# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0000894189-25-015338
**Filing Date:** 2025-11
**Character Count:** 1148756
**Document Hash:** 8fc0a22d337b172deb5e90aa593ff7ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-015338.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000894189-25-015338

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BAIRD FUNDS INC
- **CENTRAL INDEX KEY:** 0001282693

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** WI
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 251522290

**BUSINESS ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-765-3500

**MAIL ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### Baird Core Plus Bond Fund (Series ID: S000000754)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000002165 | Institutional | BCOIX           |
| C000002166 | Investor      | BCOSX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Baird Core Plus Bond Fund** | **Baird Core Plus Bond Fund** | **Baird Core Plus Bond Fund** | **Baird Core Plus Bond Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **CORPORATE BONDS - 44.6%** | **CORPORATE BONDS - 44.6%** | **Par** | **Value**  |
| **Financials - 19.4%** | **Financials - 19.4%** | **Financials - 19.4%** | **Financials - 19.4%** |
|  200 Park Funding Trust, 5.74%, 02/15/2055 (Callable 08/15/2054) <sup>(a)</sup> | 200 Park Funding Trust, 5.74%, 02/15/2055 (Callable 08/15/2054) <sup>(a)</sup> | $10000000 | $10127589 |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |
| &nbsp;&nbsp; 4.80%, 04/18/2026 <sup>(a)</sup> | &nbsp;&nbsp; 4.80%, 04/18/2026 <sup>(a)</sup> | 47025000 | 47093137 |
| &nbsp;&nbsp; 1.54% to 06/16/2026 then 1 yr. CMT Rate + 0.80%, 06/16/2027 (Callable 06/16/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.54% to 06/16/2026 then 1 yr. CMT Rate + 0.80%, 06/16/2027 (Callable 06/16/2026) <sup>(a)</sup> | 12250000 | 12008906 |
| &nbsp;&nbsp; 4.99% to 12/03/2027 then 1 yr. CMT Rate + 0.78%, 12/03/2028 (Callable 12/03/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.99% to 12/03/2027 then 1 yr. CMT Rate + 0.78%, 12/03/2028 (Callable 12/03/2027) <sup>(a)</sup> | 31353000 | 31838157 |
| &nbsp;&nbsp; 5.52% to 12/03/2034 then 1 yr. CMT Rate + 1.25%, 12/03/2035 (Callable 12/03/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.52% to 12/03/2034 then 1 yr. CMT Rate + 1.25%, 12/03/2035 (Callable 12/03/2034) <sup>(a)</sup> | 22000000 | 22813215 |
| &nbsp;&nbsp; 3.32% to 03/13/2032 then 5 yr. CMT Rate + 1.90%, 03/13/2037 (Callable 12/13/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.32% to 03/13/2032 then 5 yr. CMT Rate + 1.90%, 03/13/2037 (Callable 12/13/2031) <sup>(a)</sup> | 31325000 | 28271059 |
|  AEGON Funding Co. LLC, 5.50%, 04/16/2027 (Callable 03/16/2027) <sup>(a)</sup> | AEGON Funding Co. LLC, 5.50%, 04/16/2027 (Callable 03/16/2027) <sup>(a)</sup> | 10000000 | 10174898 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 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; 2.45%, 10/29/2026 (Callable 09/29/2026) | &nbsp;&nbsp; 2.45%, 10/29/2026 (Callable 09/29/2026) | 8000000 | 7859878 |
| &nbsp;&nbsp; 6.45%, 04/15/2027 (Callable 03/15/2027) | &nbsp;&nbsp; 6.45%, 04/15/2027 (Callable 03/15/2027) | 38501000 | 39704781 |
| &nbsp;&nbsp; 5.75%, 06/06/2028 (Callable 05/06/2028) | &nbsp;&nbsp; 5.75%, 06/06/2028 (Callable 05/06/2028) | 10000000 | 10360908 |
| &nbsp;&nbsp; 3.00%, 10/29/2028 (Callable 08/29/2028) | &nbsp;&nbsp; 3.00%, 10/29/2028 (Callable 08/29/2028) | 60085000 | 57903463 |
| &nbsp;&nbsp; 4.63%, 09/10/2029 (Callable 08/10/2029) | &nbsp;&nbsp; 4.63%, 09/10/2029 (Callable 08/10/2029) | 7575000 | 7641373 |
| Agree LP | Agree LP | Agree LP | Agree LP |
| &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | 12809000 | 11944651 |
| &nbsp;&nbsp; 5.63%, 06/15/2034 (Callable 03/15/2034) | &nbsp;&nbsp; 5.63%, 06/15/2034 (Callable 03/15/2034) | 12000000 | 12493603 |
| AIB Group PLC | AIB Group PLC | AIB Group PLC | AIB Group PLC |
| &nbsp;&nbsp; 6.61% to 09/13/2028 then SOFR + 2.33%, 09/13/2029 (Callable 09/13/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.61% to 09/13/2028 then SOFR + 2.33%, 09/13/2029 (Callable 09/13/2028) <sup>(a)</sup> | 49178000 | 52204313 |
| &nbsp;&nbsp; 5.32% to 05/15/2030 then SOFR + 1.65%, 05/15/2031 (Callable 05/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.32% to 05/15/2030 then SOFR + 1.65%, 05/15/2031 (Callable 05/15/2030) <sup>(a)</sup> | 5800000 | 5971516 |
| &nbsp;&nbsp; 5.87% to 03/28/2034 then SOFR + 1.91%, 03/28/2035 (Callable 03/28/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.87% to 03/28/2034 then SOFR + 1.91%, 03/28/2035 (Callable 03/28/2034) <sup>(a)</sup> | 41350000 | 43499588 |
|  AIG SunAmerica Global Financing X, 6.90%, 03/15/2032 <sup>(a)</sup> | AIG SunAmerica Global Financing X, 6.90%, 03/15/2032 <sup>(a)</sup> | 10549000 | 11773723 |
|  Air Lease Corp., 5.85%, 12/15/2027 (Callable 11/15/2027) | Air Lease Corp., 5.85%, 12/15/2027 (Callable 11/15/2027) | 10000000 | 10300092 |
| Aircastle Ltd. | Aircastle Ltd. | Aircastle Ltd. | Aircastle Ltd. |
| &nbsp;&nbsp; 2.85%, 01/26/2028 (Callable 11/26/2027) <sup>(a)</sup> | &nbsp;&nbsp; 2.85%, 01/26/2028 (Callable 11/26/2027) <sup>(a)</sup> | 8025000 | 7738259 |
| &nbsp;&nbsp; 6.50%, 07/18/2028 (Callable 06/18/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 07/18/2028 (Callable 06/18/2028) <sup>(a)</sup> | 5000000 | 5254196 |
| &nbsp;&nbsp; 5.95%, 02/15/2029 (Callable 01/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.95%, 02/15/2029 (Callable 01/15/2029) <sup>(a)</sup> | 15500000 | 16165026 |
| Aircastle Ltd. / Aircastle Ireland DAC | Aircastle Ltd. / Aircastle Ireland DAC | Aircastle Ltd. / Aircastle Ireland DAC | Aircastle Ltd. / Aircastle Ireland DAC |
| &nbsp;&nbsp; 5.25%, 03/15/2030 (Callable 02/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 03/15/2030 (Callable 02/15/2030) <sup>(a)</sup> | 14267000 | 14554177 |
| &nbsp;&nbsp; 5.00%, 09/15/2030 (Callable 08/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 09/15/2030 (Callable 08/15/2030) <sup>(a)</sup> | 12000000 | 12089846 |
| &nbsp;&nbsp; 5.75%, 10/01/2031 (Callable 08/01/2031) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 10/01/2031 (Callable 08/01/2031) <sup>(a)</sup> | 12250000 | 12761186 |
| Ally Financial, Inc. | Ally Financial, Inc. | Ally Financial, Inc. | Ally Financial, Inc. |
| &nbsp;&nbsp; 6.99% to 06/13/2028 then SOFR + 3.26%, 06/13/2029 (Callable 06/13/2028) | &nbsp;&nbsp; 6.99% to 06/13/2028 then SOFR + 3.26%, 06/13/2029 (Callable 06/13/2028) | 16891000 | 17834494 |
| &nbsp;&nbsp; 6.85% to 01/03/2029 then SOFR + 2.82%, 01/03/2030 (Callable 01/03/2029) | &nbsp;&nbsp; 6.85% to 01/03/2029 then SOFR + 2.82%, 01/03/2030 (Callable 01/03/2029) | 10000000 | 10578426 |
|  American International Group, Inc., 5.13%, 03/27/2033 (Callable 12/27/2032) | American International Group, Inc., 5.13%, 03/27/2033 (Callable 12/27/2032) | 6000000 | 6172350 |
| American National Global Funding | American National Global Funding | American National Global Funding | American National Global Funding |
| &nbsp;&nbsp; 5.55%, 01/28/2030 <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 01/28/2030 <sup>(a)</sup> | 25000000 | 25752911 |
| &nbsp;&nbsp; 5.25%, 06/03/2030 <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 06/03/2030 <sup>(a)</sup> | 11500000 | 11726928 |
| American National Group, Inc. | American National Group, Inc. | American National Group, Inc. | American National Group, Inc. |
| &nbsp;&nbsp; 5.75%, 10/01/2029 (Callable 09/01/2029) | &nbsp;&nbsp; 5.75%, 10/01/2029 (Callable 09/01/2029) | 12000000 | 12413067 |
| &nbsp;&nbsp; 6.00%, 07/15/2035 (Callable 04/15/2035) | &nbsp;&nbsp; 6.00%, 07/15/2035 (Callable 04/15/2035) | 20000000 | 20417049 |
|  Americold Realty Operating Partnership LP, 5.41%, 09/12/2034 (Callable 06/12/2034) | Americold Realty Operating Partnership LP, 5.41%, 09/12/2034 (Callable 06/12/2034) | 35000000 | 34412448 |
|  AmFam Holdings, Inc., 2.81%, 03/11/2031 (Callable 12/11/2030) <sup>(a)</sup> | AmFam Holdings, Inc., 2.81%, 03/11/2031 (Callable 12/11/2030) <sup>(a)</sup> | 7000000 | 6079078 |
|  Arthur J Gallagher & Co., 5.55%, 02/15/2055 (Callable 08/15/2054) | Arthur J Gallagher & Co., 5.55%, 02/15/2055 (Callable 08/15/2054) | 14250000 | 13925819 |
| Assurant, Inc. | Assurant, Inc. | Assurant, Inc. | Assurant, Inc. |
| &nbsp;&nbsp; 4.90%, 03/27/2028 (Callable 12/27/2027) | &nbsp;&nbsp; 4.90%, 03/27/2028 (Callable 12/27/2027) | 4250000 | 4299780 |
| &nbsp;&nbsp; 3.70%, 02/22/2030 (Callable 11/22/2029) | &nbsp;&nbsp; 3.70%, 02/22/2030 (Callable 11/22/2029) | 7000000 | 6785041 |
| Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. |
| &nbsp;&nbsp; 6.74%, 12/08/2032 <sup>(a)</sup> | &nbsp;&nbsp; 6.74%, 12/08/2032 <sup>(a)</sup> | 33000000 | 36497179 |
| &nbsp;&nbsp; 5.20% to 09/30/2034 then 1 yr. CMT Rate + 1.47%, 09/30/2035 (Callable 09/30/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.20% to 09/30/2034 then 1 yr. CMT Rate + 1.47%, 09/30/2035 (Callable 09/30/2034) <sup>(a)</sup> | 70350000 | 70650012 |
| &nbsp;&nbsp; 2.57% to 11/25/2030 then 5 yr. CMT Rate + 1.70%, 11/25/2035 (Callable 11/25/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.57% to 11/25/2030 then 5 yr. CMT Rate + 1.70%, 11/25/2035 (Callable 11/25/2030) <sup>(a)</sup> | 13000000 | 11593342 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |
| &nbsp;&nbsp; 6.25%, 04/15/2028 (Callable 03/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 04/15/2028 (Callable 03/15/2028) <sup>(a)</sup> | 18379000 | 19159062 |
| &nbsp;&nbsp; 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | 33350000 | 34159835 |
| &nbsp;&nbsp; 5.13%, 04/10/2030 (Callable 03/10/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.13%, 04/10/2030 (Callable 03/10/2030) <sup>(a)</sup> | 10000000 | 10151704 |
| &nbsp;&nbsp; 6.38%, 07/15/2030 (Callable 05/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 6.38%, 07/15/2030 (Callable 05/15/2030) <sup>(a)</sup> | 36120000 | 38629597 |
| Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. | Avolon Holdings Funding Ltd. |
| &nbsp;&nbsp; 4.95%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.95%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 16000000 | 16160631 |
| &nbsp;&nbsp; 6.38%, 05/04/2028 (Callable 04/04/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.38%, 05/04/2028 (Callable 04/04/2028) <sup>(a)</sup> | 10000000 | 10431183 |
| &nbsp;&nbsp; 5.38%, 05/30/2030 (Callable 04/30/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.38%, 05/30/2030 (Callable 04/30/2030) <sup>(a)</sup> | 12000000 | 12309424 |
| Banco Santander SA | Banco Santander SA | Banco Santander SA | Banco Santander SA |
| &nbsp;&nbsp; 5.18%, 11/19/2025 | &nbsp;&nbsp; 5.18%, 11/19/2025 | 11150000 | 11159479 |
| &nbsp;&nbsp; 1.72% to 09/14/2026 then 1 yr. CMT Rate + 0.90%, 09/14/2027 (Callable 09/14/2026) | &nbsp;&nbsp; 1.72% to 09/14/2026 then 1 yr. CMT Rate + 0.90%, 09/14/2027 (Callable 09/14/2026) | 10000000 | 9758194 |
| &nbsp;&nbsp; 6.61%, 11/07/2028 | &nbsp;&nbsp; 6.61%, 11/07/2028 | 8400000 | 8981203 |
| &nbsp;&nbsp; 5.54% to 03/14/2029 then 1 yr. CMT Rate + 1.45%, 03/14/2030 (Callable 03/14/2029) | &nbsp;&nbsp; 5.54% to 03/14/2029 then 1 yr. CMT Rate + 1.45%, 03/14/2030 (Callable 03/14/2029) | 10000000 | 10357133 |
| &nbsp;&nbsp; 2.75%, 12/03/2030 | &nbsp;&nbsp; 2.75%, 12/03/2030 | 5000000 | 4537337 |
| &nbsp;&nbsp; 3.23% to 11/22/2031 then 1 yr. CMT Rate + 1.60%, 11/22/2032 (Callable 08/22/2031) | &nbsp;&nbsp; 3.23% to 11/22/2031 then 1 yr. CMT Rate + 1.60%, 11/22/2032 (Callable 08/22/2031) | 35000000 | 31849720 |
| &nbsp;&nbsp; 6.92%, 08/08/2033 | &nbsp;&nbsp; 6.92%, 08/08/2033 | 7842000 | 8720959 |
| &nbsp;&nbsp; 6.35%, 03/14/2034 | &nbsp;&nbsp; 6.35%, 03/14/2034 | 35000000 | 37523758 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | 6000000 | 5880171 |
| &nbsp;&nbsp; 6.20% to 11/10/2027 then SOFR + 1.99%, 11/10/2028 (Callable 11/10/2027) | &nbsp;&nbsp; 6.20% to 11/10/2027 then SOFR + 1.99%, 11/10/2028 (Callable 11/10/2027) | 12000000 | 12505190 |
| &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | 19539000 | 19240896 |
| &nbsp;&nbsp; 5.20% to 04/25/2028 then SOFR + 1.63%, 04/25/2029 (Callable 04/25/2028) | &nbsp;&nbsp; 5.20% to 04/25/2028 then SOFR + 1.63%, 04/25/2029 (Callable 04/25/2028) | 15000000 | 15375947 |
