-C33                              | CUSIP: 46645JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42476 | PA      | $42188.29     | 0.01%             | 2048-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                      | Waste Management Inc                                                             | CUSIP: 94106LBB4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58578.78     | 0.01%             | 2035-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                               | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4869.96      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                           | Hillenbrand Inc                                                                  | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56907.95     | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40137 | PA      | $39612.93     | 0.00%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $171619.04    | 0.02%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    447000 | PA      | $437864.78    | 0.05%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                  | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      3000 | PA      | $3042.01      | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                  | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7676.63      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37818.00     | 0.00%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236225.11    | 0.03%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                      | Weir Group PLC/The                                                               | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    281000 | PA      | $272814.74    | 0.03%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161015.63    | 0.02%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392501.01    | 0.05%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1265296.96   | 0.15%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    506000 | PA      | $484368.26    | 0.06%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    527000 | PA      | $528539.80    | 0.06%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1068693.97   | 0.13%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    544630 | PA      | $538508.15    | 0.07%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor            | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $133543.54    | 0.02%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                  | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAA3<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-MBS          | CORP              | US        |    143957 | PA      | $143972.63    | 0.02%             | 2054-08-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                     | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132140.94    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    279000 | PA      | $299180.48    | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                  | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13778.54     | 0.00%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                   | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112324.28    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28058.32     | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    634000 | PA      | $650518.58    | 0.08%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                  | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274312 | PA      | $277580.11    | 0.03%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                   | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3949.54      | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                         | Johnson & Johnson                                                                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    256000 | PA      | $215894.16    | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                      | Juniper Networks Inc                                                             | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    549000 | PA      | $470665.89    | 0.06%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                              | KBC Group NV                                                                     | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    245000 | PA      | $251115.41    | 0.03%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                      | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13759.38     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                   | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    435000 | PA      | $386701.41    | 0.05%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                  | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6246.83      | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                 | Kellanova                                                                        | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35660.39     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                | Kenvue Inc                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    177000 | PA      | $161311.98    | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                | Kenvue Inc                                                                       | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37098.88     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                          | Kilroy Realty LP                                                                 | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    261000 | PA      | $204821.03    | 0.03%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                       | Kimco Realty OP LLC                                                              | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    390000 | PA      | $373657.42    | 0.05%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KFW                                       | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    480000 | PA      | $475165.63    | 0.06%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                        | Macquarie Bank Ltd                                                               | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    863000 | PA      | $801749.54    | 0.10%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                       | Macquarie Group Ltd                                                              | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    347000 | PA      | $348216.66    | 0.04%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl            | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22000 | PA      | $22107.23     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl            | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $414061.91    | 0.05%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1310760.76   | 0.16%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                     | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65261.29     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| THE CAMPBELLS COMPANY                     | The Campbell's Company                                                           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10018.86     | 0.00%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                     | The Campbell's Company                                                           | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192887.79    | 0.02%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank              | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179428 | PA      | $181445.83    | 0.02%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                   | Pediatrix Medical Group Inc                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8697.01      | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                  | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5956.62      | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                    | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $98114.72     | 0.01%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                     | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311147.04    | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                  | RTX Corp                                                                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $77572.56     | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                  | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7542.82      | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                           | CUSIP: 77586RAC4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $85581.54     | 0.01%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                            | S&P Global Inc                                                                   | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    185000 | PA      | $136364.60    | 0.02%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                            | S&P Global Inc                                                                   | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    119000 | PA      | $86279.82     | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314771.48    | 0.04%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                  | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25403.96     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                   | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     28000 | PA      | $27329.19     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                  | Texas Eastern Transmission LP                                                    | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    297000 | PA      | $289543.12    | 0.04%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORP                      | Thomson Reuters Corp                                                             | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $89243.74     | 0.01%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    502000 | PA      | $476233.28    | 0.06%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    879000 | PA      | $836354.77    | 0.10%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                  | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101184.90    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                 | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158000 | PA      | $159507.51    | 0.02%             | 2041-03-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4833000 | PA      | $4654405.57   | 0.57%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $268359.38    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1851000 | PA      | $1663947.77   | 0.20%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2872000 | PA      | $2740067.50   | 0.33%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                    | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    413000 | PA      | $421431.70    | 0.05%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                  | Renesas Electronics Corp                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    376000 | PA      | $360701.22    | 0.04%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $633445.31    | 0.08%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4987.50      | 0.00%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42763 | PA      | $43413.34     | 0.01%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust              | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61952 | PA      | $62625.63     | 0.01%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                     | Republic Services Inc                                                            | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129952.22    | 0.02%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                     | Republic Services Inc                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    212000 | PA      | $211782.09    | 0.03%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM US FINANCE LUXEMB                  | Holcim US Finance Luxembourg SA                                                  | CUSIP: 43474TAB9<br>LEI: 529900CXLAPDSXWXLL07 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $74633.38     | 0.01%             | 2039-09-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                     | Holcim Finance US LLC                                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165736.40    | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                            | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    138000 | PA      | $114253.65    | 0.01%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    324000 | PA      | $279213.48    | 0.03%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                       | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    111000 | PA      | $102802.42    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers             | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $447612.89    | 0.05%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108133.66    | 0.01%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    965000 | PA      | $968379.38    | 0.12%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                     | Holcim Finance US LLC                                                            | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243612.07    | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                            | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12141.03     | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $230095.65    | 0.03%             | 2050-09-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $205794.09    | 0.03%             | 2035-07-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T            | Honda Auto Receivables 2025-1 Owner Trust                                        | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323000 | PA      | $325480.06    | 0.04%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                         | Hormel Foods Corp                                                                | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     93000 | PA      | $59239.77     | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                  | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1409911.05   | 0.17%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                       | Fortive Corp                                                                     | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    349000 | PA      | $275580.05    | 0.03%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                  | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18880.20     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                      | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4996.63      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                     | Holcim Finance US LLC                                                            | CUSIP: 50587KAA9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339125.58    | 0.04%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                          | MDC Holdings Inc                                                                 | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     32000 | PA      | $23134.75     | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                     | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    201000 | PA      | $207474.82    | 0.03%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                  | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232263 | PA      | $230610.40    | 0.03%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                   | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12393.01     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                      | Eleven Madison Trust 2015-11MD Mortgage Trust                                    | CUSIP: 556227AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129000 | PA      | $122278.68    | 0.01%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                      | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    420000 | PA      | $383087.88    | 0.05%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                         | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     14000 | PA      | $14021.69     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                  | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101000 | PA      | $100636.29    | 0.01%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    955000 | PA      | $983312.20    | 0.12%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                           | Sealed Air Corp                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130713.26    | 0.02%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                           | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30671.66     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                              | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    508000 | PA      | $489522.01    | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                    | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     76000 | PA      | $60190.87     | 0.01%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                 | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10058.89     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                             | AEP Texas Inc                                                                    | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    179000 | PA      | $177743.46    | 0.02%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                             | AIA Group Ltd                                                                    | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    213000 | PA      | $161184.65    | 0.02%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                          | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2292.23      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                          | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3175.06      | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                            | ANGI Group LLC                                                                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6474.71      | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                      | AP Moller - Maersk A/S                                                           | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |   1006000 | PA      | $1041206.70   | 0.13%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36669 | PA      | $36537.75     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                  | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $300904.86    | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    568000 | PA      | $550689.40    | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    455000 | PA      | $457744.09    | 0.06%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    240000 | PA      | $236570.28    | 0.03%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1173000 | PA      | $1137787.09   | 0.14%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4709.68      | 0.00%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                        | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8196.49      | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                     | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $195384.73    | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645000 | PA      | $666845.63    | 0.08%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                    | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127802.21    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                     | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $452675.32    | 0.06%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                     | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $496262.65    | 0.06%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                    | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66089.06     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN LIFE                   | Western And Southern Life Insurance Co/The                                       | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |    244000 | PA      | $161330.58    | 0.02%             | 2061-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group PLC                                                                | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193549.87    | 0.02%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government International Bond                           | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $135021.60    | 0.02%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                              | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9134.21      | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Manhattan West                            | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249000 | PA      | $228243.70    | 0.03%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                         | Marathon Oil Corp                                                                | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44704.39     | 0.01%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                         | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $262559.85    | 0.03%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                         | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    496000 | PA      | $497886.11    | 0.06%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                  | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44184.51     | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                    | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104056.73    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MRT MID PART/MRT MID FIN                  | Martin Midstream Partners LP / Martin Midstream Finance Corp                     | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7402.53      | 0.00%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                   | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $56478.54     | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                            | Mastercard Inc                                                                   | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    208000 | PA      | $207111.77    | 0.03%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    413000 | PA      | $371000.13    | 0.05%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    797000 | PA      | $758679.95    | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                    | Sequoia Mortgage Trust 2024-7                                                    | CUSIP: 81748EAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118566 | PA      | $117788.08    | 0.01%             | 2054-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                  | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70792.08     | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                    | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120985.10    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                     | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9243.06      | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295632.94    | 0.04%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TTX CO                                    | TTX Co                                                                           | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    358000 | PA      | $299432.41    | 0.04%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                     | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5739.03      | 0.00%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                    | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8822.01      | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    196139 | PA      | $197011.62    | 0.02%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    152000 | PA      | $153757.21    | 0.02%             | 2049-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490390.04    | 0.06%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    385000 | PA      | $390472.11    | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    431871 | PA      | $362249.41    | 0.04%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275912 | PA      | $261617.00    | 0.03%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                  | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    249000 | PA      | $246356.54    | 0.03%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                  | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    122000 | PA      | $111832.59    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197953 | PA      | $192386.13    | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40734 | PA      | $40513.91     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                    | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20997.02     | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                   | Champions Financing Inc                                                          | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6510.36      | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CHART INDUSTRIES INC                      | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9381.95      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $189414.54    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                   | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11252.12     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                            | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    217000 | PA      | $213457.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230739 | PA      | $230802.62    | 0.03%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust 2025-1                                         | CUSIP: 16160TAD0<br>LEI: 529900UNQTJFSNGLF721 | Long             | ABS-MBS          | CORP              | US        |    344874 | PA      | $346923.93    | 0.04%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                       | Air Liquide Finance SA                                                           | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    238000 | PA      | $174127.70    | 0.02%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                            | Air Lease Corp                                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    394000 | PA      | $380070.35    | 0.05%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350331 | PA      | $353063.28    | 0.04%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora            | Chase Home Lending Mortgage Trust Series 2024-2                                  | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64025 | PA      | $63992.53     | 0.01%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                            | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454291.60    | 0.06%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    192000 | PA      | $192605.93    | 0.02%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                      | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    436000 | PA      | $381104.75    | 0.05%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                    | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59840.91     | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    573000 | PA      | $456140.41    | 0.06%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                  | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $197269.60    | 0.02%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $374474.20    | 0.05%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15313.65     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                   | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191372.58    | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                      | Allina Health System                                                             | CUSIP: 01959LAA0<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    582000 | PA      | $499707.67    | 0.06%             | 2045-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                      | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284999.40    | 0.03%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $31267.28     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386138.13    | 0.05%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109925.26    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                       | Amer Sports Co                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6227.63      | 0.00%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                               | Ameren Corp                                                                      | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350579.21    | 0.04%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                    | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42637.44     | 0.01%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                | Mattel Inc                                                                       | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    315000 | PA      | $296676.58    | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                         | Mount Sinai Hospital/The                                                         | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     33000 | PA      | $23187.88     | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| MULTICARE HEALTH SYSTEM                   | MultiCare Health System                                                          | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |     82000 | PA      | $47836.56     | 0.01%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                           | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227490.52    | 0.03%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                             | J M Smucker Co/The                                                               | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27302.53     | 0.00%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                             | J M Smucker Co/The                                                               | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $376075.47    | 0.05%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                      | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27552.09     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                       | Toledo Hospital/The                                                              | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132735.45    | 0.02%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                  | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    706000 | PA      | $661790.96    | 0.08%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                 | Chesapeake Funding II LLC                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    216197 | PA      | $217732.01    | 0.03%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                       | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20487.17     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                   | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     64000 | PA      | $44826.63     | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                               | SREIT Trust 2021-PALM                                                            | CUSIP: 85237AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $173809.87    | 0.02%             | 2034-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                  | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76028.35     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                    | Standard Chartered PLC                                                           | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202387.73    | 0.02%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                  | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $176419.64    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140591 | PA      | $133148.91    | 0.02%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24243 | PA      | $22974.36     | 0.00%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    503775 | PA      | $491197.20    | 0.06%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500422 | PA      | $498760.70    | 0.06%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120913 | PA      | $121944.32    | 0.01%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44472 | PA      | $43132.24     | 0.01%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51657 | PA      | $52356.90     | 0.01%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50553 | PA      | $49100.85     | 0.01%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                        | Ameren Illinois Co                                                               | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173029.93    | 0.02%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                   | America Movil SAB de CV                                                          | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    277000 | PA      | $269700.02    | 0.03%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                  | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    519967 | PA      | $493465.53    | 0.06%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                     | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61441 | PA      | $59571.33     | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83024 | PA      | $82439.59     | 0.01%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124566 | PA      | $120986.94    | 0.01%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                  | American Airlines 2016-3 Class AA Pass Through Trust                             | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59829 | PA      | $56188.12     | 0.01%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                   | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169061 | PA      | $154834.31    | 0.02%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YS47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48006 | PA      | $45256.85     | 0.01%             | 2054-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YS62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77926 | PA      | $77321.99     | 0.01%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                       | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3757.21      | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                           | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11354.55     | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164842 | PA      | $155384.55    | 0.02%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36440 | PA      | $36153.97     | 0.00%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                     | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $327048.96    | 0.04%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2018-2                                                 | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96679.59     | 0.01%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                            | Starbucks Corp                                                                   | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    349000 | PA      | $309965.19    | 0.04%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9344.01      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    246000 | PA      | $247346.55    | 0.03%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141293.42    | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                   | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283469.39    | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                                                | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    303000 | PA      | $263230.26    | 0.03%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                    | Planet Financial Group LLC                                                       | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8853.43      | 0.00%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                      | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65261.54     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29827 | PA      | $28893.58     | 0.00%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association                                         | CUSIP: 38382GUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46937 | PA      | $35167.60     | 0.00%             | 2050-07-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $83851.33     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $221975.52    | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                    | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $281663.34    | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                     | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233000 | PA      | $232318.54    | 0.03%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                     | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7404.75      | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $224727.00    | 0.03%             | 2044-08-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102643.50    | 0.01%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36754.81     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                       | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12996.95     | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98102.41     | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                              | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27380.61     | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64817.74     | 0.01%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15126.67     | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                       | CommonSpirit Health                                                              | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    777000 | PA      | $709054.05    | 0.09%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                    | Commonwealth Bank of Australia                                                   | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    892000 | PA      | $910461.14    | 0.11%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                             | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10374.68     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                    | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    301000 | PA      | $296197.49    | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99000 | PA      | $99302.37     | 0.01%             | 2044-05-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15179 | PA      | $15138.02     | 0.00%             | 2042-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512048.80    | 0.06%             | 2042-01-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $517805.70    | 0.06%             | 2043-07-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $58446.67     | 0.01%             | 2042-06-25      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $145088.81    | 0.02%             | 2045-02-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $425624.22    | 0.05%             | 2044-03-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                  | Olympus Water US Holding Corp                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204182.88    | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T            | EFMT 2024-INV2                                                                   | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    172941 | PA      | $170862.31    | 0.02%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                          | Farmers Insurance Exchange                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    197000 | PA      | $157600.80    | 0.02%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QPPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33888 | PA      | $31045.94     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QPSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116238 | PA      | $106542.34    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQ6W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129031 | PA      | $121738.10    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QQMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249515 | PA      | $235393.19    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QR3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41559 | PA      | $41948.74     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21005 | PA      | $20811.40     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QRVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46372 | PA      | $44977.18     | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QSAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849814 | PA      | $803622.50    | 0.10%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794211 | PA      | $771372.20    | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QSK91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60534 | PA      | $59906.26     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133669 | PA      | $137075.63    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XDCD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468331 | PA      | $382715.37    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XDS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226774 | PA      | $177634.83    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFFS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370751 | PA      | $304236.24    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90192 | PA      | $91148.56     | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    369000 | PA      | $336376.48    | 0.04%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76358 | PA      | $59844.15     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29252 | PA      | $24910.94     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84064 | PA      | $65395.89     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XHSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451586 | PA      | $371073.85    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XHYJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293798 | PA      | $261955.17    | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                    | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3992.40      | 0.00%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39354 | PA      | $37066.60     | 0.00%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24565 | PA      | $23796.49     | 0.00%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun            | American Express Credit Account Master Trust                                     | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $916929.92    | 0.11%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun            | American Express Credit Account Master Trust                                     | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $600567.30    | 0.07%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                    | American Honda Finance Corp                                                      | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54497.13     | 0.01%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                  | American Transmission Systems Inc                                                | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $95865.98     | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2022-4                                                 | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92368 | PA      | $87660.86     | 0.01%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227686 | PA      | $228773.42    | 0.03%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2024-CES4                                              | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225521 | PA      | $223861.40    | 0.03%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214093 | PA      | $214050.52    | 0.03%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                       | American University/The                                                          | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    327000 | PA      | $241353.58    | 0.03%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27620.73     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                         | Toyota Motor Corp                                                                | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    108000 | PA      | $95278.70     | 0.01%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan            | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    332000 | PA      | $337101.51    | 0.04%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    348000 | PA      | $245305.31    | 0.03%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58114.27     | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                     | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $33215.70     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                     | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $81422.23     | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20904.15     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                 | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    376000 | PA      | $354849.08    | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                          | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3825.36      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                         | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202651.61    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva            | Amur Equipment Finance Receivables XV LLC                                        | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    214000 | PA      | $214943.29    | 0.03%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                  | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    355000 | PA      | $445378.79    | 0.05%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                  | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    477000 | PA      | $457538.76    | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                  | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    182000 | PA      | $163750.25    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                                                | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    354000 | PA      | $369236.70    | 0.05%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                                                | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    300000 | PA      | $299041.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                          | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27334.82     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                     | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11372.45     | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association                                         | CUSIP: 38382TV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32243 | PA      | $26295.38     | 0.00%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CO                  | Great Canadian Gaming Corp                                                       | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4846.65      | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                 | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18068.77     | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                      | Tencent Holdings Ltd                                                             | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    353000 | PA      | $346463.50    | 0.04%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    164000 | PA      | $159306.10    | 0.02%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    284000 | PA      | $249104.66    | 0.03%             | 2031-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565ECF0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81464.49     | 0.01%             | 2033-08-11      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                        | BMW US Capital LLC                                                               | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    379000 | PA      | $379937.01    | 0.05%             | 2029-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    207000 | PA      | $215616.85    | 0.03%             | 2034-12-05      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    369000 | PA      | $372812.08    | 0.05%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    833000 | PA      | $802528.88    | 0.10%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    995000 | PA      | $879115.70    | 0.11%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $215429.66    | 0.03%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                           | Goodgreen 2021-1 Trust                                                           | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95420 | PA      | $77380.78     | 0.01%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9668.12      | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139199.60    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72055.42     | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118807.85    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                     | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9821.77      | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                  | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $193728.29    | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                  | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $214139.95    | 0.03%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                     | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $428510.74    | 0.05%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44442 | PA      | $44062.58     | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    430000 | PA      | $432034.25    | 0.05%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4798.85      | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    261000 | PA      | $247627.32    | 0.03%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    256000 | PA      | $259709.17    | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                          | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405989.03    | 0.05%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LV Trust                                  | Fashion Show Mall LLC                                                            | CUSIP: 50245XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170788.68    | 0.02%             | 2041-10-10      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                       | LYB International Finance III LLC                                                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212819.74    | 0.03%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                      | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13660.11     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    147000 | PA      | $129212.95    | 0.02%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $466125.82    | 0.06%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175762.53    | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS HO                   | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191019.01    | 0.02%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group PLC                                                         | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $545063.19    | 0.07%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                     | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11066.98     | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                            | Lowe's Cos Inc                                                                   | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    348000 | PA      | $252117.33    | 0.03%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                      | Appalachian Power Co                                                             | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113843.26    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                             | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    795000 | PA      | $800587.99    | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                             | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297101.56    | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                             | AppLovin Corp                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    480000 | PA      | $479242.53    | 0.06%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| APPLOVIN CORP                             | AppLovin Corp                                                                    | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128826.52    | 0.02%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                        | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27902 | PA      | $25526.14     | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                        | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476605 | PA      | $481136.28    | 0.06%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $236854.84    | 0.03%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                      | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5927.38      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                  | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64978.65     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                  | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $97667.22     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHZ0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102330.15    | 0.01%             | 2030-06-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJG0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $313510.84    | 0.04%             | 2028-10-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    184000 | PA      | $184577.54    | 0.02%             | 2029-08-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    699000 | PA      | $674695.56    | 0.08%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    340000 | PA      | $305099.68    | 0.04%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2025-C12 Mortgage Trust                                                      | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $340073.92    | 0.04%             | 2058-06-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    349000 | PA      | $325435.81    | 0.04%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                 | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314287.54    | 0.04%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                  | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    609000 | PA      | $605029.60    | 0.07%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                   | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    352000 | PA      | $357945.94    | 0.04%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $157466.31    | 0.02%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                       | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4079.38      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                       | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65944.79     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                            | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     11000 | PA      | $11013.27     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch             | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217000 | PA      | $218757.79    | 0.03%             | 2039-08-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                             | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6589.33      | 0.00%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr            | BA Credit Card Trust                                                             | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $932214.10    | 0.11%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                  | Kimmeridge Texas Gas LLC                                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7894.53      | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                       | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    214000 | PA      | $212347.00    | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78617.61     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKG INC                                   | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154272.35    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                                | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    241000 | PA      | $203848.10    | 0.02%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                                | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56226.34     | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                     | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9261.06      | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    167000 | PA      | $171613.40    | 0.02%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                   | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20458.29     | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                   | Korea Electric Power Corp                                                        | CUSIP: 500631AW6<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |    703000 | PA      | $696710.34    | 0.09%             | 2027-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                 | Kubota Credit Owner Trust 2024-2                                                 | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171000 | PA      | $174164.76    | 0.02%             | 2030-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                 | Kubota Credit Owner Trust 2025-1                                                 | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393000 | PA      | $396083.95    | 0.05%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                         | Union Electric Co                                                                | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130774.16    | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                        | Union Pacific Corp                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35434.33     | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                   | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119249 | PA      | $121175.35    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                  | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24945 | PA      | $23379.36     | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    630000 | PA      | $634012.27    | 0.08%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1155417.36   | 0.14%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    590000 | PA      | $595437.81    | 0.07%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                            | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $91662.86     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                  | United Airlines 2019-2 Class AA Pass Through Trust                               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155919 | PA      | $137735.41    | 0.02%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                       | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8532.90      | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                            | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $168531.84    | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                   | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257281.96    | 0.03%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                   | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431802 | PA      | $433735.51    | 0.05%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                   | United Airlines 2014-1 Class A Pass Through Trust                                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65108 | PA      | $64258.34     | 0.01%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                    | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200431.61    | 0.02%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ZIFF DAVIS INC                            | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5432.45      | 0.00%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                             | LGI Homes Inc                                                                    | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7074.70      | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                             | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208651.69    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                             | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21008.23     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                      | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10978.40     | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                  | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $353920.66    | 0.04%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106648.85    | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15883.46     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| OneMain Financial Issuance Tru            | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203811.67    | 0.02%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                             | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162979.83    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                               | TriMas Corp                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5638.51      | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                            | Lowe's Cos Inc                                                                   | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    119000 | PA      | $112949.95    | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus            | M&T Bank Auto Receivables Trust 2025-1                                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137000 | PA      | $137499.17    | 0.02%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                       | Trinity Health Corp                                                              | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    658000 | PA      | $457322.40    | 0.06%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                          | Triton Container International Ltd                                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    216000 | PA      | $184010.72    | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                      | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    299000 | PA      | $294417.63    | 0.04%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2021-NQM3 Trust                                                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290005 | PA      | $235087.96    | 0.03%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                     | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99750.00     | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2505.03      | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2023-NQM7 Trust                                                              | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |    185331 | PA      | $187089.69    | 0.02%             | 2063-04-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    196597 | PA      | $197183.87    | 0.02%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    497000 | PA      | $533829.49    | 0.07%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                  | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9462.43      | 0.00%             | 2032-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    373563 | PA      | $369397.20    | 0.05%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAE4<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    129935 | PA      | $128541.20    | 0.02%             | 2064-09-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                           | Tyson Foods Inc                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    349000 | PA      | $344429.22    | 0.04%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                     | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81588.81     | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                 | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $406539.65    | 0.05%             | 2039-12-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-MBS          | CORP              | US        |    382806 | PA      | $381734.37    | 0.05%             | 2055-02-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association            | US Bank NA                                                                       | CUSIP: 90357PBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    257784 | PA      | $256664.98    | 0.03%             | 2032-02-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4590.55      | 0.00%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAB0<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    160660 | PA      | $161188.01    | 0.02%             | 2055-05-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAC8<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    162631 | PA      | $163162.25    | 0.02%             | 2055-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                            | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32196.98     | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                        | Ohio Power Co                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    186000 | PA      | $109221.08    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2685000 | PA      | $2329132.62   | 0.28%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9278.31      | 0.00%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4717.38      | 0.00%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1268000 | PA      | $1169581.40   | 0.14%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    367000 | PA      | $379805.39    | 0.05%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                    | Oman Government International Bond                                               | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    405000 | PA      | $397053.90    | 0.05%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                      | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77370.65     | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $5981.31      | 0.00%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4925.64      | 0.00%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    244000 | PA      | $221435.84    | 0.03%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    235000 | PA      | $163140.18    | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    920000 | PA      | $918482.13    | 0.11%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1291000 | PA      | $1176272.46   | 0.14%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust            | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $165119.34    | 0.02%             | 2039-07-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                  | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11840.11     | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    140000 | PA      | $94915.47     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    349000 | PA      | $324063.11    | 0.04%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11000 | PA      | $10970.36     | 0.00%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4971.82      | 0.00%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                     | Province of Ontario Canada                                                       | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    275000 | PA      | $282332.97    | 0.03%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                             | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $42885.07     | 0.01%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    420000 | PA      | $278686.75    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    702000 | PA      | $464518.90    | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $379319.54    | 0.05%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1414000 | PA      | $1346862.62   | 0.16%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    205000 | PA      | $140132.73    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                          | ASB Bank Ltd                                                                     | CUSIP: 00216LAG8<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    323000 | PA      | $325177.44    | 0.04%             | 2026-06-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    512000 | PA      | $513760.00    | 0.06%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1610000 | PA      | $1613710.55   | 0.20%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                    | AS Mileage Plan IP Ltd                                                           | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    231000 | PA      | $224283.60    | 0.03%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                     | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14320.90     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1674000 | PA      | $1679000.12   | 0.21%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    658000 | PA      | $648155.70    | 0.08%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $169587.81    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    265000 | PA      | $249758.21    | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1139680.45   | 0.14%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102259.05    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179036.56    | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                             | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8708.48      | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263681.97    | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                  | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124235.21    | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1510000 | PA      | $1500798.44   | 0.18%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1455000 | PA      | $1449518.62   | 0.18%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                  | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66146.89     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                    | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7209.77      | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                          | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $92984.34     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $475522.26    | 0.06%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    606000 | PA      | $593264.53    | 0.07%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    587703 | PA      | $589612.84    | 0.07%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    794000 | PA      | $557118.17    | 0.07%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2472000 | PA      | $1513134.39   | 0.18%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                           | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8047.46      | 0.00%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                      | Adventist Health System/West                                                     | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5537.92      | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2956337.90   | 0.36%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1334000 | PA      | $1230745.28   | 0.15%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204857.15    | 0.03%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    351000 | PA      | $364297.97    | 0.04%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                      | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    292000 | PA      | $258378.75    | 0.03%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93157.27     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                        | Boston Gas Co                                                                    | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18491.19     | 0.00%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Is            | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453000 | PA      | $454041.07    | 0.06%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                  | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    104000 | PA      | $102619.61    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                      | Adventist Health System/West                                                     | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     33000 | PA      | $21675.16     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ATI INC                                   | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271174.88    | 0.03%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1311000 | PA      | $1201869.49   | 0.15%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4624.74      | 0.00%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                | Leidos Inc                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226142.23    | 0.03%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288465.54    | 0.04%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                   | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8362.78      | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                  | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $180620.12    | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4695.75      | 0.00%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    888000 | PA      | $887080.78    | 0.11%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                     | Level 3 Financing Inc                                                            | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    135000 | PA      | $147623.77    | 0.02%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                     | Level 3 Financing Inc                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      8000 | PA      | $9062.61      | 0.00%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $405419.53    | 0.05%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3005000 | PA      | $2996196.28   | 0.37%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                     | Level 3 Financing Inc                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5635.88      | 0.00%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                     | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8822.59      | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                   | Aris Water Holdings LLC                                                          | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275992.12    | 0.03%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                    | Arizona Public Service Co                                                        | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88484.07     | 0.01%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                  | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18252.80     | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VALE SA                                   | Vale SA                                                                          | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    157000 | PA      | $149051.09    | 0.02%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3823.81      | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     84000 | PA      | $90521.27     | 0.01%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                        | Valero Energy Corp                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314301.74    | 0.04%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                             | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11518.65     | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50294.50     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348681.62    | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vanguard Total International B            | Vanguard Total International Bond ETF                                            | CUSIP: 92203J407<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1652207 | NS      | $81701636.15  | 9.98%             |  |  |  | No            |                  1 | On Loan: —       |