| &nbsp;&nbsp; 2.09% to 06/14/2028 then SOFR + 1.06%, 06/14/2029 (Callable 06/14/2028) | &nbsp;&nbsp; 2.09% to 06/14/2028 then SOFR + 1.06%, 06/14/2029 (Callable 06/14/2028) | 12000000 | 11366737 |
| &nbsp;&nbsp; 4.27% to 07/23/2028 then 3 mo. Term SOFR + 1.57%, 07/23/2029 (Callable 07/23/2028) | &nbsp;&nbsp; 4.27% to 07/23/2028 then 3 mo. Term SOFR + 1.57%, 07/23/2029 (Callable 07/23/2028) | 10000000 | 10034606 |
| &nbsp;&nbsp; 2.50% to 02/13/2030 then 3 mo. Term SOFR + 1.25%, 02/13/2031 (Callable 02/13/2030) | &nbsp;&nbsp; 2.50% to 02/13/2030 then 3 mo. Term SOFR + 1.25%, 02/13/2031 (Callable 02/13/2030) | 7000000 | 6478524 |
| &nbsp;&nbsp; 2.59% to 04/29/2030 then SOFR + 2.15%, 04/29/2031 (Callable 04/29/2030) | &nbsp;&nbsp; 2.59% to 04/29/2030 then SOFR + 2.15%, 04/29/2031 (Callable 04/29/2030) | 35000000 | 32434032 |
| &nbsp;&nbsp; 1.90% to 07/23/2030 then SOFR + 1.53%, 07/23/2031 (Callable 07/23/2030) | &nbsp;&nbsp; 1.90% to 07/23/2030 then SOFR + 1.53%, 07/23/2031 (Callable 07/23/2030) | 10000000 | 8932109 |
| &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | 13750000 | 12521253 |
| &nbsp;&nbsp; 7.75%, 05/14/2038 | &nbsp;&nbsp; 7.75%, 05/14/2038 | 725000 | 885454 |
| Bank of Ireland Group PLC | Bank of Ireland Group PLC | Bank of Ireland Group PLC | Bank of Ireland Group PLC |
| &nbsp;&nbsp; 2.03% to 09/30/2026 then 1 yr. CMT Rate + 1.10%, 09/30/2027 (Callable 09/30/2026) <sup>(a)</sup> | &nbsp;&nbsp; 2.03% to 09/30/2026 then 1 yr. CMT Rate + 1.10%, 09/30/2027 (Callable 09/30/2026) <sup>(a)</sup> | 10202000 | 9970191 |
| &nbsp;&nbsp; 5.60% (SOFR + 1.62%), 03/20/2030 (Callable 03/20/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.60% (SOFR + 1.62%), 03/20/2030 (Callable 03/20/2029) <sup>(a)</sup> | 89609000 | 92929399 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal | Bank of Montreal |
| &nbsp;&nbsp; 5.37%, 06/04/2027 | &nbsp;&nbsp; 5.37%, 06/04/2027 | 15000000 | 15329669 |
| &nbsp;&nbsp; 4.57% to 09/10/2026 then SOFR + 0.88%, 09/10/2027 (Callable 09/10/2026) | &nbsp;&nbsp; 4.57% to 09/10/2026 then SOFR + 0.88%, 09/10/2027 (Callable 09/10/2026) | 15350000 | 15402757 |
| &nbsp;&nbsp; 5.00% to 01/27/2028 then SOFR + 0.67%, 01/27/2029 (Callable 01/27/2028) | &nbsp;&nbsp; 5.00% to 01/27/2028 then SOFR + 0.67%, 01/27/2029 (Callable 01/27/2028) | 11000000 | 11214171 |
| &nbsp;&nbsp; 3.80% to 12/15/2027 then 5 yr. Swap Rate USD + 1.43%, 12/15/2032 (Callable 12/15/2027) | &nbsp;&nbsp; 3.80% to 12/15/2027 then 5 yr. Swap Rate USD + 1.43%, 12/15/2032 (Callable 12/15/2027) | 5000000 | 4911444 |
| &nbsp;&nbsp; 3.09% to 01/10/2032 then 5 yr. CMT Rate + 1.40%, 01/10/2037 (Callable 01/10/2032) | &nbsp;&nbsp; 3.09% to 01/10/2032 then 5 yr. CMT Rate + 1.40%, 01/10/2037 (Callable 01/10/2032) | 29455000 | 26219256 |
| Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia |
| &nbsp;&nbsp; 5.40%, 06/04/2027 | &nbsp;&nbsp; 5.40%, 06/04/2027 | 25000000 | 25571672 |
| &nbsp;&nbsp; 5.25%, 06/12/2028 | &nbsp;&nbsp; 5.25%, 06/12/2028 | 7000000 | 7220243 |
| &nbsp;&nbsp; 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 (Callable 02/14/2028) | &nbsp;&nbsp; 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 (Callable 02/14/2028) | 32000000 | 32539177 |
| &nbsp;&nbsp; 4.74% to 11/10/2031 then SOFR + 1.44%, 11/10/2032 (Callable 11/10/2031) | &nbsp;&nbsp; 4.74% to 11/10/2031 then SOFR + 1.44%, 11/10/2032 (Callable 11/10/2031) | 7775000 | 7862405 |
| &nbsp;&nbsp; 4.59% to 05/04/2032 then 5 yr. CMT Rate + 2.05%, 05/04/2037 (Callable 02/04/2032) | &nbsp;&nbsp; 4.59% to 05/04/2032 then 5 yr. CMT Rate + 2.05%, 05/04/2037 (Callable 02/04/2032) | 24400000 | 23612804 |
| Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA |
| &nbsp;&nbsp; 4.75%, 07/13/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 07/13/2027 <sup>(a)</sup> | 15000000 | 15163025 |
| &nbsp;&nbsp; 5.19%, 02/16/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.19%, 02/16/2028 <sup>(a)</sup> | 15000000 | 15327157 |
| &nbsp;&nbsp; 5.79%, 07/13/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.79%, 07/13/2028 <sup>(a)</sup> | 6000000 | 6247306 |
| Barclays PLC | Barclays PLC | Barclays PLC | Barclays PLC |
| &nbsp;&nbsp; 4.34%, 01/10/2028 (Callable 01/08/2027) | &nbsp;&nbsp; 4.34%, 01/10/2028 (Callable 01/08/2027) | 10000000 | 10001462 |
| &nbsp;&nbsp; 4.48% to 11/11/2028 then SOFR + 1.08%, 11/11/2029 (Callable 11/11/2028) | &nbsp;&nbsp; 4.48% to 11/11/2028 then SOFR + 1.08%, 11/11/2029 (Callable 11/11/2028) | 5466000 | 5475656 |
| &nbsp;&nbsp; 5.69% to 03/12/2029 then SOFR + 1.74%, 03/12/2030 (Callable 03/12/2029) | &nbsp;&nbsp; 5.69% to 03/12/2029 then SOFR + 1.74%, 03/12/2030 (Callable 03/12/2029) | 8003000 | 8315101 |
| &nbsp;&nbsp; 4.94% to 09/10/2029 then SOFR + 1.56%, 09/10/2030 (Callable 09/10/2029) | &nbsp;&nbsp; 4.94% to 09/10/2029 then SOFR + 1.56%, 09/10/2030 (Callable 09/10/2029) | 41750000 | 42370574 |
| &nbsp;&nbsp; 5.37% to 02/25/2030 then SOFR + 1.23%, 02/25/2031 (Callable 02/25/2030) | &nbsp;&nbsp; 5.37% to 02/25/2030 then SOFR + 1.23%, 02/25/2031 (Callable 02/25/2030) | 30647000 | 31601734 |
| &nbsp;&nbsp; 2.65% to 06/24/2030 then 1 yr. CMT Rate + 1.90%, 06/24/2031 (Callable 06/24/2030) | &nbsp;&nbsp; 2.65% to 06/24/2030 then 1 yr. CMT Rate + 1.90%, 06/24/2031 (Callable 06/24/2030) | 2150000 | 1977461 |
| &nbsp;&nbsp; 6.22% to 05/09/2033 then SOFR + 2.98%, 05/09/2034 (Callable 05/09/2033) | &nbsp;&nbsp; 6.22% to 05/09/2033 then SOFR + 2.98%, 05/09/2034 (Callable 05/09/2033) | 31650000 | 34048401 |
| &nbsp;&nbsp; 6.69% to 09/13/2033 then SOFR + 2.62%, 09/13/2034 (Callable 09/13/2033) | &nbsp;&nbsp; 6.69% to 09/13/2033 then SOFR + 2.62%, 09/13/2034 (Callable 09/13/2033) | 20000000 | 22128074 |
| &nbsp;&nbsp; 5.34% to 09/10/2034 then SOFR + 1.91%, 09/10/2035 (Callable 09/10/2034) | &nbsp;&nbsp; 5.34% to 09/10/2034 then SOFR + 1.91%, 09/10/2035 (Callable 09/10/2034) | 15000000 | 15216551 |
| &nbsp;&nbsp; 5.79% to 02/25/2035 then SOFR + 1.59%, 02/25/2036 (Callable 02/25/2035) | &nbsp;&nbsp; 5.79% to 02/25/2035 then SOFR + 1.59%, 02/25/2036 (Callable 02/25/2035) | 26700000 | 27864516 |
|  Beacon Funding Trust, 6.27%, 08/15/2054 (Callable 02/15/2054) <sup>(a)</sup> | Beacon Funding Trust, 6.27%, 08/15/2054 (Callable 02/15/2054) <sup>(a)</sup> | 25675000 | 26273952 |
|  Belrose Funding Trust II, 6.79%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | Belrose Funding Trust II, 6.79%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | 11600000 | 12562071 |
| BGC Group, Inc. | BGC Group, Inc. | BGC Group, Inc. | BGC Group, Inc. |
| &nbsp;&nbsp; 4.38%, 12/15/2025 (Callable 10/11/2025) | &nbsp;&nbsp; 4.38%, 12/15/2025 (Callable 10/11/2025) | 13700000 | 13682643 |
| &nbsp;&nbsp; 8.00%, 05/25/2028 (Callable 04/25/2028) | &nbsp;&nbsp; 8.00%, 05/25/2028 (Callable 04/25/2028) | 15000000 | 16016954 |
| &nbsp;&nbsp; 6.60%, 06/10/2029 (Callable 05/10/2029) | &nbsp;&nbsp; 6.60%, 06/10/2029 (Callable 05/10/2029) | 25000000 | 26001426 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |
| &nbsp;&nbsp; 4.38%, 05/12/2026 <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 05/12/2026 <sup>(a)</sup> | 16910000 | 16878096 |
| &nbsp;&nbsp; 1.32% to 01/13/2026 then SOFR + 1.00%, 01/13/2027 (Callable 01/13/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.32% to 01/13/2026 then SOFR + 1.00%, 01/13/2027 (Callable 01/13/2026) <sup>(a)</sup> | 8000000 | 7926957 |
| &nbsp;&nbsp; 1.90% to 09/30/2027 then SOFR + 1.61%, 09/30/2028 (Callable 09/30/2027) <sup>(a)</sup> | &nbsp;&nbsp; 1.90% to 09/30/2027 then SOFR + 1.61%, 09/30/2028 (Callable 09/30/2027) <sup>(a)</sup> | 16000000 | 15255735 |
| &nbsp;&nbsp; 4.79% to 05/09/2028 then SOFR + 1.45%, 05/09/2029 (Callable 05/09/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.79% to 05/09/2028 then SOFR + 1.45%, 05/09/2029 (Callable 05/09/2028) <sup>(a)</sup> | 6825000 | 6888562 |
| &nbsp;&nbsp; 5.28% to 11/19/2029 then SOFR + 1.28%, 11/19/2030 (Callable 11/19/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.28% to 11/19/2029 then SOFR + 1.28%, 11/19/2030 (Callable 11/19/2029) <sup>(a)</sup> | 47000000 | 48276594 |
| &nbsp;&nbsp; 3.05% to 01/13/2030 then SOFR + 1.51%, 01/13/2031 (Callable 01/13/2030) <sup>(a)</sup> | &nbsp;&nbsp; 3.05% to 01/13/2030 then SOFR + 1.51%, 01/13/2031 (Callable 01/13/2030) <sup>(a)</sup> | 10500000 | 9877439 |
| &nbsp;&nbsp; 5.09% to 05/09/2030 then SOFR + 1.68%, 05/09/2031 (Callable 05/09/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.09% to 05/09/2030 then SOFR + 1.68%, 05/09/2031 (Callable 05/09/2030) <sup>(a)</sup> | 20000000 | 20382158 |
| &nbsp;&nbsp; 2.87% to 04/19/2031 then 3 mo. Term SOFR + 1.39%, 04/19/2032 (Callable 04/19/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.87% to 04/19/2031 then 3 mo. Term SOFR + 1.39%, 04/19/2032 (Callable 04/19/2031) <sup>(a)</sup> | 25000000 | 22711907 |
| &nbsp;&nbsp; 2.59% to 08/12/2030 then 5 yr. CMT Rate + 2.05%, 08/12/2035 (Callable 08/12/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.59% to 08/12/2030 then 5 yr. CMT Rate + 2.05%, 08/12/2035 (Callable 08/12/2030) <sup>(a)</sup> | 5000000 | 4481769 |
| &nbsp;&nbsp; 5.91% to 11/19/2034 then SOFR + 1.92%, 11/19/2035 (Callable 11/19/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.91% to 11/19/2034 then SOFR + 1.92%, 11/19/2035 (Callable 11/19/2034) <sup>(a)</sup> | 18000000 | 18651718 |
| BPCE SA | BPCE SA | BPCE SA | BPCE SA |
| &nbsp;&nbsp; 1.65% to 10/06/2025 then SOFR + 1.52%, 10/06/2026 (Callable 10/06/2025) <sup>(a)</sup> | &nbsp;&nbsp; 1.65% to 10/06/2025 then SOFR + 1.52%, 10/06/2026 (Callable 10/06/2025) <sup>(a)</sup> | 15000000 | 14993937 |
| &nbsp;&nbsp; 5.88% to 01/14/2030 then SOFR + 1.68%, 01/14/2031 (Callable 01/14/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.88% to 01/14/2030 then SOFR + 1.68%, 01/14/2031 (Callable 01/14/2030) <sup>(a)</sup> | 7000000 | 7310650 |
| &nbsp;&nbsp; 2.28% to 01/20/2031 then SOFR + 1.31%, 01/20/2032 (Callable 01/20/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.28% to 01/20/2031 then SOFR + 1.31%, 01/20/2032 (Callable 01/20/2031) <sup>(a)</sup> | 6180000 | 5449902 |
| &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | 51889000 | 46000089 |
| &nbsp;&nbsp; 7.00% to 10/19/2033 then SOFR + 2.59%, 10/19/2034 (Callable 10/19/2033) <sup>(a)</sup> | &nbsp;&nbsp; 7.00% to 10/19/2033 then SOFR + 2.59%, 10/19/2034 (Callable 10/19/2033) <sup>(a)</sup> | 22896000 | 25542197 |
| &nbsp;&nbsp; 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 (Callable 01/18/2034) <sup>(a)</sup> | &nbsp;&nbsp; 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 (Callable 01/18/2034) <sup>(a)</sup> | 18330000 | 19476651 |
| &nbsp;&nbsp; 5.94% to 05/30/2034 then SOFR + 1.85%, 05/30/2035 (Callable 05/30/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.94% to 05/30/2034 then SOFR + 1.85%, 05/30/2035 (Callable 05/30/2034) <sup>(a)</sup> | 10000000 | 10474571 |
| &nbsp;&nbsp; 6.03% to 05/28/2035 then SOFR + 1.96%, 05/28/2036 (Callable 05/28/2035) <sup>(a)</sup> | &nbsp;&nbsp; 6.03% to 05/28/2035 then SOFR + 1.96%, 05/28/2036 (Callable 05/28/2035) <sup>(a)</sup> | 12000000 | 12637137 |
|  Brighthouse Financial Global Funding, 5.55%, 04/09/2027 <sup>(a)</sup> | Brighthouse Financial Global Funding, 5.55%, 04/09/2027 <sup>(a)</sup> | 20000000 | 20335571 |
|  Broadstone Net Lease LLC, 5.00%, 11/01/2032 (Callable 09/01/2032) | Broadstone Net Lease LLC, 5.00%, 11/01/2032 (Callable 09/01/2032) | 4000000 | 3976110 |
|  Brown & Brown, Inc., 4.50%, 03/15/2029 (Callable 12/15/2028) | Brown & Brown, Inc., 4.50%, 03/15/2029 (Callable 12/15/2028) | 11840000 | 11864634 |
| Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |
| &nbsp;&nbsp; 4.86% to 03/31/2028 then SOFR + 1.03%, 03/30/2029 (Callable 03/31/2028) | &nbsp;&nbsp; 4.86% to 03/31/2028 then SOFR + 1.03%, 03/30/2029 (Callable 03/31/2028) | 16000000 | 16248154 |
| &nbsp;&nbsp; 4.63% to 09/11/2029 then SOFR + 1.34%, 09/11/2030 (Callable 09/11/2029) | &nbsp;&nbsp; 4.63% to 09/11/2029 then SOFR + 1.34%, 09/11/2030 (Callable 09/11/2029) | 5425000 | 5486988 |
| &nbsp;&nbsp; 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | &nbsp;&nbsp; 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | 12000000 | 12391163 |
| &nbsp;&nbsp; 4.58% to 09/08/2030 then SOFR + 1.17%, 09/08/2031 (Callable 09/08/2030) | &nbsp;&nbsp; 4.58% to 09/08/2030 then SOFR + 1.17%, 09/08/2031 (Callable 09/08/2030) | 15000000 | 15049276 |