| Vantage Data Centers LLC                  | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $108615.10    | 0.01%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                    | Mutual of Omaha Insurance Co                                                     | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391499.54    | 0.05%             | 2064-01-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    353000 | PA      | $348419.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                   | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120366.77    | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                          | ASB Bank Ltd                                                                     | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    159000 | PA      | $159102.19    | 0.02%             | 2032-06-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                | Sodexo Inc                                                                       | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206185.43    | 0.03%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                      | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115971.35    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                  | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7956.81      | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                  | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $235966.19    | 0.03%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                    | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5688.61      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XPO INC                                   | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202014.46    | 0.02%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  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        |    415497 | PA      | $406395.63    | 0.05%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                   | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219368 | PA      | $217812.69    | 0.03%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                        | Banco Santander SA                                                               | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $640587.46    | 0.08%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO INBURSA                             | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa          | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    349000 | PA      | $343659.77    | 0.04%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                  | United Airlines 2024-1 Class AA Pass Through Trust                               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    654256 | PA      | $652115.28    | 0.08%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    140000 | PA      | $120486.53    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                    | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6254.00      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1433067.89   | 0.18%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    675000 | PA      | $663029.52    | 0.08%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                  | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $119640.45    | 0.01%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                          | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180300.89    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    403000 | PA      | $354781.05    | 0.04%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    349000 | PA      | $334813.15    | 0.04%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29904.06     | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2023-5YR2                                                                  | CUSIP: 06211CAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $87461.90     | 0.01%             | 2056-07-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                  | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20412.70     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                    | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20267.05     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795000 | PA      | $499250.68    | 0.06%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    338000 | PA      | $193663.44    | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                     | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    452000 | PA      | $452584.66    | 0.06%             | 2026-09-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    320000 | PA      | $307997.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4580.80      | 0.00%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    776000 | PA      | $787761.25    | 0.10%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    177000 | PA      | $192146.29    | 0.02%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    331000 | PA      | $333851.77    | 0.04%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                                                          | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    142000 | PA      | $141396.23    | 0.02%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $371822.26    | 0.05%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    684000 | PA      | $695595.93    | 0.08%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    864000 | PA      | $868792.50    | 0.11%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3461000 | PA      | $3411586.13   | 0.42%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    702000 | PA      | $698709.38    | 0.09%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK 2025-BNK50                                                                  | CUSIP: 064908AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $251701.77    | 0.03%             | 2068-05-15      | Fixed         | 5.65%                 | No            |                  3 | On Loan: No      |
| Bank                                      | BANK 2019-BNK17                                                                  | CUSIP: 065403BH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $219024.96    | 0.03%             | 2052-04-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    683000 | PA      | $682885.17    | 0.08%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3055000 | PA      | $3055775.70   | 0.37%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $257624.61    | 0.03%             | 2057-12-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    276000 | PA      | $275907.37    | 0.03%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    263000 | PA      | $263862.97    | 0.03%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1256000 | PA      | $1253178.91   | 0.15%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6433000 | PA      | $6287001.07   | 0.77%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300792.95    | 0.04%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5641000 | PA      | $5698291.41   | 0.70%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    296000 | PA      | $299532.34    | 0.04%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    548000 | PA      | $550889.85    | 0.07%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9783000 | PA      | $9812998.69   | 1.20%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7772000 | PA      | $7791208.11   | 0.95%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1496000 | PA      | $1511252.18   | 0.18%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    829000 | PA      | $834021.81    | 0.10%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $540165.53    | 0.07%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1638000 | PA      | $1679813.78   | 0.21%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Is            | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135389.33    | 0.02%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248889.95    | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14219000 | PA      | $14262323.59  | 1.74%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    902000 | PA      | $908260.51    | 0.11%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    560000 | PA      | $553742.20    | 0.07%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                  | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8000 | PA      | $6951.02      | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    894000 | PA      | $913084.81    | 0.11%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $220615.73    | 0.03%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2856000 | PA      | $2896274.05   | 0.35%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4153000 | PA      | $4188689.84   | 0.51%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2911000 | PA      | $2946705.22   | 0.36%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    868000 | PA      | $872441.72    | 0.11%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1536000 | PA      | $1550820.00   | 0.19%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    869000 | PA      | $871579.84    | 0.11%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3378000 | PA      | $3387566.60   | 0.41%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                     | Universal Health Services Inc                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29893.94     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                         | OneSky Flight LLC                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7045.61      | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust            | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $219649.92    | 0.03%             | 2039-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    253000 | PA      | $262913.34    | 0.03%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    540000 | PA      | $560119.75    | 0.07%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                       | Ashtead Capital Inc                                                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    232000 | PA      | $229308.50    | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                       | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    349000 | PA      | $351946.48    | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                  | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10296.12     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                           | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    330000 | PA      | $317084.16    | 0.04%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                    | Asian Development Bank                                                           | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    135000 | PA      | $134133.51    | 0.02%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                | Atkore Inc                                                                       | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14508.28     | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                  | Australia & New Zealand Banking Group Ltd/New York NY                            | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    361000 | PA      | $362935.97    | 0.04%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                   | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14215.39     | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    159000 | PA      | $156888.91    | 0.02%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGL2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100897.52    | 0.01%             | 2027-10-20      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91556.37     | 0.01%             | 2037-03-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201000 | PA      | $210384.35    | 0.03%             | 2057-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Bank                                      | BANK 2024-BNK47                                                                  | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745000 | PA      | $775172.20    | 0.09%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $592451.39    | 0.07%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 2024-5YR5                                                                  | CUSIP: 065931BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69000 | PA      | $70943.86     | 0.01%             | 2029-02-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Bank5                                     | BANK5 Trust 2025-5YR13                                                           | CUSIP: 06650CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $362374.81    | 0.04%             | 2058-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH SO FLOR INC                  | Baptist Health South Florida Inc                                                 | CUSIP: 066836AB3<br>LEI: K6I7TB5M0RZYIMZN1Q07 | Long             | DBT              | CORP              | US        |    370000 | PA      | $310115.81    | 0.04%             | 2041-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $754484.36    | 0.09%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203733.74    | 0.02%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                     | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198623.10    | 0.02%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                        | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $366545.39    | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    113000 | PA      | $100334.33    | 0.01%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29217.88     | 0.00%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                   | Bayer US Finance II LLC                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74887.82     | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-C24                                                    | CUSIP: 07336VAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $218031.78    | 0.03%             | 2057-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $58254.00     | 0.01%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                          | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177899.45    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                       | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $140188.48    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                     | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128023.51    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                     | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15092.22     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                              | CaixaBank SA                                                                     | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    532000 | PA      | $576801.90    | 0.07%             | 2034-09-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                    | Calderys Financing LLC                                                           | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138237.57    | 0.02%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CALPINE CORP                              | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58096.26     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                           | Cameron LNG LLC                                                                  | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    298000 | PA      | $249464.66    | 0.03%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                           | Cameron LNG LLC                                                                  | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    688000 | PA      | $577540.77    | 0.07%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                  | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $30620.83     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                      | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27290.77     | 0.00%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    777000 | PA      | $787392.66    | 0.10%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    656000 | PA      | $683343.51    | 0.08%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $299708.54    | 0.04%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368927.70    | 0.05%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    810000 | PA      | $804268.33    | 0.10%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut            | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    241000 | PA      | $240472.98    | 0.03%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut            | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1794461.51   | 0.22%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                      | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $64880.71     | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                               | Cargill Inc                                                                      | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    222000 | PA      | $224478.79    | 0.03%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                               | Cargill Inc                                                                      | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82330.02     | 0.01%             | 2033-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                       | Carlyle Finance LLC                                                              | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $47317.53     | 0.01%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                             | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    