| Cantor Fitzgerald LP | Cantor Fitzgerald LP | Cantor Fitzgerald LP | Cantor Fitzgerald LP |
| &nbsp;&nbsp; 4.50%, 04/14/2027 (Callable 01/14/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 04/14/2027 (Callable 01/14/2027) <sup>(a)</sup> | 5000000 | 4960202 |
| &nbsp;&nbsp; 7.20%, 12/12/2028 (Callable 11/12/2028) <sup>(a)</sup> | &nbsp;&nbsp; 7.20%, 12/12/2028 (Callable 11/12/2028) <sup>(a)</sup> | 25000000 | 26709943 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |
| &nbsp;&nbsp; 3.75%, 07/28/2026 (Callable 06/28/2026) | &nbsp;&nbsp; 3.75%, 07/28/2026 (Callable 06/28/2026) | 5000000 | 4979977 |
| &nbsp;&nbsp; 3.80%, 01/31/2028 (Callable 12/31/2027) | &nbsp;&nbsp; 3.80%, 01/31/2028 (Callable 12/31/2027) | 6960000 | 6906135 |
| &nbsp;&nbsp; 5.47% to 02/01/2028 then SOFR + 2.08%, 02/01/2029 (Callable 02/01/2028) | &nbsp;&nbsp; 5.47% to 02/01/2028 then SOFR + 2.08%, 02/01/2029 (Callable 02/01/2028) | 10000000 | 10255134 |
| &nbsp;&nbsp; 6.31% to 06/08/2028 then SOFR + 2.64%, 06/08/2029 (Callable 06/08/2028) | &nbsp;&nbsp; 6.31% to 06/08/2028 then SOFR + 2.64%, 06/08/2029 (Callable 06/08/2028) | 10600000 | 11119528 |
| &nbsp;&nbsp; 5.70% to 02/01/2029 then SOFR + 1.91%, 02/01/2030 (Callable 02/01/2029) | &nbsp;&nbsp; 5.70% to 02/01/2029 then SOFR + 1.91%, 02/01/2030 (Callable 02/01/2029) | 10000000 | 10382151 |
| &nbsp;&nbsp; 3.27% to 03/01/2029 then SOFR + 1.79%, 03/01/2030 (Callable 03/01/2029) | &nbsp;&nbsp; 3.27% to 03/01/2029 then SOFR + 1.79%, 03/01/2030 (Callable 03/01/2029) | 18250000 | 17587699 |
| &nbsp;&nbsp; 4.49% to 09/11/2030 then SOFR + 1.25%, 09/11/2031 (Callable 09/11/2030) | &nbsp;&nbsp; 4.49% to 09/11/2030 then SOFR + 1.25%, 09/11/2031 (Callable 09/11/2030) | 13000000 | 12894848 |
| &nbsp;&nbsp; 5.27% to 05/10/2032 then SOFR + 2.37%, 05/10/2033 (Callable 05/10/2032) | &nbsp;&nbsp; 5.27% to 05/10/2032 then SOFR + 2.37%, 05/10/2033 (Callable 05/10/2032) | 18775000 | 19199938 |
| &nbsp;&nbsp; 6.38% to 06/08/2033 then SOFR + 2.86%, 06/08/2034 (Callable 06/08/2033) | &nbsp;&nbsp; 6.38% to 06/08/2033 then SOFR + 2.86%, 06/08/2034 (Callable 06/08/2033) | 15000000 | 16225100 |
| &nbsp;&nbsp; 7.96% to 11/02/2033 then SOFR + 3.37%, 11/02/2034 (Callable 11/02/2033) | &nbsp;&nbsp; 7.96% to 11/02/2033 then SOFR + 3.37%, 11/02/2034 (Callable 11/02/2033) | 25000000 | 29558273 |
| Capital One NA | Capital One NA | Capital One NA | Capital One NA |
| &nbsp;&nbsp; 5.97% to 08/09/2028 then 5 yr. Mid Swap Rate USD + 1.73%, 08/09/2028 | &nbsp;&nbsp; 5.97% to 08/09/2028 then 5 yr. Mid Swap Rate USD + 1.73%, 08/09/2028 | 28280000 | 29283274 |
| &nbsp;&nbsp; 4.65%, 09/13/2028 (Callable 06/13/2028) | &nbsp;&nbsp; 4.65%, 09/13/2028 (Callable 06/13/2028) | 33225000 | 33623717 |
| Centene Corp. | Centene Corp. | Centene Corp. | Centene Corp. |
| &nbsp;&nbsp; 4.25%, 12/15/2027 (Callable 10/16/2025) | &nbsp;&nbsp; 4.25%, 12/15/2027 (Callable 10/16/2025) | 15000000 | 14730260 |
| &nbsp;&nbsp; 2.45%, 07/15/2028 (Callable 05/15/2028) | &nbsp;&nbsp; 2.45%, 07/15/2028 (Callable 05/15/2028) | 27000000 | 25089290 |
| &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 10/31/2025) | &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 10/31/2025) | 24388000 | 23641147 |
| &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 10/16/2025) | &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 10/16/2025) | 4175000 | 3839693 |
| &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) | &nbsp;&nbsp; 3.00%, 10/15/2030 (Callable 07/15/2030) | 10000000 | 8935374 |
| &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | &nbsp;&nbsp; 2.50%, 03/01/2031 (Callable 12/01/2030) | 74850000 | 64476838 |
|  Charles Schwab Corp., 2.90%, 03/03/2032 (Callable 12/03/2031) | Charles Schwab Corp., 2.90%, 03/03/2032 (Callable 12/03/2031) | 5000000 | 4558045 |
| Citadel Securities Global Holdings LLC | Citadel Securities Global Holdings LLC | Citadel Securities Global Holdings LLC | Citadel Securities Global Holdings LLC |
| &nbsp;&nbsp; 5.50%, 06/18/2030 (Callable 05/18/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 06/18/2030 (Callable 05/18/2030) <sup>(a)</sup> | 8000000 | 8210865 |
| &nbsp;&nbsp; 6.20%, 06/18/2035 (Callable 03/18/2035) <sup>(a)</sup> | &nbsp;&nbsp; 6.20%, 06/18/2035 (Callable 03/18/2035) <sup>(a)</sup> | 5000000 | 5252377 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 (Callable 01/10/2027) | &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 (Callable 01/10/2027) | 25694000 | 25589108 |
| &nbsp;&nbsp; 5.17% to 02/13/2029 then SOFR + 1.36%, 02/13/2030 (Callable 02/13/2029) | &nbsp;&nbsp; 5.17% to 02/13/2029 then SOFR + 1.36%, 02/13/2030 (Callable 02/13/2029) | 10450000 | 10719771 |
| &nbsp;&nbsp; 4.54% to 09/19/2029 then SOFR + 1.34%, 09/19/2030 (Callable 09/19/2029) | &nbsp;&nbsp; 4.54% to 09/19/2029 then SOFR + 1.34%, 09/19/2030 (Callable 09/19/2029) | 30000000 | 30139600 |
| &nbsp;&nbsp; 4.41% to 03/31/2030 then SOFR + 3.91%, 03/31/2031 (Callable 03/31/2030) | &nbsp;&nbsp; 4.41% to 03/31/2030 then SOFR + 3.91%, 03/31/2031 (Callable 03/31/2030) | 10000000 | 9983149 |
| &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | 6750000 | 6878260 |
| &nbsp;&nbsp; 2.57% to 06/03/2030 then SOFR + 2.11%, 06/03/2031 (Callable 06/03/2030) | &nbsp;&nbsp; 2.57% to 06/03/2030 then SOFR + 2.11%, 06/03/2031 (Callable 06/03/2030) | 80000000 | 73607090 |
| &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | 10000000 | 10005406 |
| &nbsp;&nbsp; 2.56% to 05/01/2031 then SOFR + 1.17%, 05/01/2032 (Callable 05/01/2031) | &nbsp;&nbsp; 2.56% to 05/01/2031 then SOFR + 1.17%, 05/01/2032 (Callable 05/01/2031) | 5000000 | 4506495 |
| &nbsp;&nbsp; 6.27% to 11/17/2032 then SOFR + 2.34%, 11/17/2033 (Callable 11/17/2032) | &nbsp;&nbsp; 6.27% to 11/17/2032 then SOFR + 2.34%, 11/17/2033 (Callable 11/17/2032) | 5000000 | 5456829 |
| &nbsp;&nbsp; 5.33% to 03/27/2035 then SOFR + 1.47%, 03/27/2036 (Callable 03/27/2035) | &nbsp;&nbsp; 5.33% to 03/27/2035 then SOFR + 1.47%, 03/27/2036 (Callable 03/27/2035) | 32000000 | 32710457 |
| Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. |
| &nbsp;&nbsp; 2.85%, 07/27/2026 (Callable 04/27/2026) | &nbsp;&nbsp; 2.85%, 07/27/2026 (Callable 04/27/2026) | 23400000 | 23143229 |
| &nbsp;&nbsp; 5.84% to 01/23/2029 then SOFR + 2.01%, 01/23/2030 (Callable 01/23/2029) | &nbsp;&nbsp; 5.84% to 01/23/2029 then SOFR + 2.01%, 01/23/2030 (Callable 01/23/2029) | 25838000 | 26930513 |
| &nbsp;&nbsp; 3.25%, 04/30/2030 (Callable 01/30/2030) | &nbsp;&nbsp; 3.25%, 04/30/2030 (Callable 01/30/2030) | 40000000 | 37869161 |
|  CNA Financial Corp., 5.50%, 06/15/2033 (Callable 03/15/2033) | CNA Financial Corp., 5.50%, 06/15/2033 (Callable 03/15/2033) | 14250000 | 14788950 |
|  CNO Financial Group, Inc., 6.45%, 06/15/2034 (Callable 03/15/2034) | CNO Financial Group, Inc., 6.45%, 06/15/2034 (Callable 03/15/2034) | 15000000 | 15917603 |
| CNO Global Funding | CNO Global Funding | CNO Global Funding | CNO Global Funding |
| &nbsp;&nbsp; 5.88%, 06/04/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 06/04/2027 <sup>(a)</sup> | 18000000 | 18466664 |
| &nbsp;&nbsp; 4.38%, 09/08/2028 <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 09/08/2028 <sup>(a)</sup> | 17650000 | 17657402 |
| &nbsp;&nbsp; 2.65%, 01/06/2029 <sup>(a)</sup> | &nbsp;&nbsp; 2.65%, 01/06/2029 <sup>(a)</sup> | 11970000 | 11322832 |
| Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia |
| &nbsp;&nbsp; 2.69%, 03/11/2031 <sup>(a)</sup> | &nbsp;&nbsp; 2.69%, 03/11/2031 <sup>(a)</sup> | 32454000 | 29359381 |
| &nbsp;&nbsp; 3.78%, 03/14/2032 <sup>(a)</sup> | &nbsp;&nbsp; 3.78%, 03/14/2032 <sup>(a)</sup> | 12450000 | 11783257 |
| &nbsp;&nbsp; 5.84%, 03/13/2034 <sup>(a)</sup> | &nbsp;&nbsp; 5.84%, 03/13/2034 <sup>(a)</sup> | 8800000 | 9240725 |
| &nbsp;&nbsp; 3.61% to 09/12/2029 then 5 yr. CMT Rate + 2.05%, 09/12/2034 (Callable 09/12/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.61% to 09/12/2029 then 5 yr. CMT Rate + 2.05%, 09/12/2034 (Callable 09/12/2029) <sup>(a)</sup> | 35000000 | 33595981 |
|  Compeer Financial FLCA/Compeer Financial PCA, 3.38% to 06/01/2031 then SOFR + 1.97%, 06/01/2036 (Callable 06/01/2031) <sup>(a)</sup> | Compeer Financial FLCA/Compeer Financial PCA, 3.38% to 06/01/2031 then SOFR + 1.97%, 06/01/2036 (Callable 06/01/2031) <sup>(a)</sup> | 5500000 | 4378771 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |
| &nbsp;&nbsp; 3.75%, 07/21/2026 | &nbsp;&nbsp; 3.75%, 07/21/2026 | 36000000 | 35833811 |
| &nbsp;&nbsp; 4.66% to 08/22/2027 then 1 yr. CMT Rate + 1.75%, 08/22/2028 (Callable 08/22/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.66% to 08/22/2027 then 1 yr. CMT Rate + 1.75%, 08/22/2028 (Callable 08/22/2027) <sup>(a)</sup> | 12760000 | 12867054 |
| Corebridge Global Funding | Corebridge Global Funding | Corebridge Global Funding | Corebridge Global Funding |
| &nbsp;&nbsp; 4.90%, 01/07/2028 <sup>(a)</sup> | &nbsp;&nbsp; 4.90%, 01/07/2028 <sup>(a)</sup> | 12000000 | 12203343 |
| &nbsp;&nbsp; 5.20%, 01/12/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.20%, 01/12/2029 <sup>(a)</sup> | 5900000 | 6065748 |
| &nbsp;&nbsp; 5.20%, 06/24/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.20%, 06/24/2029 <sup>(a)</sup> | 6000000 | 6159626 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |
| &nbsp;&nbsp; 4.63% to 09/11/2027 then SOFR + 1.21%, 09/11/2028 (Callable 09/11/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.63% to 09/11/2027 then SOFR + 1.21%, 09/11/2028 (Callable 09/11/2027) <sup>(a)</sup> | 8000000 | 8050582 |
| &nbsp;&nbsp; 5.23% to 01/09/2028 then SOFR + 1.13%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.23% to 01/09/2028 then SOFR + 1.13%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | 13000000 | 13249391 |
| &nbsp;&nbsp; 6.32% to 10/03/2028 then SOFR + 1.86%, 10/03/2029 (Callable 10/03/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.32% to 10/03/2028 then SOFR + 1.86%, 10/03/2029 (Callable 10/03/2028) <sup>(a)</sup> | 15000000 | 15813448 |
| &nbsp;&nbsp; 3.25%, 01/14/2030 <sup>(a)</sup> | &nbsp;&nbsp; 3.25%, 01/14/2030 <sup>(a)</sup> | 13043000 | 12305293 |
| &nbsp;&nbsp; 5.51%, 07/05/2033 <sup>(a)</sup> | &nbsp;&nbsp; 5.51%, 07/05/2033 <sup>(a)</sup> | 5000000 | 5275101 |
| &nbsp;&nbsp; 6.25% to 01/10/2034 then SOFR + 2.67%, 01/10/2035 (Callable 01/10/2034) <sup>(a)</sup> | &nbsp;&nbsp; 6.25% to 01/10/2034 then SOFR + 2.67%, 01/10/2035 (Callable 01/10/2034) <sup>(a)</sup> | 52000000 | 54869994 |
| Danske Bank AS | Danske Bank AS | Danske Bank AS | Danske Bank AS |
| &nbsp;&nbsp; 4.30% to 04/01/2027 then 1 yr. CMT Rate + 1.75%, 04/01/2028 (Callable 04/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.30% to 04/01/2027 then 1 yr. CMT Rate + 1.75%, 04/01/2028 (Callable 04/01/2027) <sup>(a)</sup> | 21636000 | 21656085 |
| &nbsp;&nbsp; 5.71% to 03/01/2029 then 1 yr. CMT Rate + 1.40%, 03/01/2030 (Callable 03/01/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.71% to 03/01/2029 then 1 yr. CMT Rate + 1.40%, 03/01/2030 (Callable 03/01/2029) <sup>(a)</sup> | 20800000 | 21640817 |
| &nbsp;&nbsp; 4.61% to 10/02/2029 then 1 yr. CMT Rate + 1.10%, 10/02/2030 (Callable 10/02/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.61% to 10/02/2029 then 1 yr. CMT Rate + 1.10%, 10/02/2030 (Callable 10/02/2029) <sup>(a)</sup> | 20000000 | 20104581 |
| Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY |
| &nbsp;&nbsp; 7.15% to 07/13/2026 then SOFR + 2.52%, 07/13/2027 (Callable 07/13/2026) | &nbsp;&nbsp; 7.15% to 07/13/2026 then SOFR + 2.52%, 07/13/2027 (Callable 07/13/2026) | 12000000 | 12256824 |
| &nbsp;&nbsp; 2.31% to 11/16/2026 then SOFR + 1.22%, 11/16/2027 (Callable 11/16/2026) | &nbsp;&nbsp; 2.31% to 11/16/2026 then SOFR + 1.22%, 11/16/2027 (Callable 11/16/2026) | 6000000 | 5868734 |
| &nbsp;&nbsp; 5.37% to 01/10/2028 then SOFR + 1.21%, 01/10/2029 (Callable 01/10/2028) | &nbsp;&nbsp; 5.37% to 01/10/2028 then SOFR + 1.21%, 01/10/2029 (Callable 01/10/2028) | 2980000 | 3044062 |
| &nbsp;&nbsp; 6.72% to 01/18/2028 then SOFR + 3.18%, 01/18/2029 (Callable 01/18/2028) | &nbsp;&nbsp; 6.72% to 01/18/2028 then SOFR + 3.18%, 01/18/2029 (Callable 01/18/2028) | 5000000 | 5250695 |
| &nbsp;&nbsp; 6.82% to 11/20/2028 then SOFR + 2.51%, 11/20/2029 (Callable 11/20/2028) | &nbsp;&nbsp; 6.82% to 11/20/2028 then SOFR + 2.51%, 11/20/2029 (Callable 11/20/2028) | 25000000 | 26741466 |