355000 | PA      | $355208.28    | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                             | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     24000 | PA      | $23969.33     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza            | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286190 | PA      | $288351.21    | 0.04%             | 2050-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                           | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205298.53    | 0.03%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                       | Otis Worldwide Corp                                                              | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126476.39    | 0.02%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                         | Owens & Minor Inc                                                                | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10431.20     | 0.00%             | 2030-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                     | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    548000 | PA      | $572845.11    | 0.07%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                  | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15397.91     | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                            | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8003.60      | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $336730.89    | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $93741.00     | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                  | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $189403.46    | 0.02%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC              | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92439 | PA      | $92112.37     | 0.01%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC              | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232822 | PA      | $236388.67    | 0.03%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220771.78    | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    295000 | PA      | $312792.37    | 0.04%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I            | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $275317.49    | 0.03%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                   | DCP Midstream Operating LP                                                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    348000 | PA      | $356731.95    | 0.04%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2024-CES2                                                    | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73486 | PA      | $74061.50     | 0.01%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2023-CES3                                                    | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327619 | PA      | $332648.02    | 0.04%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    458000 | PA      | $422980.13    | 0.05%             | 2028-12-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228454.05    | 0.03%             | 2033-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management               | RCKT Mortgage Trust 2025-CES5                                                    | CUSIP: 74942CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $276128.05    | 0.03%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  3 | On Loan: No      |
| UPBOUND GROUP INC                         | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4778.39      | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                              | SK Hynix Inc                                                                     | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1290000 | PA      | $1341218.95   | 0.16%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| SK HYNIX INC                              | SK Hynix Inc                                                                     | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1156000 | PA      | $1180639.90   | 0.14%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                    | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    342000 | PA      | $338044.94    | 0.04%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27981.85     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                  | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    213000 | PA      | $197268.06    | 0.02%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                              | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5869.04      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SP POWERASSETS LTD                        | SP PowerAssets Ltd                                                               | CUSIP: 78462QAE9<br>LEI: 635400GIJMVHO4MDQI52 | Long             | DBT              | CORP              | SG        |    605000 | PA      | $587573.86    | 0.07%             | 2027-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                       | Sherwin-Williams Co/The                                                          | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4932.10      | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213626.05    | 0.03%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                  | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68024.49     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CART                                      | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92000 | PA      | $91779.80     | 0.01%             | 2041-08-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101830.70    | 0.01%             | 2041-12-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70826.26     | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    703000 | PA      | $712159.82    | 0.09%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                  | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204721.90    | 0.03%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                  | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7003.41      | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                    | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13388.61     | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    182000 | PA      | $140832.53    | 0.02%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                   | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106928.79    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                        | Siemens Funding BV                                                               | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $290395.54    | 0.04%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                        | Siemens Funding BV                                                               | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $290558.66    | 0.04%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166126 | PA      | $166484.18    | 0.02%             | 2041-06-20      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2021-2 Receivables Funding LLC                                  | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13604 | PA      | $13262.63     | 0.00%             | 2038-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co             | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101119 | PA      | $101622.27    | 0.01%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    243000 | PA      | $266177.38    | 0.03%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 268317AR5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    209000 | PA      | $172272.32    | 0.02%             | 2055-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    296000 | PA      | $293910.71    | 0.04%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T            | EFMT 2024-INV2                                                                   | CUSIP: 26844LAC2<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     98961 | PA      | $97907.12     | 0.01%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24803.20     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48833.40     | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                             | Sutter Health                                                                    | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64137.49     | 0.01%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                              | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123287.41    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                              | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    445000 | PA      | $424062.23    | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                    | Synovus Financial Corp                                                           | CUSIP: 87161CAN5<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10967.42     | 0.00%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                         | Sysco Corp                                                                       | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    164000 | PA      | $132031.73    | 0.02%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    428000 | PA      | $421576.13    | 0.05%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $327160.70    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245625 | PA      | $232333.29    | 0.03%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                            | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89408 | PA      | $80960.90     | 0.01%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                  | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    214000 | PA      | $215746.59    | 0.03%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                   | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15988.58     | 0.00%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $168377.17    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                              | Tapestry Inc                                                                     | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    295000 | PA      | $288749.45    | 0.04%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $236492.69    | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                          | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14365.51     | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                     | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230006.03    | 0.03%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                                       | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    716000 | PA      | $665072.70    | 0.08%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                                       | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    229000 | PA      | $178859.62    | 0.02%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    235000 | PA      | $222690.86    | 0.03%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117807.42    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                             | UBS AG/London                                                                    | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $258760.26    | 0.03%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    333000 | PA      | $294445.26    | 0.04%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    205000 | PA      | $210397.19    | 0.03%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    599000 | PA      | $593086.96    | 0.07%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                     | United Parcel Service Inc                                                        | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $73596.47     | 0.01%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $414716.60    | 0.05%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2113000 | PA      | $1258968.32   | 0.15%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    587000 | PA      | $418398.01    | 0.05%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2005000 | PA      | $1378280.87   | 0.17%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    623000 | PA      | $505591.27    | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    296000 | PA      | $208807.19    | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    686000 | PA      | $548076.48    | 0.07%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $509652.35    | 0.06%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $482877.44    | 0.06%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51000 | PA      | $44596.90     | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    499000 | PA      | $436449.57    | 0.05%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    264000 | PA      | $247020.47    | 0.03%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2870000 | PA      | $2785917.95   | 0.34%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2244000 | PA      | $2200785.47   | 0.27%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $357367.19    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                  | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19114.77     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    272000 | PA      | $223061.37    | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    631000 | PA      | $623668.20    | 0.08%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                           | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10000.05     | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                | Uniti Fiber Abs Issuer Llc                                                       | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    718000 | PA      | $730873.52    | 0.09%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                   | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $223417.40    | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213028.00    | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  55386050 | NS      | $55386050.13  | 6.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ELM Trust 2024                            | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $123177.64    | 0.02%             | 2039-06-10      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                            | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $180257.28    | 0.02%             | 2039-06-10      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                      | E.ON International Finance BV                                                    | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    161000 | PA      | $173983.63    | 0.02%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                        | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39931.60     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                   | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    227000 | PA      | $252575.61    | 0.03%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                   | Simon Property Group LP                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     84000 | PA      | $81805.65     | 0.01%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                       | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28118.41     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                     | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147883.02    | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                  | Snam SpA                                                                         | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    205000 | PA      | $204521.86    | 0.02%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                  | Snam SpA                                                                         | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    205000 | PA      | $204999.44    | 0.03%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                          | Societe Generale SA                                                              | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    805000 | PA      | $789996.40    | 0.10%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                | Sodexo Inc                                                                       | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213188.92    | 0.03%             | 2035-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr            | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35505 | PA      | $34584.48     | 0.00%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2            | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    382000 | PA      | $385148.67    | 0.05%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                   | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13485.84     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89788.50     | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                    | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $89342.11     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                    | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    129000 | PA      | $108536.09    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    444000 | PA      | $456029.06    | 0.06%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                   | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    295000 | PA      | $250274.51    | 0.03%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                  | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13729.98     | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                   | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $336413.29    | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                              | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7809.78      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                              | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63858.53     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    290000 | PA      | $276415.