| &nbsp;&nbsp; 5.00% to 09/11/2029 then SOFR + 1.70%, 09/11/2030 (Callable 09/11/2029) | &nbsp;&nbsp; 5.00% to 09/11/2029 then SOFR + 1.70%, 09/11/2030 (Callable 09/11/2029) | 8000000 | 8114563 |
| &nbsp;&nbsp; 5.30% to 05/09/2030 then SOFR + 1.72%, 05/09/2031 (Callable 05/09/2030) | &nbsp;&nbsp; 5.30% to 05/09/2030 then SOFR + 1.72%, 05/09/2031 (Callable 05/09/2030) | 7020000 | 7191032 |
| &nbsp;&nbsp; 5.88% to 07/08/2030 then SOFR + 5.44%, 07/08/2031 (Callable 04/08/2030) | &nbsp;&nbsp; 5.88% to 07/08/2030 then SOFR + 5.44%, 07/08/2031 (Callable 04/08/2030) | 1111000 | 1149817 |
| &nbsp;&nbsp; 3.55% to 09/18/2030 then SOFR + 3.04%, 09/18/2031 (Callable 09/18/2030) | &nbsp;&nbsp; 3.55% to 09/18/2030 then SOFR + 3.04%, 09/18/2031 (Callable 09/18/2030) | 9500000 | 9005846 |
| &nbsp;&nbsp; 3.73% to 01/14/2031 then SOFR + 2.76%, 01/14/2032 (Callable 10/14/2030) | &nbsp;&nbsp; 3.73% to 01/14/2031 then SOFR + 2.76%, 01/14/2032 (Callable 10/14/2030) | 46714000 | 43808135 |
| &nbsp;&nbsp; 3.04% to 05/28/2031 then SOFR + 1.72%, 05/28/2032 (Callable 05/28/2031) | &nbsp;&nbsp; 3.04% to 05/28/2031 then SOFR + 1.72%, 05/28/2032 (Callable 05/28/2031) | 5500000 | 5024177 |
| &nbsp;&nbsp; 3.74% to 01/07/2032 then SOFR + 2.26%, 01/07/2033 (Callable 10/07/2031) | &nbsp;&nbsp; 3.74% to 01/07/2032 then SOFR + 2.26%, 01/07/2033 (Callable 10/07/2031) | 67758000 | 62409373 |
| &nbsp;&nbsp; 7.08% to 02/10/2033 then SOFR + 3.65%, 02/10/2034 (Callable 11/10/2032) | &nbsp;&nbsp; 7.08% to 02/10/2033 then SOFR + 3.65%, 02/10/2034 (Callable 11/10/2032) | 4000000 | 4396973 |
| Digital Realty Trust LP | Digital Realty Trust LP | Digital Realty Trust LP | Digital Realty Trust LP |
| &nbsp;&nbsp; 4.45%, 07/15/2028 (Callable 04/15/2028) | &nbsp;&nbsp; 4.45%, 07/15/2028 (Callable 04/15/2028) | 7000000 | 7052741 |
| &nbsp;&nbsp; 3.60%, 07/01/2029 (Callable 04/01/2029) | &nbsp;&nbsp; 3.60%, 07/01/2029 (Callable 04/01/2029) | 41950000 | 40914229 |
| Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |
| &nbsp;&nbsp; 5.20%, 02/15/2035 (Callable 11/15/2034) | &nbsp;&nbsp; 5.20%, 02/15/2035 (Callable 11/15/2034) | 7000000 | 7134275 |
| &nbsp;&nbsp; 6.10%, 10/15/2052 (Callable 04/15/2052) | &nbsp;&nbsp; 6.10%, 10/15/2052 (Callable 04/15/2052) | 3078000 | 3201327 |
| &nbsp;&nbsp; 5.13%, 02/15/2053 (Callable 08/15/2052) | &nbsp;&nbsp; 5.13%, 02/15/2053 (Callable 08/15/2052) | 5200000 | 4749586 |
| &nbsp;&nbsp; 5.70%, 02/15/2055 (Callable 08/15/2054) | &nbsp;&nbsp; 5.70%, 02/15/2055 (Callable 08/15/2054) | 9000000 | 8907753 |
|  EQT AB, 5.85%, 05/08/2035 (Callable 02/08/2035) <sup>(a)</sup> | EQT AB, 5.85%, 05/08/2035 (Callable 02/08/2035) <sup>(a)</sup> | 17800000 | 18379929 |
|  Equitable Financial Life Global Funding, 5.45%, 03/03/2028 <sup>(a)</sup> | Equitable Financial Life Global Funding, 5.45%, 03/03/2028 <sup>(a)</sup> | 4620000 | 4751516 |
|  Equitable Holdings, Inc., 4.57%, 02/15/2029 (Callable 11/15/2028) <sup>(a)</sup> | Equitable Holdings, Inc., 4.57%, 02/15/2029 (Callable 11/15/2028) <sup>(a)</sup> | 1284000 | 1289429 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| &nbsp;&nbsp; 3.88%, 12/15/2027 (Callable 09/15/2027) | &nbsp;&nbsp; 3.88%, 12/15/2027 (Callable 09/15/2027) | 2575000 | 2558073 |
| &nbsp;&nbsp; 5.70%, 04/01/2028 (Callable 03/01/2028) | &nbsp;&nbsp; 5.70%, 04/01/2028 (Callable 03/01/2028) | 3650000 | 3769766 |
| &nbsp;&nbsp; 2.20%, 10/15/2030 (Callable 07/15/2030) | &nbsp;&nbsp; 2.20%, 10/15/2030 (Callable 07/15/2030) | 6950000 | 6230861 |
| &nbsp;&nbsp; 2.55%, 06/01/2031 (Callable 03/01/2031) | &nbsp;&nbsp; 2.55%, 06/01/2031 (Callable 03/01/2031) | 11000000 | 9896766 |
| Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec |
| &nbsp;&nbsp; 4.55%, 08/23/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.55%, 08/23/2027 <sup>(a)</sup> | 14000000 | 14140914 |
| &nbsp;&nbsp; 5.70%, 03/14/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 03/14/2028 <sup>(a)</sup> | 22000000 | 22802264 |
| &nbsp;&nbsp; 4.57%, 08/26/2030 <sup>(a)</sup> | &nbsp;&nbsp; 4.57%, 08/26/2030 <sup>(a)</sup> | 13800000 | 13876340 |
|  Fifth Third Bancorp, 4.77% to 07/28/2029 then SOFR + 2.13%, 07/28/2030 (Callable 07/28/2029) | Fifth Third Bancorp, 4.77% to 07/28/2029 then SOFR + 2.13%, 07/28/2030 (Callable 07/28/2029) | 4000000 | 4044967 |
|  First Citizens BancShares, Inc./NC, 5.23% to 03/12/2030 then SOFR + 1.41%, 03/12/2031 (Callable 03/12/2030) | First Citizens BancShares, Inc./NC, 5.23% to 03/12/2030 then SOFR + 1.41%, 03/12/2031 (Callable 03/12/2030) | 12500000 | 12685083 |
|  First Industrial LP, 5.25%, 01/15/2031 (Callable 12/15/2030) | First Industrial LP, 5.25%, 01/15/2031 (Callable 12/15/2030) | 6000000 | 6151068 |
|  First Republic Bank, 4.63%, 02/13/2047 (Callable 08/13/2046) <sup>(b)</sup> | First Republic Bank, 4.63%, 02/13/2047 (Callable 08/13/2046) <sup>(b)</sup> | 1850000 | 2313 |
|  Five Corners Funding Trust II, 2.85%, 05/15/2030 (Callable 02/15/2030) <sup>(a)</sup> | Five Corners Funding Trust II, 2.85%, 05/15/2030 (Callable 02/15/2030) <sup>(a)</sup> | 15000000 | 14050859 |
|  Five Corners Funding Trust III, 5.79%, 02/15/2033 (Callable 11/15/2032) <sup>(a)</sup> | Five Corners Funding Trust III, 5.79%, 02/15/2033 (Callable 11/15/2032) <sup>(a)</sup> | 5800000 | 6132859 |
|  Five Corners Funding Trust IV, 6.00%, 02/15/2053 (Callable 08/15/2052) <sup>(a)</sup> | Five Corners Funding Trust IV, 6.00%, 02/15/2053 (Callable 08/15/2052) <sup>(a)</sup> | 6800000 | 7116957 |
| FMR LLC | FMR LLC | FMR LLC | FMR LLC |
| &nbsp;&nbsp; 4.95%, 02/01/2033 <sup>(a)</sup> | &nbsp;&nbsp; 4.95%, 02/01/2033 <sup>(a)</sup> | 4235000 | 4272477 |
| &nbsp;&nbsp; 6.50%, 12/14/2040 <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 12/14/2040 <sup>(a)</sup> | 1820000 | 2030037 |
|  FNB Corp./PA, 5.72% to 12/11/2029 then SOFR + 1.93%, 12/11/2030 (Callable 12/11/2029) | FNB Corp./PA, 5.72% to 12/11/2029 then SOFR + 1.93%, 12/11/2030 (Callable 12/11/2029) | 25000000 | 25386158 |
|  Globe Life, Inc., 4.55%, 09/15/2028 (Callable 06/15/2028) | Globe Life, Inc., 4.55%, 09/15/2028 (Callable 06/15/2028) | 9350000 | 9432815 |
|  Goldman Sachs Bank USA/New York NY, 5.41% to 05/21/2026 then SOFR + 0.75%, 05/21/2027 (Callable 05/21/2026) | Goldman Sachs Bank USA/New York NY, 5.41% to 05/21/2026 then SOFR + 0.75%, 05/21/2027 (Callable 05/21/2026) | 5000000 | 5038382 |
|  Goldman Sachs Capital I, 6.35%, 02/15/2034 | Goldman Sachs Capital I, 6.35%, 02/15/2034 | 125000 | 133550 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 3.69% to 06/05/2027 then 3 mo. Term SOFR + 1.77%, 06/05/2028 (Callable 06/05/2027) | &nbsp;&nbsp; 3.69% to 06/05/2027 then 3 mo. Term SOFR + 1.77%, 06/05/2028 (Callable 06/05/2027) | 11000000 | 10920887 |
| &nbsp;&nbsp; 3.81% to 04/23/2028 then 3 mo. Term SOFR + 1.42%, 04/23/2029 (Callable 04/23/2028) | &nbsp;&nbsp; 3.81% to 04/23/2028 then 3 mo. Term SOFR + 1.42%, 04/23/2029 (Callable 04/23/2028) | 17875000 | 17722603 |
| &nbsp;&nbsp; 4.22% to 05/01/2028 then 3 mo. Term SOFR + 1.56%, 05/01/2029 (Callable 05/01/2028) | &nbsp;&nbsp; 4.22% to 05/01/2028 then 3 mo. Term SOFR + 1.56%, 05/01/2029 (Callable 05/01/2028) | 31050000 | 31086228 |
| &nbsp;&nbsp; 5.05% to 07/23/2029 then SOFR + 1.21%, 07/23/2030 (Callable 07/23/2029) | &nbsp;&nbsp; 5.05% to 07/23/2029 then SOFR + 1.21%, 07/23/2030 (Callable 07/23/2029) | 25000000 | 25626585 |
| &nbsp;&nbsp; 4.69% to 10/23/2029 then SOFR + 1.14%, 10/23/2030 (Callable 10/23/2029) | &nbsp;&nbsp; 4.69% to 10/23/2029 then SOFR + 1.14%, 10/23/2030 (Callable 10/23/2029) | 10000000 | 10127447 |
| &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 (Callable 04/23/2030) | &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 (Callable 04/23/2030) | 15000000 | 15511585 |
| &nbsp;&nbsp; 1.99% to 01/27/2031 then SOFR + 1.09%, 01/27/2032 (Callable 01/27/2031) | &nbsp;&nbsp; 1.99% to 01/27/2031 then SOFR + 1.09%, 01/27/2032 (Callable 01/27/2031) | 45000000 | 39709395 |
| &nbsp;&nbsp; 2.62% to 04/22/2031 then SOFR + 1.28%, 04/22/2032 (Callable 04/22/2031) | &nbsp;&nbsp; 2.62% to 04/22/2031 then SOFR + 1.28%, 04/22/2032 (Callable 04/22/2031) | 10000000 | 9072192 |
| &nbsp;&nbsp; 2.38% to 07/21/2031 then SOFR + 1.25%, 07/21/2032 (Callable 07/21/2031) | &nbsp;&nbsp; 2.38% to 07/21/2031 then SOFR + 1.25%, 07/21/2032 (Callable 07/21/2031) | 11332000 | 10113795 |
| &nbsp;&nbsp; 6.75%, 10/01/2037 | &nbsp;&nbsp; 6.75%, 10/01/2037 | 300000 | 336120 |
|  Goodman US Finance Six LLC, 5.13%, 10/07/2034 (Callable 07/07/2034) <sup>(a)</sup> | Goodman US Finance Six LLC, 5.13%, 10/07/2034 (Callable 07/07/2034) <sup>(a)</sup> | 10000000 | 10094532 |
| Guardian Life Insurance Co. of America | Guardian Life Insurance Co. of America | Guardian Life Insurance Co. of America | Guardian Life Insurance Co. of America |
| &nbsp;&nbsp; 4.88%, 06/19/2064 <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 06/19/2064 <sup>(a)</sup> | 6715000 | 5889436 |
| &nbsp;&nbsp; 3.70%, 01/22/2070 (Callable 07/22/2069) <sup>(a)</sup> | &nbsp;&nbsp; 3.70%, 01/22/2070 (Callable 07/22/2069) <sup>(a)</sup> | 4510000 | 3102124 |
| &nbsp;&nbsp; 4.85%, 01/24/2077 <sup>(a)</sup> | &nbsp;&nbsp; 4.85%, 01/24/2077 <sup>(a)</sup> | 16363000 | 13778576 |
|  Hanover Insurance Group, Inc., 5.50%, 09/01/2035 (Callable 06/01/2035) | Hanover Insurance Group, Inc., 5.50%, 09/01/2035 (Callable 06/01/2035) | 13575000 | 13735019 |
|  Hartford Insurance Group, Inc., 6.10%, 10/01/2041 | Hartford Insurance Group, Inc., 6.10%, 10/01/2041 | 2925000 | 3105913 |
|  Healthpeak OP LLC, 5.25%, 12/15/2032 (Callable 09/15/2032) | Healthpeak OP LLC, 5.25%, 12/15/2032 (Callable 09/15/2032) | 10000000 | 10283119 |
|  Henneman Trust, 6.58%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | Henneman Trust, 6.58%, 05/15/2055 (Callable 11/15/2054) <sup>(a)</sup> | 13098000 | 13969338 |
|  High Street Funding Trust II, 4.68%, 02/15/2048 (Callable 11/15/2047) <sup>(a)</sup> | High Street Funding Trust II, 4.68%, 02/15/2048 (Callable 11/15/2047) <sup>(a)</sup> | 7000000 | 6143862 |
|  High Street Funding Trust III, 5.81%, 02/15/2055 (Callable 08/15/2054) <sup>(a)</sup> | High Street Funding Trust III, 5.81%, 02/15/2055 (Callable 08/15/2054) <sup>(a)</sup> | 14350000 | 14341978 |
|  Horace Mann Educators Corp., 4.70%, 10/01/2030 (Callable 09/01/2030) | Horace Mann Educators Corp., 4.70%, 10/01/2030 (Callable 09/01/2030) | 19200000 | 19010084 |
|  Horizon Mutual Holdings, Inc., 6.20%, 11/15/2034 (Callable 08/15/2034) <sup>(a)</sup> | Horizon Mutual Holdings, Inc., 6.20%, 11/15/2034 (Callable 08/15/2034) <sup>(a)</sup> | 10000000 | 9775932 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP |
| &nbsp;&nbsp; 5.70%, 06/15/2032 (Callable 04/15/2032) | &nbsp;&nbsp; 5.70%, 06/15/2032 (Callable 04/15/2032) | 20000000 | 20602491 |
| &nbsp;&nbsp; 5.70%, 07/01/2034 (Callable 04/01/2034) | &nbsp;&nbsp; 5.70%, 07/01/2034 (Callable 04/01/2034) | 15000000 | 15363602 |
| &nbsp;&nbsp; 5.50%, 04/15/2035 (Callable 01/15/2035) | &nbsp;&nbsp; 5.50%, 04/15/2035 (Callable 01/15/2035) | 4000000 | 4026389 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |
| &nbsp;&nbsp; 5.21% to 08/11/2027 then SOFR + 2.61%, 08/11/2028 (Callable 08/11/2027) | &nbsp;&nbsp; 5.21% to 08/11/2027 then SOFR + 2.61%, 08/11/2028 (Callable 08/11/2027) | 4014000 | 4082558 |
| &nbsp;&nbsp; 2.01% to 09/22/2027 then SOFR + 1.73%, 09/22/2028 (Callable 09/22/2027) | &nbsp;&nbsp; 2.01% to 09/22/2027 then SOFR + 1.73%, 09/22/2028 (Callable 09/22/2027) | 22654000 | 21703055 |
| &nbsp;&nbsp; 7.39% to 11/03/2027 then SOFR + 3.35%, 11/03/2028 (Callable 11/03/2027) | &nbsp;&nbsp; 7.39% to 11/03/2027 then SOFR + 3.35%, 11/03/2028 (Callable 11/03/2027) | 15000000 | 15930942 |
| &nbsp;&nbsp; 5.13% to 11/19/2027 then SOFR + 1.04%, 11/19/2028 (Callable 11/19/2027) | &nbsp;&nbsp; 5.13% to 11/19/2027 then SOFR + 1.04%, 11/19/2028 (Callable 11/19/2027) | 15000000 | 15267401 |
| &nbsp;&nbsp; 4.90% to 03/03/2028 then SOFR + 1.03%, 03/03/2029 (Callable 03/03/2028) | &nbsp;&nbsp; 4.90% to 03/03/2028 then SOFR + 1.03%, 03/03/2029 (Callable 03/03/2028) | 20000000 | 20290416 |
| &nbsp;&nbsp; 6.16% to 03/09/2028 then SOFR + 1.97%, 03/09/2029 (Callable 03/09/2028) | &nbsp;&nbsp; 6.16% to 03/09/2028 then SOFR + 1.97%, 03/09/2029 (Callable 03/09/2028) | 6000000 | 6257461 |
| &nbsp;&nbsp; 4.58% to 06/19/2028 then 3 mo. Term SOFR + 1.80%, 06/19/2029 (Callable 06/19/2028) | &nbsp;&nbsp; 4.58% to 06/19/2028 then 3 mo. Term SOFR + 1.80%, 06/19/2029 (Callable 06/19/2028) | 19471000 | 19608737 |
| &nbsp;&nbsp; 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | &nbsp;&nbsp; 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | 10000000 | 9439385 |
| &nbsp;&nbsp; 3.97% to 05/22/2029 then 3 mo. Term SOFR + 1.87%, 05/22/2030 (Callable 05/22/2029) | &nbsp;&nbsp; 3.97% to 05/22/2029 then 3 mo. Term SOFR + 1.87%, 05/22/2030 (Callable 05/22/2029) | 4775000 | 4702710 |
| &nbsp;&nbsp; 5.29% to 11/19/2029 then SOFR + 1.29%, 11/19/2030 (Callable 11/19/2029) | &nbsp;&nbsp; 5.29% to 11/19/2029 then SOFR + 1.29%, 11/19/2030 (Callable 11/19/2029) | 10000000 | 10315037 |
| &nbsp;&nbsp; 5.13% to 03/03/2030 then SOFR + 1.29%, 03/03/2031 (Callable 03/03/2030) | &nbsp;&nbsp; 5.13% to 03/03/2030 then SOFR + 1.29%, 03/03/2031 (Callable 03/03/2030) | 10200000 | 10446250 |
| &nbsp;&nbsp; 2.80% to 05/24/2031 then SOFR + 1.19%, 05/24/2032 (Callable 05/24/2031) | &nbsp;&nbsp; 2.80% to 05/24/2031 then SOFR + 1.19%, 05/24/2032 (Callable 05/24/2031) | 31529000 | 28577853 |
| &nbsp;&nbsp; 5.79% to 05/13/2035 then SOFR + 1.88%, 05/13/2036 (Callable 05/13/2035) | &nbsp;&nbsp; 5.79% to 05/13/2035 then SOFR + 1.88%, 05/13/2036 (Callable 05/13/2035) | 12000000 | 12660230 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. | Humana, Inc. |
| &nbsp;&nbsp; 5.38%, 04/15/2031 (Callable 02/15/2031) | &nbsp;&nbsp; 5.38%, 04/15/2031 (Callable 02/15/2031) | 8150000 | 8383178 |
| &nbsp;&nbsp; 5.95%, 03/15/2034 (Callable 12/15/2033) | &nbsp;&nbsp; 5.95%, 03/15/2034 (Callable 12/15/2033) | 30000000 | 31552827 |
| &nbsp;&nbsp; 5.55%, 05/01/2035 (Callable 02/01/2035) | &nbsp;&nbsp; 5.55%, 05/01/2035 (Callable 02/01/2035) | 8925000 | 9092420 |
| &nbsp;&nbsp; 8.15%, 06/15/2038 | &nbsp;&nbsp; 8.15%, 06/15/2038 | 8983000 | 10922283 |
|  Huntington Bancshares, Inc./OH, 5.27% to 01/15/2030 then SOFR + 1.28%, 01/15/2031 (Callable 01/15/2030) | Huntington Bancshares, Inc./OH, 5.27% to 01/15/2030 then SOFR + 1.28%, 01/15/2031 (Callable 01/15/2030) | 5000000 | 5153338 |
|  ING Groep NV, 5.55% to 03/19/2034 then SOFR + 1.77%, 03/19/2035 (Callable 03/19/2034) | ING Groep NV, 5.55% to 03/19/2034 then SOFR + 1.77%, 03/19/2035 (Callable 03/19/2034) | 15125000 | 15712652 |
|  Invitation Homes Operating Partnership LP, 5.45%, 08/15/2030 (Callable 06/15/2030) | Invitation Homes Operating Partnership LP, 5.45%, 08/15/2030 (Callable 06/15/2030) | 15000000 | 15605028 |
|  Jackson Financial, Inc., 3.13%, 11/23/2031 (Callable 08/23/2031) | Jackson Financial, Inc., 3.13%, 11/23/2031 (Callable 08/23/2031) | 15000000 | 13543807 |
| Jackson National Life Global Funding | Jackson National Life Global Funding | Jackson National Life Global Funding | Jackson National Life Global Funding |
| &nbsp;&nbsp; 4.90%, 01/13/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.90%, 01/13/2027 <sup>(a)</sup> | 10000000 | 10081788 |
| &nbsp;&nbsp; 5.55%, 07/02/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 07/02/2027 <sup>(a)</sup> | 20000000 | 20434101 |
| &nbsp;&nbsp; 4.55%, 09/09/2030 <sup>(a)</sup> | &nbsp;&nbsp; 4.55%, 09/09/2030 <sup>(a)</sup> | 15000000 | 15015233 |
|  Jane Street Group / JSG Finance, Inc., 6.13%, 11/01/2032 (Callable 11/01/2027) <sup>(a)</sup> | Jane Street Group / JSG Finance, Inc., 6.13%, 11/01/2032 (Callable 11/01/2027) <sup>(a)</sup> | 1500000 | 1520339 |
|  Janus Henderson US Holdings, Inc., 5.45%, 09/10/2034 (Callable 06/10/2034) | Janus Henderson US Holdings, Inc., 5.45%, 09/10/2034 (Callable 06/10/2034) | 20000000 | 20218324 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |
| &nbsp;&nbsp; 4.85%, 01/15/2027 | &nbsp;&nbsp; 4.85%, 01/15/2027 | 14625000 | 14743212 |
| &nbsp;&nbsp; 6.45%, 06/08/2027 | &nbsp;&nbsp; 6.45%, 06/08/2027 | 1300000 | 1345453 |
| &nbsp;&nbsp; 5.88%, 07/21/2028 (Callable 06/21/2028) | &nbsp;&nbsp; 5.88%, 07/21/2028 (Callable 06/21/2028) | 26171000 | 27248190 |
| &nbsp;&nbsp; 4.15%, 01/23/2030 | &nbsp;&nbsp; 4.15%, 01/23/2030 | 30200000 | 29816359 |
| &nbsp;&nbsp; 6.20%, 04/14/2034 (Callable 01/14/2034) | &nbsp;&nbsp; 6.20%, 04/14/2034 (Callable 01/14/2034) | 23000000 | 24453520 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 1.47% to 09/22/2026 then SOFR + 0.77%, 09/22/2027 (Callable 09/22/2026) | &nbsp;&nbsp; 1.47% to 09/22/2026 then SOFR + 0.77%, 09/22/2027 (Callable 09/22/2026) | 10000000 | 9747901 |
| &nbsp;&nbsp; 4.98% to 07/22/2027 then SOFR + 0.93%, 07/22/2028 (Callable 07/22/2027) | &nbsp;&nbsp; 4.98% to 07/22/2027 then SOFR + 0.93%, 07/22/2028 (Callable 07/22/2027) | 55000000 | 55837890 |
| &nbsp;&nbsp; 4.51% to 10/22/2027 then SOFR + 0.86%, 10/22/2028 (Callable 10/22/2027) | &nbsp;&nbsp; 4.51% to 10/22/2027 then SOFR + 0.86%, 10/22/2028 (Callable 10/22/2027) | 25000000 | 25213602 |
| &nbsp;&nbsp; 3.51% to 01/23/2028 then 3 mo. Term SOFR + 1.21%, 01/23/2029 (Callable 01/23/2028) | &nbsp;&nbsp; 3.51% to 01/23/2028 then 3 mo. Term SOFR + 1.21%, 01/23/2029 (Callable 01/23/2028) | 51000000 | 50328149 |
| &nbsp;&nbsp; 4.92% to 01/24/2028 then SOFR + 0.80%, 01/24/2029 (Callable 01/24/2028) | &nbsp;&nbsp; 4.92% to 01/24/2028 then SOFR + 0.80%, 01/24/2029 (Callable 01/24/2028) | 16700000 | 17001083 |
| &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | 18000000 | 17079837 |
| &nbsp;&nbsp; 2.52% to 04/22/2030 then SOFR + 2.04%, 04/22/2031 (Callable 04/22/2030) | &nbsp;&nbsp; 2.52% to 04/22/2030 then SOFR + 2.04%, 04/22/2031 (Callable 04/22/2030) | 30500000 | 28289669 |
| &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | 5000000 | 4419838 |
| &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | 15000000 | 13632205 |
| &nbsp;&nbsp; 5.77% to 04/22/2034 then SOFR + 1.49%, 04/22/2035 (Callable 04/22/2034) | &nbsp;&nbsp; 5.77% to 04/22/2034 then SOFR + 1.49%, 04/22/2035 (Callable 04/22/2034) | 13500000 | 14382725 |
| &nbsp;&nbsp; 5.29% to 07/22/2034 then SOFR + 1.46%, 07/22/2035 (Callable 07/22/2034) | &nbsp;&nbsp; 5.29% to 07/22/2034 then SOFR + 1.46%, 07/22/2035 (Callable 07/22/2034) | 7175000 | 7410879 |
| &nbsp;&nbsp; 4.95% to 10/22/2034 then SOFR + 1.34%, 10/22/2035 (Callable 10/22/2034) | &nbsp;&nbsp; 4.95% to 10/22/2034 then SOFR + 1.34%, 10/22/2035 (Callable 10/22/2034) | 5725000 | 5773630 |
| KBC Group NV | KBC Group NV | KBC Group NV | KBC Group NV |
| &nbsp;&nbsp; 5.80% to 01/19/2028 then 1 yr. CMT Rate + 2.10%, 01/19/2029 (Callable 01/19/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.80% to 01/19/2028 then 1 yr. CMT Rate + 2.10%, 01/19/2029 (Callable 01/19/2028) <sup>(a)</sup> | 26451000 | 27325154 |
| &nbsp;&nbsp; 4.93% to 10/16/2029 then 1 yr. CMT Rate + 1.07%, 10/16/2030 (Callable 10/16/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.93% to 10/16/2029 then 1 yr. CMT Rate + 1.07%, 10/16/2030 (Callable 10/16/2029) <sup>(a)</sup> | 19000000 | 19326456 |
|  Kemper Corp., 3.80%, 02/23/2032 (Callable 11/23/2031) | Kemper Corp., 3.80%, 02/23/2032 (Callable 11/23/2031) | 6000000 | 5522894 |
|  KeyBank NA, 3.40%, 05/20/2026 | KeyBank NA, 3.40%, 05/20/2026 | 21575000 | 21456093 |
| Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. |
| &nbsp;&nbsp; 6.50%, 03/15/2035 <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 03/15/2035 <sup>(a)</sup> | 750000 | 804437 |
| &nbsp;&nbsp; 3.95%, 10/15/2050 (Callable 04/15/2050) <sup>(a)</sup> | &nbsp;&nbsp; 3.95%, 10/15/2050 (Callable 04/15/2050) <sup>(a)</sup> | 900000 | 689299 |
|  Liberty Mutual Insurance Co., 7.70%, 10/15/2097 <sup>(a)</sup> | Liberty Mutual Insurance Co., 7.70%, 10/15/2097 <sup>(a)</sup> | 375000 | 430655 |
| Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. | Lincoln National Corp. |
| &nbsp;&nbsp; 2.33%, 08/15/2030 (Callable 05/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.33%, 08/15/2030 (Callable 05/15/2030) <sup>(a)</sup> | 33383000 | 30197649 |
| &nbsp;&nbsp; 3.40%, 01/15/2031 (Callable 10/15/2030) | &nbsp;&nbsp; 3.40%, 01/15/2031 (Callable 10/15/2030) | 4100000 | 3872624 |
| &nbsp;&nbsp; 6.30%, 10/09/2037 | &nbsp;&nbsp; 6.30%, 10/09/2037 | 2190000 | 2346164 |
|  Lineage OP LP, 5.25%, 07/15/2030 (Callable 06/15/2030) <sup>(a)</sup> | Lineage OP LP, 5.25%, 07/15/2030 (Callable 06/15/2030) <sup>(a)</sup> | 14250000 | 14444387 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC |
| &nbsp;&nbsp; 3.75%, 01/11/2027 | &nbsp;&nbsp; 3.75%, 01/11/2027 | 7800000 | 7769639 |
| &nbsp;&nbsp; 4.38%, 03/22/2028 | &nbsp;&nbsp; 4.38%, 03/22/2028 | 15000000 | 15056231 |
| &nbsp;&nbsp; 3.57% to 11/07/2027 then 3 mo. LIBOR US + 1.21%, 11/07/2028 (Callable 11/07/2027) <sup>(c)</sup> | &nbsp;&nbsp; 3.57% to 11/07/2027 then 3 mo. LIBOR US + 1.21%, 11/07/2028 (Callable 11/07/2027) <sup>(c)</sup> | 39477000 | 38958626 |
| &nbsp;&nbsp; 5.09% to 11/26/2027 then 1 yr. CMT Rate + 0.85%, 11/26/2028 (Callable 11/26/2027) | &nbsp;&nbsp; 5.09% to 11/26/2027 then 1 yr. CMT Rate + 0.85%, 11/26/2028 (Callable 11/26/2027) | 25363000 | 25814645 |
| &nbsp;&nbsp; 5.87% to 03/06/2028 then 1 yr. CMT Rate + 1.70%, 03/06/2029 (Callable 03/06/2028) | &nbsp;&nbsp; 5.87% to 03/06/2028 then 1 yr. CMT Rate + 1.70%, 03/06/2029 (Callable 03/06/2028) | 11300000 | 11721220 |
| &nbsp;&nbsp; 5.72% to 06/05/2029 then 1 yr. CMT Rate + 1.07%, 06/05/2030 (Callable 06/05/2029) | &nbsp;&nbsp; 5.72% to 06/05/2029 then 1 yr. CMT Rate + 1.07%, 06/05/2030 (Callable 06/05/2029) | 10000000 | 10458597 |
| &nbsp;&nbsp; 5.68% to 01/05/2034 then 1 yr. CMT Rate + 1.75%, 01/05/2035 (Callable 01/05/2034) | &nbsp;&nbsp; 5.68% to 01/05/2034 then 1 yr. CMT Rate + 1.75%, 01/05/2035 (Callable 01/05/2034) | 30000000 | 31449054 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |
| &nbsp;&nbsp; 6.75%, 11/17/2028 (Callable 10/17/2028) | &nbsp;&nbsp; 6.75%, 11/17/2028 (Callable 10/17/2028) | 7725000 | 8245349 |
| &nbsp;&nbsp; 4.00%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 49766000 | 48667948 |
| &nbsp;&nbsp; 5.20%, 03/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 5.20%, 03/15/2030 (Callable 02/15/2030) | 10000000 | 10211642 |
| &nbsp;&nbsp; 6.00%, 05/20/2034 (Callable 02/20/2034) | &nbsp;&nbsp; 6.00%, 05/20/2034 (Callable 02/20/2034) | 35556000 | 37151618 |
| &nbsp;&nbsp; 5.75%, 06/15/2035 (Callable 03/15/2035) | &nbsp;&nbsp; 5.75%, 06/15/2035 (Callable 03/15/2035) | 8500000 | 8716250 |
| Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. | Macquarie Airfinance Holdings Ltd. |
| &nbsp;&nbsp; 6.40%, 03/26/2029 (Callable 02/26/2029) <sup>(a)</sup> | &nbsp;&nbsp; 6.40%, 03/26/2029 (Callable 02/26/2029) <sup>(a)</sup> | 16056000 | 16908843 |
| &nbsp;&nbsp; 5.15%, 03/17/2030 (Callable 02/17/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.15%, 03/17/2030 (Callable 02/17/2030) <sup>(a)</sup> | 15000000 | 15209694 |
| &nbsp;&nbsp; 6.50%, 03/26/2031 (Callable 01/26/2031) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 03/26/2031 (Callable 01/26/2031) <sup>(a)</sup> | 8605000 | 9217712 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. | Macquarie Bank Ltd. | Macquarie Bank Ltd. |
| &nbsp;&nbsp; 3.62%, 06/03/2030 <sup>(a)</sup> | &nbsp;&nbsp; 3.62%, 06/03/2030 <sup>(a)</sup> | 28805000 | 27448040 |
| &nbsp;&nbsp; 6.80%, 01/18/2033 <sup>(a)</sup> | &nbsp;&nbsp; 6.80%, 01/18/2033 <sup>(a)</sup> | 10000000 | 10951568 |
| &nbsp;&nbsp; 5.64% to 08/13/2035 then 1 yr. CMT Rate + 1.45%, 08/13/2036 (Callable 08/13/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.64% to 08/13/2035 then 1 yr. CMT Rate + 1.45%, 08/13/2036 (Callable 08/13/2035) <sup>(a)</sup> | 12000000 | 12155567 |
| Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. |
| &nbsp;&nbsp; 3.76% to 11/28/2027 then 3 mo. Term SOFR + 1.63%, 11/28/2028 (Callable 11/28/2027) <sup>(a)</sup> | &nbsp;&nbsp; 3.76% to 11/28/2027 then 3 mo. Term SOFR + 1.63%, 11/28/2028 (Callable 11/28/2027) <sup>(a)</sup> | 6440000 | 6364696 |
| &nbsp;&nbsp; 2.69% to 06/23/2031 then SOFR + 1.44%, 06/23/2032 (Callable 06/23/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.69% to 06/23/2031 then SOFR + 1.44%, 06/23/2032 (Callable 06/23/2031) <sup>(a)</sup> | 16751000 | 15133302 |
| &nbsp;&nbsp; 2.87% to 01/14/2032 then SOFR + 1.53%, 01/14/2033 (Callable 01/14/2032) <sup>(a)</sup> | &nbsp;&nbsp; 2.87% to 01/14/2032 then SOFR + 1.53%, 01/14/2033 (Callable 01/14/2032) <sup>(a)</sup> | 19560000 | 17639138 |