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                   | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11166.04     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    148000 | PA      | $122930.04    | 0.02%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345153.11    | 0.04%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    226000 | PA      | $232192.15    | 0.03%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1661000 | PA      | $1715696.22   | 0.21%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1666000 | PA      | $1754180.86   | 0.21%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1659000 | PA      | $1730414.77   | 0.21%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    587000 | PA      | $602867.34    | 0.07%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2512000 | PA      | $2503168.76   | 0.31%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24000 | PA      | $22786.95     | 0.00%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1155000 | PA      | $1015768.35   | 0.12%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $15236.77     | 0.00%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    971000 | PA      | $775539.02    | 0.09%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2170000 | PA      | $1639706.25   | 0.20%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    248000 | PA      | $212060.71    | 0.03%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $532755.47    | 0.07%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $145923.34    | 0.02%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    626000 | PA      | $460342.30    | 0.06%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    194000 | PA      | $134912.46    | 0.02%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                       | Eastman Chemical Co                                                              | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    348000 | PA      | $285819.86    | 0.03%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                    | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18682.46     | 0.00%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    332000 | PA      | $332799.35    | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                             | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15530.94     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                       | El Paso Natural Gas Co LLC                                                       | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $153583.91    | 0.02%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                | Elara HGV Timeshare Issuer 2023-A LLC                                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184233 | PA      | $188668.08    | 0.02%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                        | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7935.65      | 0.00%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    349000 | PA      | $357705.07    | 0.04%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                         | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    236000 | PA      | $246895.67    | 0.03%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC            | ELFI Graduate Loan Program 2024-A LLC                                            | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131744 | PA      | $132769.65    | 0.02%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                  | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $23203.21     | 0.00%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $238167.78    | 0.03%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40793.34     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $287125.12    | 0.04%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    298000 | PA      | $207156.56    | 0.03%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    714000 | PA      | $529866.10    | 0.06%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $372409.38    | 0.05%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    802000 | PA      | $620516.17    | 0.08%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1080000 | PA      | $1068904.68   | 0.13%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1324000 | PA      | $1309932.50   | 0.16%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1582000 | PA      | $1582617.96   | 0.19%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8510000 | PA      | $8279964.06   | 1.01%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                      | Enel Finance International NV                                                    | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $107824.39    | 0.01%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                      | Enel Finance International NV                                                    | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    577000 | PA      | $557900.19    | 0.07%             | 2026-07-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27918 | PA      | $27628.67     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1934785 | PA      | $1878230.41   | 0.23%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353000 | PA      | $342681.33    | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218362 | PA      | $220433.60    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421301 | PA      | $408985.54    | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296008 | PA      | $293630.11    | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EV56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22783 | PA      | $20847.00     | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747854 | PA      | $741807.77    | 0.09%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1001043 | PA      | $1012845.22   | 0.12%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63300 | PA      | $63893.46     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21491 | PA      | $21259.79     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314190 | PA      | $317857.88    | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $5016.92      | 0.00%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    323000 | PA      | $332494.43    | 0.04%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    627000 | PA      | $652876.00    | 0.08%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $555910.54    | 0.07%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2992000 | PA      | $2883247.80   | 0.35%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    512000 | PA      | $510480.00    | 0.06%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1485000 | PA      | $1479170.22   | 0.18%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $1191198.34   | 0.15%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165515 | PA      | $169625.46    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1624815 | PA      | $1610760.23   | 0.20%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388339 | PA      | $392828.28    | 0.05%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3293106 | PA      | $3196843.45   | 0.39%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19979 | PA      | $20151.00     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126450 | PA      | $124977.90    | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1334047.85   | 0.16%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4779000 | PA      | $4727383.07   | 0.58%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52962 | PA      | $53400.71     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360038 | PA      | $363903.09    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222293 | PA      | $214849.67    | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104291 | PA      | $103077.24    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T            | Ellington Financial Mortgage Trust 2022-1                                        | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162390 | PA      | $140333.60    | 0.02%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                     | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50981.13     | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                   | CUSIP: 532457CE6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    228000 | PA      | $227439.47    | 0.03%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     95000 | PA      | $91815.34     | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4141000 | PA      | $4164535.75   | 0.51%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    894000 | PA      | $897177.89    | 0.11%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1881000 | PA      | $1895585.10   | 0.23%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2825976.55   | 0.35%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1310000 | PA      | $1326426.17   | 0.16%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    803000 | PA      | $804944.77    | 0.10%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1623000 | PA      | $1644333.57   | 0.20%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2240000 | PA      | $2282525.01   | 0.28%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3796000 | PA      | $3798520.77   | 0.46%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3178000 | PA      | $3183958.76   | 0.39%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                     | University of Chicago/The                                                        | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     87000 | PA      | $64731.40     | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                  | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20129.33     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                           | UPM-Kymmene Oyj                                                                  | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      6000 | PA      | $6334.20      | 0.00%             | 2027-11-26      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable            | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206279.34    | 0.03%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                      | Westpac Banking Corp                                                             | CUSIP: 961214FL2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    235000 | PA      | $235462.16    | 0.03%             | 2025-11-17      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC            | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $275561.30    | 0.03%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                            | Whirlpool Corp                                                                   | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    132000 | PA      | $124182.41    | 0.02%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                    | Williams Cos Inc/The                                                             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90776.17     | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                     | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178158.84    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                   | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $17517.16     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                  | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    197000 | PA      | $208173.56    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                  | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13505.34     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                  | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    110000 | PA      | $101039.99    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                    | Yara International ASA                                                           | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     22000 | PA      | $21698.76     | 0.00%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                   | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46961.46     | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                           | Zayo Issuer LLC                                                                  | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $276968.07    | 0.03%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                    | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    248000 | PA      | $233097.51    | 0.03%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                   | Ziply Fiber Issuer LLC                                                           | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216373 | PA      | $224303.22    | 0.03%             | 2054-04-20      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                   | Corebridge Global Funding                                                        | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    147000 | PA      | $149487.27    | 0.02%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                    | BP Capital Markets PLC                                                           | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     19000 | PA      | $18927.63     | 0.00%             | 2025-06-22      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE SA                                                                          | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1280000 | PA      | $1296743.62   | 0.16%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE SA                                                                          | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    957000 | PA      | $977288.11    | 0.12%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                   | BPCE SA                                                                          | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $222659.83    | 0.03%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-C8 Mortgage Trust                                                       | CUSIP: 05593HAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $267226.74    | 0.03%             | 2057-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $196406.10    | 0.02%             | 2036-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $173307.19    | 0.02%             | 2036-09-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210613 | PA      | $210484.45    | 0.03%             | 2041-03-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                  | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $210130.57    | 0.03%             | 2029-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84000 | PA      | $84716.39     | 0.01%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust             | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $212261.32    | 0.03%             | 2042-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                    | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94584.16     | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    696000 | PA      | $671856.69    | 0.08%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                    | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239247.16    | 0.03%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                   | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4429.10      | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                  | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5156.76      | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                   | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176000 | PA      | $175933.80    | 0.02%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                          | BlueLinx Holdings Inc                                                            | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13156.64     | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68000 | PA      | $70120.74     | 0.01%             | 2057-02-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-5C4 Mortgage Trust                                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $899754.16    | 0.11%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36000 | PA      | $35813.06     | 0.00%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    484000 | PA      | $419566.55    | 0.05%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                    | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    181000 | PA      | $178200.73    | 0.02%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                  | Brinker International Inc                                                        | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12674.15     | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                            | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8147.78      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                  | Province of British Columbia Canada                                              | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $240211.30    | 0.03%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                  | British Telecommunications PLC                                                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    658000 | PA      | $670658.84    | 0.08%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                  | British Telecommunications PLC                                                   | CUSIP: 111021AN1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    204000 | PA      | $151353.25    | 0.02%             | 2049-11-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                    | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1993.86      | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69377.83     | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289441.29    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                       | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10825.94     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                  | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18224.29     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                           | Cigna Group/The                                                                  | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    123000 | PA      | $80146.74     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                           | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    420000 | PA      | $387770.23    | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus            | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    224286 | PA      | $222388.90    | 0.03%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                  | CSX Corp                                                                         | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    121000 | PA      | $127535.35    | 0.02%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                           | CSL Finance PLC                                                                  | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      6000 | PA      | $4970.43      | 0.00%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                            | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2923.90      | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                  | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5956.98      | 0.00%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    505000 | PA      | $421316.05    | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318051.12    | 0.04%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225796.00    | 0.03%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                           | Chevron USA Inc                                                                  | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136365.68    | 0.02%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                       | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284801.09    | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                          | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19695.74     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                | Citadel LP                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    304000 | PA      | $313305.22    | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211729.61    | 0.03%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    555000 | PA      | $539258.01    | 0.07%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    732000 | PA      | $698384.39    | 0.09%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119035.59    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    220000 | PA      | $215539.