| &nbsp;&nbsp; 6.26% to 12/07/2033 then SOFR + 2.30%, 12/07/2034 (Callable 12/07/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.26% to 12/07/2033 then SOFR + 2.30%, 12/07/2034 (Callable 12/07/2033) <sup>(a)</sup> | 9477000 | 10372157 |
|  Manulife Financial Corp., 2.48%, 05/19/2027 (Callable 03/19/2027) | Manulife Financial Corp., 2.48%, 05/19/2027 (Callable 03/19/2027) | 15225000 | 14835323 |
|  Maple Grove Funding Trust I, 4.16%, 08/15/2051 (Callable 02/15/2051) <sup>(a)</sup> | Maple Grove Funding Trust I, 4.16%, 08/15/2051 (Callable 02/15/2051) <sup>(a)</sup> | 15000000 | 10547252 |
|  Marex Group PLC, 6.40%, 11/04/2029 (Callable 10/04/2029) | Marex Group PLC, 6.40%, 11/04/2029 (Callable 10/04/2029) | 15000000 | 15466845 |
|  Marsh & McLennan Cos., Inc., 5.45%, 03/15/2053 (Callable 09/15/2052) | Marsh & McLennan Cos., Inc., 5.45%, 03/15/2053 (Callable 09/15/2052) | 4000000 | 3958257 |
| Massachusetts Mutual Life Insurance Co. | Massachusetts Mutual Life Insurance Co. | Massachusetts Mutual Life Insurance Co. | Massachusetts Mutual Life Insurance Co. |
| &nbsp;&nbsp; 5.38%, 12/01/2041 <sup>(a)</sup> | &nbsp;&nbsp; 5.38%, 12/01/2041 <sup>(a)</sup> | 9000000 | 8420380 |
| &nbsp;&nbsp; 5.08% (3 mo. LIBOR US + 3.19%), 02/15/2069 (Callable 02/15/2049) <sup>(a)(c)</sup> | &nbsp;&nbsp; 5.08% (3 mo. LIBOR US + 3.19%), 02/15/2069 (Callable 02/15/2049) <sup>(a)(c)</sup> | 26000000 | 23632266 |
| &nbsp;&nbsp; 3.73%, 10/15/2070 <sup>(a)</sup> | &nbsp;&nbsp; 3.73%, 10/15/2070 <sup>(a)</sup> | 19253000 | 12948672 |
| &nbsp;&nbsp; 4.90%, 04/01/2077 <sup>(a)</sup> | &nbsp;&nbsp; 4.90%, 04/01/2077 <sup>(a)</sup> | 13000000 | 11021209 |
|  MBIA Insurance Corp., 15.84% (3 mo. Term SOFR + 11.52%), 01/15/2033 (Callable 01/15/2028) <sup>(a)(b)</sup> | MBIA Insurance Corp., 15.84% (3 mo. Term SOFR + 11.52%), 01/15/2033 (Callable 01/15/2028) <sup>(a)(b)</sup> | 700000 | 7000 |
|  MetLife, Inc., 4.88%, 11/13/2043 | MetLife, Inc., 4.88%, 11/13/2043 | 3375000 | 3181897 |
| Metropolitan Life Global Funding I | Metropolitan Life Global Funding I | Metropolitan Life Global Funding I | Metropolitan Life Global Funding I |
| &nbsp;&nbsp; 2.95%, 04/09/2030 <sup>(a)</sup> | &nbsp;&nbsp; 2.95%, 04/09/2030 <sup>(a)</sup> | 9025000 | 8534352 |
| &nbsp;&nbsp; 5.15%, 03/28/2033 <sup>(a)</sup> | &nbsp;&nbsp; 5.15%, 03/28/2033 <sup>(a)</sup> | 12656000 | 13110501 |
| Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. |
| &nbsp;&nbsp; 1.54% to 07/20/2026 then 1 yr. CMT Rate + 0.75%, 07/20/2027 (Callable 07/20/2026) | &nbsp;&nbsp; 1.54% to 07/20/2026 then 1 yr. CMT Rate + 0.75%, 07/20/2027 (Callable 07/20/2026) | 24400000 | 23878123 |
| &nbsp;&nbsp; 5.48% to 02/22/2030 then 1 yr. CMT Rate + 1.53%, 02/22/2031 (Callable 02/22/2030) | &nbsp;&nbsp; 5.48% to 02/22/2030 then 1 yr. CMT Rate + 1.53%, 02/22/2031 (Callable 02/22/2030) | 3000000 | 3125567 |
| &nbsp;&nbsp; 5.16% to 04/24/2030 then 1 yr. CMT Rate + 1.17%, 04/24/2031 (Callable 04/24/2030) | &nbsp;&nbsp; 5.16% to 04/24/2030 then 1 yr. CMT Rate + 1.17%, 04/24/2031 (Callable 04/24/2030) | 5500000 | 5667265 |
| Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. |
| &nbsp;&nbsp; 1.23% to 05/22/2026 then 1 yr. CMT Rate + 0.67%, 05/22/2027 (Callable 05/22/2026) | &nbsp;&nbsp; 1.23% to 05/22/2026 then 1 yr. CMT Rate + 0.67%, 05/22/2027 (Callable 05/22/2026) | 10000000 | 9808698 |
| &nbsp;&nbsp; 3.17%, 09/11/2027 | &nbsp;&nbsp; 3.17%, 09/11/2027 | 22000000 | 21672379 |
| &nbsp;&nbsp; 4.02%, 03/05/2028 | &nbsp;&nbsp; 4.02%, 03/05/2028 | 2650000 | 2650739 |
| &nbsp;&nbsp; 5.78% to 07/06/2028 then 1 yr. CMT Rate + 1.65%, 07/06/2029 (Callable 07/06/2028) | &nbsp;&nbsp; 5.78% to 07/06/2028 then 1 yr. CMT Rate + 1.65%, 07/06/2029 (Callable 07/06/2028) | 14719000 | 15339045 |
| &nbsp;&nbsp; 1.98% to 09/08/2030 then 3 mo. Term SOFR + 1.53%, 09/08/2031 (Callable 09/08/2030) | &nbsp;&nbsp; 1.98% to 09/08/2030 then 3 mo. Term SOFR + 1.53%, 09/08/2031 (Callable 09/08/2030) | 7250000 | 6457787 |
|  Molina Healthcare, Inc., 6.25%, 01/15/2033 (Callable 01/15/2028) <sup>(a)</sup> | Molina Healthcare, Inc., 6.25%, 01/15/2033 (Callable 01/15/2028) <sup>(a)</sup> | 5000000 | 5055545 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 3.59%, 07/22/2028 (Callable 07/22/2027) <sup>(d)</sup> | &nbsp;&nbsp; 3.59%, 07/22/2028 (Callable 07/22/2027) <sup>(d)</sup> | 22350000 | 22114792 |
| &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | 25000000 | 26052224 |
| &nbsp;&nbsp; 3.77% to 01/24/2028 then 3 mo. Term SOFR + 1.40%, 01/24/2029 (Callable 01/24/2028) | &nbsp;&nbsp; 3.77% to 01/24/2028 then 3 mo. Term SOFR + 1.40%, 01/24/2029 (Callable 01/24/2028) | 8586000 | 8511577 |
| &nbsp;&nbsp; 5.12% to 02/01/2028 then SOFR + 1.73%, 02/01/2029 (Callable 02/01/2028) | &nbsp;&nbsp; 5.12% to 02/01/2028 then SOFR + 1.73%, 02/01/2029 (Callable 02/01/2028) | 10000000 | 10215480 |
| &nbsp;&nbsp; 4.99% (SOFR + 1.38%), 04/12/2029 (Callable 04/12/2028) | &nbsp;&nbsp; 4.99% (SOFR + 1.38%), 04/12/2029 (Callable 04/12/2028) | 15000000 | 15299605 |
| &nbsp;&nbsp; 5.16% to 04/20/2028 then SOFR + 1.59%, 04/20/2029 (Callable 04/20/2028) | &nbsp;&nbsp; 5.16% to 04/20/2028 then SOFR + 1.59%, 04/20/2029 (Callable 04/20/2028) | 15000000 | 15354473 |
| &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | 9705000 | 8571399 |
| &nbsp;&nbsp; 6.34% to 10/18/2032 then SOFR + 2.56%, 10/18/2033 (Callable 10/18/2032) | &nbsp;&nbsp; 6.34% to 10/18/2032 then SOFR + 2.56%, 10/18/2033 (Callable 10/18/2032) | 5000000 | 5495207 |
| &nbsp;&nbsp; 5.42% to 07/21/2033 then SOFR + 1.88%, 07/21/2034 (Callable 07/21/2033) | &nbsp;&nbsp; 5.42% to 07/21/2033 then SOFR + 1.88%, 07/21/2034 (Callable 07/21/2033) | 8600000 | 8960350 |
|  Morgan Stanley Bank NA, 5.50% to 05/26/2027 then SOFR + 0.87%, 05/26/2028 (Callable 05/26/2027) | Morgan Stanley Bank NA, 5.50% to 05/26/2027 then SOFR + 0.87%, 05/26/2028 (Callable 05/26/2027) | 17000000 | 17374674 |
|  Mutual of Omaha Cos. Global Funding, 4.75%, 10/15/2029 <sup>(a)</sup> | Mutual of Omaha Cos. Global Funding, 4.75%, 10/15/2029 <sup>(a)</sup> | 12675000 | 12858369 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |
| &nbsp;&nbsp; 2.33%, 08/21/2030 <sup>(a)</sup> | &nbsp;&nbsp; 2.33%, 08/21/2030 <sup>(a)</sup> | 60200000 | 54186162 |
| &nbsp;&nbsp; 2.99%, 05/21/2031 <sup>(a)</sup> | &nbsp;&nbsp; 2.99%, 05/21/2031 <sup>(a)</sup> | 24495000 | 22342422 |
| &nbsp;&nbsp; 6.43%, 01/12/2033 <sup>(a)</sup> | &nbsp;&nbsp; 6.43%, 01/12/2033 <sup>(a)</sup> | 12025000 | 13092066 |
| &nbsp;&nbsp; 3.93% to 08/02/2029 then 5 yr. CMT Rate + 1.88%, 08/02/2034 (Callable 08/02/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.93% to 08/02/2029 then 5 yr. CMT Rate + 1.88%, 08/02/2034 (Callable 08/02/2029) <sup>(a)</sup> | 5000000 | 4848941 |
| &nbsp;&nbsp; 5.90% to 01/14/2035 then 1 yr. CMT Rate + 1.30%, 01/14/2036 (Callable 01/14/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.90% to 01/14/2035 then 1 yr. CMT Rate + 1.30%, 01/14/2036 (Callable 01/14/2035) <sup>(a)</sup> | 6000000 | 6304383 |
| &nbsp;&nbsp; 3.35% to 01/12/2032 then 5 yr. CMT Rate + 1.70%, 01/12/2037 (Callable 01/12/2032) <sup>(a)</sup> | &nbsp;&nbsp; 3.35% to 01/12/2032 then 5 yr. CMT Rate + 1.70%, 01/12/2037 (Callable 01/12/2032) <sup>(a)</sup> | 14000000 | 12687344 |
| National Bank of Canada | National Bank of Canada | National Bank of Canada | National Bank of Canada |
| &nbsp;&nbsp; 4.95% to 02/01/2027 then SOFR + 0.80%, 02/01/2028 (Callable 02/01/2027) | &nbsp;&nbsp; 4.95% to 02/01/2027 then SOFR + 0.80%, 02/01/2028 (Callable 02/01/2027) | 15000000 | 15166878 |
| &nbsp;&nbsp; 5.60%, 12/18/2028 | &nbsp;&nbsp; 5.60%, 12/18/2028 | 20000000 | 20863418 |
| &nbsp;&nbsp; 4.50%, 10/10/2029 | &nbsp;&nbsp; 4.50%, 10/10/2029 | 10000000 | 10087692 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |
| &nbsp;&nbsp; 4.00%, 09/14/2026 <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 09/14/2026 <sup>(a)</sup> | 63394000 | 63239328 |
| &nbsp;&nbsp; 6.56% to 10/18/2026 then SOFR + 1.91%, 10/18/2027 (Callable 10/18/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.56% to 10/18/2026 then SOFR + 1.91%, 10/18/2027 (Callable 10/18/2026) <sup>(a)</sup> | 8000000 | 8182144 |
| &nbsp;&nbsp; 4.30% to 03/08/2028 then 3 mo. LIBOR US + 1.45%, 03/08/2029 (Callable 03/08/2028) <sup>(a)(c)</sup> | &nbsp;&nbsp; 4.30% to 03/08/2028 then 3 mo. LIBOR US + 1.45%, 03/08/2029 (Callable 03/08/2028) <sup>(a)(c)</sup> | 18250000 | 18232724 |
| &nbsp;&nbsp; 4.65% to 07/14/2028 then SOFR + 1.06%, 07/14/2029 (Callable 07/14/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.65% to 07/14/2028 then SOFR + 1.06%, 07/14/2029 (Callable 07/14/2028) <sup>(a)</sup> | 11725000 | 11820798 |
| &nbsp;&nbsp; 3.96% to 07/18/2029 then 3 mo. LIBOR US + 1.86%, 07/18/2030 (Callable 07/18/2029) <sup>(a)(c)</sup> | &nbsp;&nbsp; 3.96% to 07/18/2029 then 3 mo. LIBOR US + 1.86%, 07/18/2030 (Callable 07/18/2029) <sup>(a)(c)</sup> | 20825000 | 20484183 |
| &nbsp;&nbsp; 5.54% to 07/14/2035 then SOFR + 1.65%, 07/14/2036 (Callable 07/14/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.54% to 07/14/2035 then SOFR + 1.65%, 07/14/2036 (Callable 07/14/2035) <sup>(a)</sup> | 19525000 | 20079023 |
|  Nationwide Financial Services, Inc., 3.90%, 11/30/2049 (Callable 05/30/2049) <sup>(a)</sup> | Nationwide Financial Services, Inc., 3.90%, 11/30/2049 (Callable 05/30/2049) <sup>(a)</sup> | 17500000 | 13473712 |
| Nationwide Mutual Insurance Co. | Nationwide Mutual Insurance Co. | Nationwide Mutual Insurance Co. | Nationwide Mutual Insurance Co. |
| &nbsp;&nbsp; 8.25%, 12/01/2031 <sup>(a)</sup> | &nbsp;&nbsp; 8.25%, 12/01/2031 <sup>(a)</sup> | 7000000 | 8203793 |
| &nbsp;&nbsp; 7.88%, 04/01/2033 <sup>(a)</sup> | &nbsp;&nbsp; 7.88%, 04/01/2033 <sup>(a)</sup> | 5600000 | 6363030 |
| &nbsp;&nbsp; 9.38%, 08/15/2039 <sup>(a)</sup> | &nbsp;&nbsp; 9.38%, 08/15/2039 <sup>(a)</sup> | 23409000 | 31742192 |
| NatWest Group PLC | NatWest Group PLC | NatWest Group PLC | NatWest Group PLC |
| &nbsp;&nbsp; 1.64% to 06/14/2026 then 1 yr. CMT Rate + 0.90%, 06/14/2027 (Callable 06/14/2026) | &nbsp;&nbsp; 1.64% to 06/14/2026 then 1 yr. CMT Rate + 0.90%, 06/14/2027 (Callable 06/14/2026) | 11725000 | 11503239 |
| &nbsp;&nbsp; 4.89% to 05/18/2028 then 3 mo. LIBOR US + 1.75%, 05/18/2029 (Callable 05/18/2028) <sup>(c)</sup> | &nbsp;&nbsp; 4.89% to 05/18/2028 then 3 mo. LIBOR US + 1.75%, 05/18/2029 (Callable 05/18/2028) <sup>(c)</sup> | 5150000 | 5230929 |
| &nbsp;&nbsp; 5.81% to 09/13/2028 then 1 yr. CMT Rate + 1.95%, 09/13/2029 (Callable 09/13/2028) | &nbsp;&nbsp; 5.81% to 09/13/2028 then 1 yr. CMT Rate + 1.95%, 09/13/2029 (Callable 09/13/2028) | 32500000 | 33886467 |
| &nbsp;&nbsp; 4.45% to 05/08/2029 then 3 mo. LIBOR US + 1.87%, 05/08/2030 (Callable 05/08/2029) <sup>(c)</sup> | &nbsp;&nbsp; 4.45% to 05/08/2029 then 3 mo. LIBOR US + 1.87%, 05/08/2030 (Callable 05/08/2029) <sup>(c)</sup> | 11000000 | 11026788 |
| &nbsp;&nbsp; 4.96% to 08/15/2029 then 1 yr. CMT Rate + 1.22%, 08/15/2030 (Callable 08/15/2029) | &nbsp;&nbsp; 4.96% to 08/15/2029 then 1 yr. CMT Rate + 1.22%, 08/15/2030 (Callable 08/15/2029) | 22500000 | 22914726 |
| &nbsp;&nbsp; 5.78% to 03/01/2034 then 1 yr. CMT Rate + 1.50%, 03/01/2035 (Callable 03/01/2034) | &nbsp;&nbsp; 5.78% to 03/01/2034 then 1 yr. CMT Rate + 1.50%, 03/01/2035 (Callable 03/01/2034) | 8700000 | 9174449 |
|  NatWest Markets PLC, 5.42%, 05/17/2027 <sup>(a)</sup> | NatWest Markets PLC, 5.42%, 05/17/2027 <sup>(a)</sup> | 25000000 | 25545053 |
|  New York Life Global Funding, 5.00%, 06/06/2029 <sup>(a)</sup> | New York Life Global Funding, 5.00%, 06/06/2029 <sup>(a)</sup> | 11700000 | 12032011 |
| New York Life Insurance Co. | New York Life Insurance Co. | New York Life Insurance Co. | New York Life Insurance Co. |
| &nbsp;&nbsp; 6.75%, 11/15/2039 <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 11/15/2039 <sup>(a)</sup> | 25105000 | 28587344 |
| &nbsp;&nbsp; 4.45%, 05/15/2069 (Callable 11/15/2068) <sup>(a)</sup> | &nbsp;&nbsp; 4.45%, 05/15/2069 (Callable 11/15/2068) <sup>(a)</sup> | 14500000 | 11520193 |
| NLG Global Funding | NLG Global Funding | NLG Global Funding | NLG Global Funding |
| &nbsp;&nbsp; 5.40%, 01/23/2030 <sup>(a)</sup> | &nbsp;&nbsp; 5.40%, 01/23/2030 <sup>(a)</sup> | 9800000 | 10152721 |
| &nbsp;&nbsp; 4.35%, 09/15/2030 <sup>(a)</sup> | &nbsp;&nbsp; 4.35%, 09/15/2030 <sup>(a)</sup> | 18825000 | 18627706 |
|  NNN REIT, Inc., 5.50%, 06/15/2034 (Callable 03/15/2034) | NNN REIT, Inc., 5.50%, 06/15/2034 (Callable 03/15/2034) | 5700000 | 5913258 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |
| &nbsp;&nbsp; 5.59%, 07/02/2027 | &nbsp;&nbsp; 5.59%, 07/02/2027 | 15000000 | 15331212 |
| &nbsp;&nbsp; 2.17%, 07/14/2028 | &nbsp;&nbsp; 2.17%, 07/14/2028 | 30000000 | 28343981 |
| &nbsp;&nbsp; 2.71%, 01/22/2029 | &nbsp;&nbsp; 2.71%, 01/22/2029 | 9600000 | 9121802 |
| Old Republic International Corp. | Old Republic International Corp. | Old Republic International Corp. | Old Republic International Corp. |
| &nbsp;&nbsp; 5.75%, 03/28/2034 (Callable 12/28/2033) | &nbsp;&nbsp; 5.75%, 03/28/2034 (Callable 12/28/2033) | 10000000 | 10424374 |
| &nbsp;&nbsp; 3.85%, 06/11/2051 (Callable 12/11/2050) | &nbsp;&nbsp; 3.85%, 06/11/2051 (Callable 12/11/2050) | 12550000 | 9101638 |
|  Peachtree Corners Funding Trust II, 6.01%, 05/15/2035 (Callable 02/15/2035) <sup>(a)</sup> | Peachtree Corners Funding Trust II, 6.01%, 05/15/2035 (Callable 02/15/2035) <sup>(a)</sup> | 10475000 | 10995731 |
|  Penn Mutual Life Insurance Co., 3.80%, 04/29/2061 <sup>(a)</sup> | Penn Mutual Life Insurance Co., 3.80%, 04/29/2061 <sup>(a)</sup> | 9700000 | 6484451 |
|  Phillips Edison Grocery Center Operating Partnership I LP, 4.95%, 01/15/2035 (Callable 10/15/2034) | Phillips Edison Grocery Center Operating Partnership I LP, 4.95%, 01/15/2035 (Callable 10/15/2034) | 10000000 | 9849243 |
|  Pine Street Trust III, 6.22%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | Pine Street Trust III, 6.22%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | 10000000 | 10301767 |
| Pricoa Global Funding I | Pricoa Global Funding I | Pricoa Global Funding I | Pricoa Global Funding I |
| &nbsp;&nbsp; 5.10%, 05/30/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.10%, 05/30/2028 <sup>(a)</sup> | 4700000 | 4817692 |
| &nbsp;&nbsp; 4.65%, 08/27/2031 <sup>(a)</sup> | &nbsp;&nbsp; 4.65%, 08/27/2031 <sup>(a)</sup> | 6650000 | 6718967 |
|  Principal Financial Group, Inc., 4.11%, 02/15/2028 (Callable 11/15/2027) <sup>(a)</sup> | Principal Financial Group, Inc., 4.11%, 02/15/2028 (Callable 11/15/2027) <sup>(a)</sup> | 9000000 | 8974567 |
|  Principal Life Global Funding II, 5.10%, 01/25/2029 <sup>(a)</sup> | Principal Life Global Funding II, 5.10%, 01/25/2029 <sup>(a)</sup> | 10000000 | 10257377 |
|  Prologis LP, 5.25%, 06/15/2053 (Callable 12/15/2052) | Prologis LP, 5.25%, 06/15/2053 (Callable 12/15/2052) | 6600000 | 6381031 |
|  Protective Life Corp., 4.30%, 09/30/2028 (Callable 06/30/2028) <sup>(a)</sup> | Protective Life Corp., 4.30%, 09/30/2028 (Callable 06/30/2028) <sup>(a)</sup> | 4105000 | 4103093 |
|  Protective Life Global Funding, 5.22%, 06/12/2029 <sup>(a)</sup> | Protective Life Global Funding, 5.22%, 06/12/2029 <sup>(a)</sup> | 15850000 | 16399311 |
|  Raymond James Financial, Inc., 4.95%, 07/15/2046 | Raymond James Financial, Inc., 4.95%, 07/15/2046 | 15000000 | 13845745 |
|  Realty Income Corp., 5.38%, 09/01/2054 (Callable 03/01/2054) | Realty Income Corp., 5.38%, 09/01/2054 (Callable 03/01/2054) | 7000000 | 6846129 |
|  Regions Bank/Birmingham AL, 6.45%, 06/26/2037 | Regions Bank/Birmingham AL, 6.45%, 06/26/2037 | 3864000 | 4235323 |
|  Rexford Industrial Realty LP, 2.13%, 12/01/2030 (Callable 09/01/2030) | Rexford Industrial Realty LP, 2.13%, 12/01/2030 (Callable 09/01/2030) | 13000000 | 11566791 |
|  Rocket Cos., Inc., 6.13%, 08/01/2030 (Callable 08/01/2027) <sup>(a)</sup> | Rocket Cos., Inc., 6.13%, 08/01/2030 (Callable 08/01/2027) <sup>(a)</sup> | 5000000 | 5131600 |
|  Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/2026 (Callable 10/31/2025) <sup>(a)</sup> | Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/2026 (Callable 10/31/2025) <sup>(a)</sup> | 10000000 | 9795291 |
| Sammons Financial Group Global Funding | Sammons Financial Group Global Funding | Sammons Financial Group Global Funding | Sammons Financial Group Global Funding |
| &nbsp;&nbsp; 5.05%, 01/10/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.05%, 01/10/2028 <sup>(a)</sup> | 16500000 | 16779419 |
| &nbsp;&nbsp; 5.10%, 12/10/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.10%, 12/10/2029 <sup>(a)</sup> | 11650000 | 11974047 |
|  Sammons Financial Group, Inc., 3.35%, 04/16/2031 (Callable 01/16/2031) <sup>(a)</sup> | Sammons Financial Group, Inc., 3.35%, 04/16/2031 (Callable 01/16/2031) <sup>(a)</sup> | 25000000 | 23126308 |
| Santander Holdings USA, Inc. | Santander Holdings USA, Inc. | Santander Holdings USA, Inc. | Santander Holdings USA, Inc. |
| &nbsp;&nbsp; 5.35% to 09/06/2029 then SOFR + 1.94%, 09/06/2030 (Callable 09/06/2029) | &nbsp;&nbsp; 5.35% to 09/06/2029 then SOFR + 1.94%, 09/06/2030 (Callable 09/06/2029) | 4500000 | 4588931 |
| &nbsp;&nbsp; 6.34% to 05/31/2034 then SOFR + 2.14%, 05/31/2035 (Callable 05/31/2034) | &nbsp;&nbsp; 6.34% to 05/31/2034 then SOFR + 2.14%, 05/31/2035 (Callable 05/31/2034) | 15000000 | 15986489 |
| Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC |
| &nbsp;&nbsp; 1.67% to 06/14/2026 then SOFR + 0.99%, 06/14/2027 (Callable 06/14/2026) | &nbsp;&nbsp; 1.67% to 06/14/2026 then SOFR + 0.99%, 06/14/2027 (Callable 06/14/2026) | 20000000 | 19627411 |
| &nbsp;&nbsp; 6.53% to 01/10/2028 then SOFR + 2.60%, 01/10/2029 (Callable 01/10/2028) | &nbsp;&nbsp; 6.53% to 01/10/2028 then SOFR + 2.60%, 01/10/2029 (Callable 01/10/2028) | 10014000 | 10480857 |
| &nbsp;&nbsp; 4.32% to 09/22/2028 then SOFR + 1.07%, 09/22/2029 (Callable 09/22/2028) | &nbsp;&nbsp; 4.32% to 09/22/2028 then SOFR + 1.07%, 09/22/2029 (Callable 09/22/2028) | 10000000 | 9972156 |
| &nbsp;&nbsp; 5.69% to 04/15/2030 then SOFR + 1.52%, 04/15/2031 (Callable 04/15/2030) | &nbsp;&nbsp; 5.69% to 04/15/2030 then SOFR + 1.52%, 04/15/2031 (Callable 04/15/2030) | 3550000 | 3703672 |
| &nbsp;&nbsp; 5.14% to 09/22/2035 then SOFR + 1.58%, 09/22/2036 (Callable 09/22/2035) | &nbsp;&nbsp; 5.14% to 09/22/2035 then SOFR + 1.58%, 09/22/2036 (Callable 09/22/2035) | 13925000 | 13795185 |
| SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC |
| &nbsp;&nbsp; 2.30%, 06/15/2028 (Callable 04/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 2.30%, 06/15/2028 (Callable 04/15/2028) <sup>(a)</sup> | 8435000 | 8001254 |
| &nbsp;&nbsp; 5.30%, 04/03/2029 (Callable 03/03/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.30%, 04/03/2029 (Callable 03/03/2029) <sup>(a)</sup> | 10000000 | 10268520 |
| &nbsp;&nbsp; 5.70%, 07/25/2033 (Callable 04/25/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 07/25/2033 (Callable 04/25/2033) <sup>(a)</sup> | 35000000 | 36580215 |
| &nbsp;&nbsp; 5.55%, 04/03/2034 (Callable 01/03/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 04/03/2034 (Callable 01/03/2034) <sup>(a)</sup> | 57037000 | 58945033 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA | Societe Generale SA |
| &nbsp;&nbsp; 4.25%, 08/19/2026 <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 08/19/2026 <sup>(a)</sup> | 10572000 | 10540028 |
| &nbsp;&nbsp; 5.25%, 02/19/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 02/19/2027 <sup>(a)</sup> | 18000000 | 18194667 |
| &nbsp;&nbsp; 6.45% to 01/10/2028 then 1 yr. CMT Rate + 2.55%, 01/10/2029 (Callable 01/10/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.45% to 01/10/2028 then 1 yr. CMT Rate + 2.55%, 01/10/2029 (Callable 01/10/2028) <sup>(a)</sup> | 14275000 | 14862461 |
| &nbsp;&nbsp; 5.50% to 04/13/2028 then 1 yr. CMT Rate + 1.20%, 04/13/2029 (Callable 04/13/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.50% to 04/13/2028 then 1 yr. CMT Rate + 1.20%, 04/13/2029 (Callable 04/13/2028) <sup>(a)</sup> | 13975000 | 14269376 |
| &nbsp;&nbsp; 5.63% to 01/19/2029 then 1 yr. CMT Rate + 1.75%, 01/19/2030 (Callable 01/19/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.63% to 01/19/2029 then 1 yr. CMT Rate + 1.75%, 01/19/2030 (Callable 01/19/2029) <sup>(a)</sup> | 7475000 | 7700615 |
| &nbsp;&nbsp; 5.51% to 05/22/2030 then SOFR + 1.65%, 05/22/2031 (Callable 05/22/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.51% to 05/22/2030 then SOFR + 1.65%, 05/22/2031 (Callable 05/22/2030) <sup>(a)</sup> | 13575000 | 13964032 |
| &nbsp;&nbsp; 2.89% to 06/09/2031 then 1 yr. CMT Rate + 1.30%, 06/09/2032 (Callable 06/09/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.89% to 06/09/2031 then 1 yr. CMT Rate + 1.30%, 06/09/2032 (Callable 06/09/2031) <sup>(a)</sup> | 18760000 | 16812986 |
| &nbsp;&nbsp; 6.07% to 01/19/2034 then 1 yr. CMT Rate + 2.10%, 01/19/2035 (Callable 01/19/2034) <sup>(a)</sup> | &nbsp;&nbsp; 6.07% to 01/19/2034 then 1 yr. CMT Rate + 2.10%, 01/19/2035 (Callable 01/19/2034) <sup>(a)</sup> | 4000000 | 4202636 |
| &nbsp;&nbsp; 3.63%, 03/01/2041 <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 03/01/2041 <sup>(a)</sup> | 9200000 | 6867796 |
| &nbsp;&nbsp; 4.03% to 01/21/2042 then 1 yr. CMT Rate + 1.90%, 01/21/2043 (Callable 01/21/2042) <sup>(a)</sup> | &nbsp;&nbsp; 4.03% to 01/21/2042 then 1 yr. CMT Rate + 1.90%, 01/21/2043 (Callable 01/21/2042) <sup>(a)</sup> | 3600000 | 2788693 |
| &nbsp;&nbsp; 7.13% to 01/19/2054 then 1 yr. CMT Rate + 2.95%, 01/19/2055 (Callable 01/19/2054) <sup>(a)</sup> | &nbsp;&nbsp; 7.13% to 01/19/2054 then 1 yr. CMT Rate + 2.95%, 01/19/2055 (Callable 01/19/2054) <sup>(a)</sup> | 13000000 | 13890004 |
| Standard Chartered PLC | Standard Chartered PLC | Standard Chartered PLC | Standard Chartered PLC |
| &nbsp;&nbsp; 1.46% to 01/14/2026 then 1 yr. CMT Rate + 1.00%, 01/14/2027 (Callable 01/14/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.46% to 01/14/2026 then 1 yr. CMT Rate + 1.00%, 01/14/2027 (Callable 01/14/2026) <sup>(a)</sup> | 15000000 | 14858118 |
| &nbsp;&nbsp; 2.61% to 01/12/2027 then 1 yr. CMT Rate + 1.18%, 01/12/2028 (Callable 01/12/2027) <sup>(a)</sup> | &nbsp;&nbsp; 2.61% to 01/12/2027 then 1 yr. CMT Rate + 1.18%, 01/12/2028 (Callable 01/12/2027) <sup>(a)</sup> | 18000000 | 17608728 |
| &nbsp;&nbsp; 7.77% to 11/16/2027 then 1 yr. CMT Rate + 3.45%, 11/16/2028 (Callable 11/16/2027) <sup>(a)</sup> | &nbsp;&nbsp; 7.77% to 11/16/2027 then 1 yr. CMT Rate + 3.45%, 11/16/2028 (Callable 11/16/2027) <sup>(a)</sup> | 15000000 | 16061703 |
| &nbsp;&nbsp; 6.30% to 01/09/2028 then 1 yr. CMT Rate + 2.45%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.30% to 01/09/2028 then 1 yr. CMT Rate + 2.45%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | 4000000 | 4161413 |
| &nbsp;&nbsp; 5.55% to 01/21/2028 then 1 yr. CMT Rate + 1.05%, 01/21/2029 (Callable 01/21/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.55% to 01/21/2028 then 1 yr. CMT Rate + 1.05%, 01/21/2029 (Callable 01/21/2028) <sup>(a)</sup> | 15000000 | 15365054 |
| &nbsp;&nbsp; 7.02% to 02/08/2029 then 1 yr. CMT Rate + 2.20%, 02/08/2030 (Callable 02/08/2029) <sup>(a)</sup> | &nbsp;&nbsp; 7.02% to 02/08/2029 then 1 yr. CMT Rate + 2.20%, 02/08/2030 (Callable 02/08/2029) <sup>(a)</sup> | 3000000 | 3236483 |
| &nbsp;&nbsp; 5.01% to 10/15/2029 then 1 yr. CMT Rate + 1.15%, 10/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.01% to 10/15/2029 then 1 yr. CMT Rate + 1.15%, 10/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 30000000 | 30527807 |
| &nbsp;&nbsp; 5.24% to 05/13/2030 then 1 yr. CMT Rate + 1.35%, 05/13/2031 (Callable 05/13/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.24% to 05/13/2030 then 1 yr. CMT Rate + 1.35%, 05/13/2031 (Callable 05/13/2030) <sup>(a)</sup> | 10000000 | 10279846 |
| &nbsp;&nbsp; 2.68% to 06/29/2031 then 1 yr. CMT Rate + 1.20%, 06/29/2032 (Callable 06/29/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.68% to 06/29/2031 then 1 yr. CMT Rate + 1.20%, 06/29/2032 (Callable 06/29/2031) <sup>(a)</sup> | 28925000 | 25869434 |
| &nbsp;&nbsp; 5.91% to 05/14/2034 then 1 yr. CMT Rate + 1.45%, 05/14/2035 (Callable 05/14/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.91% to 05/14/2034 then 1 yr. CMT Rate + 1.45%, 05/14/2035 (Callable 05/14/2034) <sup>(a)</sup> | 32750000 | 34583318 |
| &nbsp;&nbsp; 6.23% to 01/21/2035 then 1 yr. CMT Rate + 1.43%, 01/21/2036 (Callable 01/21/2035) <sup>(a)</sup> | &nbsp;&nbsp; 6.23% to 01/21/2035 then 1 yr. CMT Rate + 1.43%, 01/21/2036 (Callable 01/21/2035) <sup>(a)</sup> | 20000000 | 21635196 |