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    809000 | PA      | $787526.34    | 0.10%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    725000 | PA      | $734519.47    | 0.09%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573652.13    | 0.07%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                               | Citibank NA                                                                      | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520462.38    | 0.06%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust 2023-PRM3                                    | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $204015.20    | 0.02%             | 2028-07-10      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                                | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322211.26    | 0.04%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LL            | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308000 | PA      | $313592.97    | 0.04%             | 2055-05-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    635000 | PA      | $407926.21    | 0.05%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                             | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3739.01      | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                             | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8975.33      | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                      | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4436.13      | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                    | Corp Andina de Fomento                                                           | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    360000 | PA      | $369021.99    | 0.05%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                      | COPT Defense Properties LP                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    361000 | PA      | $312718.08    | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                      | COPT Defense Properties LP                                                       | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    486000 | PA      | $391267.64    | 0.05%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5760.00      | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                  | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $241213.32    | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                           | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1002736.82   | 0.12%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                               | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    558000 | PA      | $565086.86    | 0.07%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                               | CUSIP: 22534PAH6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    254000 | PA      | $256453.46    | 0.03%             | 2027-03-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                            | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98424 | PA      | $99394.06     | 0.01%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                            | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84848 | PA      | $85762.45     | 0.01%             | 2031-01-20      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                 | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4712.51      | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                   | Crown Castle Towers LLC                                                          | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146018.98    | 0.02%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143554.17    | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                          | DP World Ltd/United Arab Emirates                                                | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    119000 | PA      | $128218.49    | 0.02%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                             | DTE Energy Co                                                                    | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284287.50    | 0.03%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                             | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    211000 | PA      | $212229.32    | 0.03%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                           | DTE Electric Co                                                                  | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $297795.30    | 0.04%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                           | DTE Electric Co                                                                  | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     19000 | PA      | $13636.87     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust              | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252085.28    | 0.03%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                   | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $579712.89    | 0.07%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                   | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $428425.43    | 0.05%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141042.31    | 0.02%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    118000 | PA      | $105595.87    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                            | Dignity Health                                                                   | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    414000 | PA      | $337851.51    | 0.04%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                     | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9715.87      | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3375.11      | 0.00%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    139000 | PA      | $96911.07     | 0.01%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     89000 | PA      | $62063.78     | 0.01%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                  | Discovery Communications LLC                                                     | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    244000 | PA      | $132481.52    | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196447.82    | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                   | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11303.04     | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                | Driven Brands Funding LLC                                                        | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248125 | PA      | $255388.64    | 0.03%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                   | DCP Midstream Operating LP                                                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    838000 | PA      | $848222.23    | 0.10%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    490000 | PA      | $467123.73    | 0.06%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                 | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    211000 | PA      | $159066.99    | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                 | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    452000 | PA      | $468009.41    | 0.06%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                   | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    113000 | PA      | $104146.12    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                         | EOG Resources Inc                                                                | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $483248.74    | 0.06%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                  | EQT Corp                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3013.77      | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                  | EQT Corp                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18525.28     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                            | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    366000 | PA      | $344265.40    | 0.04%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109499.37    | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202717.96    | 0.02%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    822000 | PA      | $834788.68    | 0.10%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68609.19     | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                  | Engie SA                                                                         | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    311000 | PA      | $315945.78    | 0.04%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                   | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6153.46      | 0.00%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                     | Entergy Louisiana LLC                                                            | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    246000 | PA      | $242875.41    | 0.03%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC            | Enterprise Fleet Financing 2025-2 LLC                                            | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $294962.45    | 0.04%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     69000 | PA      | $48208.25     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195069.44    | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                               | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55253.34     | 0.01%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                               | Equifax Inc                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277065.53    | 0.03%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                           | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10807.57     | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                 | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6093.33      | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                       | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    136000 | PA      | $143225.40    | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                     | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59069.14     | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                              | Evergy Metro Inc                                                                 | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58906.65     | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                  | Constellation Energy Generation LLC                                              | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    178000 | PA      | $184641.86    | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                               | Exelon Corp                                                                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    139000 | PA      | $128989.38    | 0.02%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables             | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $373395.93    | 0.05%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                  | F&G Annuities & Life Inc                                                         | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $511392.92    | 0.06%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11414.15     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                    | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    253000 | PA      | $230704.05    | 0.03%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164006 | PA      | $133704.35    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140LYA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24478 | PA      | $19072.55     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140M83L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91806 | PA      | $75147.22     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317460 | PA      | $259381.03    | 0.03%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55349 | PA      | $56110.87     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XK2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1467107 | PA      | $1251654.02   | 0.15%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XKPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    655403 | PA      | $636582.17    | 0.08%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51159 | PA      | $41810.41     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20987 | PA      | $20911.61     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490690 | PA      | $400765.49    | 0.05%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XLY93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190179 | PA      | $187969.82    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XM7A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22457 | PA      | $22302.37     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XMP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75242 | PA      | $61354.52     | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNFM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90191 | PA      | $76734.62     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421648 | PA      | $359160.18    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    578555 | PA      | $573773.09    | 0.07%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58236 | PA      | $57617.17     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XNTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286613 | PA      | $278241.28    | 0.03%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XP6Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98702 | PA      | $76775.83     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160503 | PA      | $155424.98    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XQYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76218 | PA      | $64846.66     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 3140XR5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448585 | PA      | $445586.70    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66398 | PA      | $51806.97     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22626 | PA      | $18463.01     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224499 | PA      | $184660.85    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23513 | PA      | $20163.59     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184723 | PA      | $144301.25    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352764 | PA      | $348657.80    | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1058609 | PA      | $1025730.12   | 0.13%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2204532 | PA      | $2178870.22   | 0.27%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305511 | PA      | $296022.07    | 0.04%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712434 | PA      | $705905.36    | 0.09%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1688941 | PA      | $1636483.79   | 0.20%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118846 | PA      | $119821.61    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79267 | PA      | $64712.35     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113616 | PA      | $88302.52     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102942 | PA      | $83999.02     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123891 | PA      | $101105.43    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445169 | PA      | $395672.77    | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147332 | PA      | $135027.13    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305115 | PA      | $249436.85    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125759 | PA      | $106982.57    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2452183 | PA      | $2174080.57   | 0.27%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740413 | PA      | $631372.53    | 0.08%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80256 | PA      | $71154.66     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790941 | PA      | $726738.52    | 0.09%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66551 | PA      | $62777.33     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451858 | PA      | $385265.49    | 0.05%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1548235 | PA      | $1422479.92   | 0.17%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265470 | PA      | $243414.71    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78334 | PA      | $73894.74     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303103 | PA      | $269353.57    | 0.03%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115627 | PA      | $105957.76    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213943 | PA      | $201827.14    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25827 | PA      | $25583.61     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255096 | PA      | $208362.29    | 0.03%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131203 | PA      | $123777.82    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384482 | PA      | $373322.93    | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536565 | PA      | $520880.56    | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                   | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5647.45      | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                            | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289424 | PA      | $292222.86    | 0.04%             | 2032-12-20      | Fixed         | 5.70%                 | 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              | US        |    337000 | PA      | $334960.52    | 0.04%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                        | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235281.25    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                 | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142807.77    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                     | Costa Rica Government International Bond                                         | CUSIP: EK7917090<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    420000 | PA      | $431268.60    | 0.05%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** Trust for Professional Managers

**Signature:** /s/ Kelly Strauss

**Name of Signer:** Kelly Strauss

**Title:** Treasurer