| &nbsp;&nbsp; 5.40% to 08/12/2035 then 1 yr. CMT Rate + 1.20%, 08/12/2036 (Callable 08/12/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.40% to 08/12/2035 then 1 yr. CMT Rate + 1.20%, 08/12/2036 (Callable 08/12/2035) <sup>(a)</sup> | 5000000 | 5073444 |
|  Stifel Financial Corp., 4.00%, 05/15/2030 (Callable 02/15/2030) | Stifel Financial Corp., 4.00%, 05/15/2030 (Callable 02/15/2030) | 6325000 | 6193493 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| &nbsp;&nbsp; 5.52%, 01/13/2028 | &nbsp;&nbsp; 5.52%, 01/13/2028 | 30000000 | 30950659 |
| &nbsp;&nbsp; 5.80%, 07/13/2028 | &nbsp;&nbsp; 5.80%, 07/13/2028 | 10000000 | 10451765 |
| &nbsp;&nbsp; 5.85%, 07/13/2030 | &nbsp;&nbsp; 5.85%, 07/13/2030 | 23375000 | 24903890 |
| &nbsp;&nbsp; 1.71%, 01/12/2031 | &nbsp;&nbsp; 1.71%, 01/12/2031 | 4008000 | 3495367 |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |
| &nbsp;&nbsp; 1.42% to 06/11/2026 then 1 yr. CMT Rate + 0.63%, 06/11/2027 (Callable 06/11/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.42% to 06/11/2026 then 1 yr. CMT Rate + 0.63%, 06/11/2027 (Callable 06/11/2026) <sup>(a)</sup> | 10000000 | 9813018 |
| &nbsp;&nbsp; 5.50%, 06/15/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 06/15/2028 <sup>(a)</sup> | 22195000 | 22995515 |
|  Swedbank AB, 5.41%, 03/14/2029 <sup>(a)</sup> | Swedbank AB, 5.41%, 03/14/2029 <sup>(a)</sup> | 19000000 | 19663770 |
|  Symetra Life Insurance Co., 6.55%, 10/01/2055 (Callable 04/01/2055) <sup>(a)</sup> | Symetra Life Insurance Co., 6.55%, 10/01/2055 (Callable 04/01/2055) <sup>(a)</sup> | 7000000 | 7426091 |
|  Synchrony Bank, 5.63%, 08/23/2027 (Callable 07/23/2027) | Synchrony Bank, 5.63%, 08/23/2027 (Callable 07/23/2027) | 19618000 | 20031397 |
| Synchrony Financial | Synchrony Financial | Synchrony Financial | Synchrony Financial |
| &nbsp;&nbsp; 3.95%, 12/01/2027 (Callable 09/01/2027) | &nbsp;&nbsp; 3.95%, 12/01/2027 (Callable 09/01/2027) | 43000000 | 42507315 |
| &nbsp;&nbsp; 5.15%, 03/19/2029 (Callable 12/19/2028) | &nbsp;&nbsp; 5.15%, 03/19/2029 (Callable 12/19/2028) | 35000000 | 35441030 |
| &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 (Callable 03/06/2030) | &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 (Callable 03/06/2030) | 14525000 | 14800479 |
| &nbsp;&nbsp; 2.88%, 10/28/2031 (Callable 07/28/2031) | &nbsp;&nbsp; 2.88%, 10/28/2031 (Callable 07/28/2031) | 26173000 | 23179193 |
| &nbsp;&nbsp; 7.25%, 02/02/2033 (Callable 11/02/2032) | &nbsp;&nbsp; 7.25%, 02/02/2033 (Callable 11/02/2032) | 12000000 | 12805133 |
|  Synovus Financial Corp., 6.17% to 11/01/2029 then SOFR + 2.35%, 11/01/2030 (Callable 11/01/2029) | Synovus Financial Corp., 6.17% to 11/01/2029 then SOFR + 2.35%, 11/01/2030 (Callable 11/01/2029) | 15000000 | 15562263 |
| Trinity Acquisition PLC | Trinity Acquisition PLC | Trinity Acquisition PLC | Trinity Acquisition PLC |
| &nbsp;&nbsp; 4.40%, 03/15/2026 (Callable 12/15/2025) | &nbsp;&nbsp; 4.40%, 03/15/2026 (Callable 12/15/2025) | 15776000 | 15780642 |
| &nbsp;&nbsp; 6.13%, 08/15/2043 | &nbsp;&nbsp; 6.13%, 08/15/2043 | 23630000 | 24299792 |
| Truist Financial Corp. | Truist Financial Corp. | Truist Financial Corp. | Truist Financial Corp. |
| &nbsp;&nbsp; 4.87% to 01/26/2028 then SOFR + 1.44%, 01/26/2029 (Callable 01/26/2028) | &nbsp;&nbsp; 4.87% to 01/26/2028 then SOFR + 1.44%, 01/26/2029 (Callable 01/26/2028) | 10000000 | 10150450 |
| &nbsp;&nbsp; 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 (Callable 10/30/2028) | &nbsp;&nbsp; 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 (Callable 10/30/2028) | 8000000 | 8664808 |
|  Trustage Financial Group, Inc., 4.63%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | Trustage Financial Group, Inc., 4.63%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 13062000 | 12513194 |
|  UBS AG/Stamford CT, 7.50%, 02/15/2028 | UBS AG/Stamford CT, 7.50%, 02/15/2028 | 4800000 | 5167936 |
| UBS Group AG | UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 5.71% (1 yr. CMT Rate + 1.55%), 01/12/2027 (Callable 01/12/2026) <sup>(a)</sup> | &nbsp;&nbsp; 5.71% (1 yr. CMT Rate + 1.55%), 01/12/2027 (Callable 01/12/2026) <sup>(a)</sup> | 30000000 | 30105994 |
| &nbsp;&nbsp; 1.31% to 02/02/2026 then SOFR + 0.98%, 02/02/2027 (Callable 02/02/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.31% to 02/02/2026 then SOFR + 0.98%, 02/02/2027 (Callable 02/02/2026) <sup>(a)</sup> | 19400000 | 19198098 |
| &nbsp;&nbsp; 1.49% to 08/10/2026 then 1 yr. CMT Rate + 0.85%, 08/10/2027 (Callable 08/10/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.49% to 08/10/2026 then 1 yr. CMT Rate + 0.85%, 08/10/2027 (Callable 08/10/2026) <sup>(a)</sup> | 10000000 | 9764413 |
| &nbsp;&nbsp; 4.28%, 01/09/2028 (Callable 01/09/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.28%, 01/09/2028 (Callable 01/09/2027) <sup>(a)</sup> | 24750000 | 24759166 |
| &nbsp;&nbsp; 3.87% to 01/12/2028 then 3 mo. LIBOR US + 1.41%, 01/12/2029 (Callable 01/12/2028) <sup>(a)(c)</sup> | &nbsp;&nbsp; 3.87% to 01/12/2028 then 3 mo. LIBOR US + 1.41%, 01/12/2029 (Callable 01/12/2028) <sup>(a)(c)</sup> | 43850000 | 43482688 |
| &nbsp;&nbsp; 6.25% to 09/22/2028 then 1 yr. CMT Rate + 1.80%, 09/22/2029 (Callable 09/22/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.25% to 09/22/2028 then 1 yr. CMT Rate + 1.80%, 09/22/2029 (Callable 09/22/2028) <sup>(a)</sup> | 5000000 | 5275216 |
| &nbsp;&nbsp; 4.19% to 04/01/2030 then SOFR + 3.73%, 04/01/2031 (Callable 04/01/2030) <sup>(a)</sup> | &nbsp;&nbsp; 4.19% to 04/01/2030 then SOFR + 3.73%, 04/01/2031 (Callable 04/01/2030) <sup>(a)</sup> | 20000000 | 19772879 |
| &nbsp;&nbsp; 2.10% to 02/11/2031 then 1 yr. CMT Rate + 1.00%, 02/11/2032 (Callable 02/11/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.10% to 02/11/2031 then 1 yr. CMT Rate + 1.00%, 02/11/2032 (Callable 02/11/2031) <sup>(a)</sup> | 21550000 | 19014446 |
| &nbsp;&nbsp; 3.09% to 05/14/2031 then SOFR + 1.73%, 05/14/2032 (Callable 05/14/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.09% to 05/14/2031 then SOFR + 1.73%, 05/14/2032 (Callable 05/14/2031) <sup>(a)</sup> | 12500000 | 11567086 |
| &nbsp;&nbsp; 4.99% to 08/05/2032 then 1 yr. CMT Rate + 2.40%, 08/05/2033 (Callable 08/05/2032) <sup>(a)</sup> | &nbsp;&nbsp; 4.99% to 08/05/2032 then 1 yr. CMT Rate + 2.40%, 08/05/2033 (Callable 08/05/2032) <sup>(a)</sup> | 3000000 | 3032905 |
|  UnitedHealth Group, Inc., 4.63%, 07/15/2035 | UnitedHealth Group, Inc., 4.63%, 07/15/2035 | 12175000 | 12006822 |
|  US Bancorp, 4.65% to 02/01/2028 then SOFR + 1.23%, 02/01/2029 (Callable 02/01/2028) | US Bancorp, 4.65% to 02/01/2028 then SOFR + 1.23%, 02/01/2029 (Callable 02/01/2028) | 3684000 | 3724753 |
|  Voya Financial, Inc., 5.00%, 09/20/2034 (Callable 06/20/2034) | Voya Financial, Inc., 5.00%, 09/20/2034 (Callable 06/20/2034) | 8500000 | 8453086 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 5.71% to 04/22/2027 then SOFR + 1.07%, 04/22/2028 (Callable 04/22/2027) | &nbsp;&nbsp; 5.71% to 04/22/2027 then SOFR + 1.07%, 04/22/2028 (Callable 04/22/2027) | 10000000 | 10232349 |
| &nbsp;&nbsp; 3.58% to 05/22/2027 then 3 mo. Term SOFR + 1.57%, 05/22/2028 (Callable 05/22/2027) | &nbsp;&nbsp; 3.58% to 05/22/2027 then 3 mo. Term SOFR + 1.57%, 05/22/2028 (Callable 05/22/2027) | 22095000 | 21895618 |
| &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | 5500000 | 5564918 |
| &nbsp;&nbsp; 4.97% (SOFR + 1.37%), 04/23/2029 (Callable 04/23/2028) | &nbsp;&nbsp; 4.97% (SOFR + 1.37%), 04/23/2029 (Callable 04/23/2028) | 20000000 | 20380831 |
| &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | 22955000 | 23789457 |
| &nbsp;&nbsp; 6.30% to 10/23/2028 then SOFR + 1.79%, 10/23/2029 (Callable 10/23/2028) | &nbsp;&nbsp; 6.30% to 10/23/2028 then SOFR + 1.79%, 10/23/2029 (Callable 10/23/2028) | 12800000 | 13557280 |
| &nbsp;&nbsp; 3.35% to 03/02/2032 then SOFR + 1.50%, 03/02/2033 (Callable 03/02/2032) | &nbsp;&nbsp; 3.35% to 03/02/2032 then SOFR + 1.50%, 03/02/2033 (Callable 03/02/2032) | 5000000 | 4654375 |
| &nbsp;&nbsp; 5.56% to 07/25/2033 then SOFR + 1.99%, 07/25/2034 (Callable 07/25/2033) | &nbsp;&nbsp; 5.56% to 07/25/2033 then SOFR + 1.99%, 07/25/2034 (Callable 07/25/2033) | 28000000 | 29411231 |
| &nbsp;&nbsp; 5.50% to 01/23/2034 then SOFR + 1.78%, 01/23/2035 (Callable 01/23/2034) | &nbsp;&nbsp; 5.50% to 01/23/2034 then SOFR + 1.78%, 01/23/2035 (Callable 01/23/2034) | 7000000 | 7301635 |
| &nbsp;&nbsp; 3.07% to 04/30/2040 then SOFR + 2.53%, 04/30/2041 (Callable 04/30/2040) | &nbsp;&nbsp; 3.07% to 04/30/2040 then SOFR + 2.53%, 04/30/2041 (Callable 04/30/2040) | 35000000 | 27170056 |
|  Western & Southern Financial Group, Inc., 5.75%, 07/15/2033 <sup>(a)</sup> | Western & Southern Financial Group, Inc., 5.75%, 07/15/2033 <sup>(a)</sup> | 19347000 | 20301525 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |
| &nbsp;&nbsp; 4.32% to 11/23/2026 then 5 yr. Mid Swap Rate USD + 2.24%, 11/23/2031 (Callable 11/23/2026) | &nbsp;&nbsp; 4.32% to 11/23/2026 then 5 yr. Mid Swap Rate USD + 2.24%, 11/23/2031 (Callable 11/23/2026) | 10000000 | 9970854 |
| &nbsp;&nbsp; 5.41% to 08/10/2032 then 1 yr. CMT Rate + 2.68%, 08/10/2033 (Callable 08/10/2032) | &nbsp;&nbsp; 5.41% to 08/10/2032 then 1 yr. CMT Rate + 2.68%, 08/10/2033 (Callable 08/10/2032) | 3000000 | 3096092 |
| &nbsp;&nbsp; 6.82%, 11/17/2033 | &nbsp;&nbsp; 6.82%, 11/17/2033 | 6000000 | 6715401 |
| &nbsp;&nbsp; 4.11% to 07/24/2029 then 5 yr. CMT Rate + 2.00%, 07/24/2034 (Callable 07/24/2029) | &nbsp;&nbsp; 4.11% to 07/24/2029 then 5 yr. CMT Rate + 2.00%, 07/24/2034 (Callable 07/24/2029) | 10000000 | 9792767 |
| &nbsp;&nbsp; 2.67% to 11/15/2030 then 5 yr. CMT Rate + 1.75%, 11/15/2035 (Callable 11/15/2030) | &nbsp;&nbsp; 2.67% to 11/15/2030 then 5 yr. CMT Rate + 1.75%, 11/15/2035 (Callable 11/15/2030) | 10000000 | 8973752 |
| &nbsp;&nbsp; 5.62% to 11/20/2034 then 1 yr. CMT Rate + 1.20%, 11/20/2035 (Callable 11/20/2034) | &nbsp;&nbsp; 5.62% to 11/20/2034 then 1 yr. CMT Rate + 1.20%, 11/20/2035 (Callable 11/20/2034) | 32775000 | 33795364 |
| Willis North America, Inc. | Willis North America, Inc. | Willis North America, Inc. | Willis North America, Inc. |
| &nbsp;&nbsp; 2.95%, 09/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 2.95%, 09/15/2029 (Callable 06/15/2029) | 10600000 | 10063622 |
| &nbsp;&nbsp; 5.35%, 05/15/2033 (Callable 02/15/2033) | &nbsp;&nbsp; 5.35%, 05/15/2033 (Callable 02/15/2033) | 6000000 | 6209005 |
| &nbsp;&nbsp; 5.05%, 09/15/2048 (Callable 03/15/2048) | &nbsp;&nbsp; 5.05%, 09/15/2048 (Callable 03/15/2048) | 15000000 | 13655493 |
| &nbsp;&nbsp; 5.90%, 03/05/2054 (Callable 09/05/2053) | &nbsp;&nbsp; 5.90%, 03/05/2054 (Callable 09/05/2053) | 5000000 | 5093556 |
|  WP Carey, Inc., 5.38%, 06/30/2034 (Callable 03/30/2034) | WP Carey, Inc., 5.38%, 06/30/2034 (Callable 03/30/2034) | 5550000 | 5687050 |
|  |  |  | 7922663004 |
| **Industrials - 24.0%** | **Industrials - 24.0%** | **Industrials - 24.0%** | **Industrials - 24.0%** |
|  1011778 BC ULC / New Red Finance, Inc., 6.13%, 06/15/2029 (Callable 06/15/2026) <sup>(a)</sup> | 1011778 BC ULC / New Red Finance, Inc., 6.13%, 06/15/2029 (Callable 06/15/2026) <sup>(a)</sup> | 5000000 | 5112510 |
|  180 Medical, Inc., 3.88%, 10/15/2029 (Callable 10/11/2025) <sup>(a)</sup> | 180 Medical, Inc., 3.88%, 10/15/2029 (Callable 10/11/2025) <sup>(a)</sup> | 500000 | 478648 |
|  AAR Escrow Issuer LLC, 6.75%, 03/15/2029 (Callable 03/15/2026) <sup>(a)</sup> | AAR Escrow Issuer LLC, 6.75%, 03/15/2029 (Callable 03/15/2026) <sup>(a)</sup> | 250000 | 257356 |
|  AbbVie, Inc., 4.30%, 05/14/2036 (Callable 11/14/2035) | AbbVie, Inc., 4.30%, 05/14/2036 (Callable 11/14/2035) | 3825000 | 3676088 |
|  Acadia Healthcare Co., Inc., 7.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | Acadia Healthcare Co., Inc., 7.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 1000000 | 1038189 |
|  Acushnet Co., 7.38%, 10/15/2028 (Callable 10/15/2025) <sup>(a)</sup> | Acushnet Co., 7.38%, 10/15/2028 (Callable 10/15/2025) <sup>(a)</sup> | 1000000 | 1036835 |
|  ADT Security Corp., 4.13%, 08/01/2029 (Callable 08/01/2028) <sup>(a)</sup> | ADT Security Corp., 4.13%, 08/01/2029 (Callable 08/01/2028) <sup>(a)</sup> | 2250000 | 2175786 |
|  Advance Auto Parts, Inc., 3.90%, 04/15/2030 (Callable 01/15/2030) | Advance Auto Parts, Inc., 3.90%, 04/15/2030 (Callable 01/15/2030) | 5000000 | 4641872 |
|  Advanced Drainage Systems, Inc., 6.38%, 06/15/2030 (Callable 10/31/2025) <sup>(a)</sup> | Advanced Drainage Systems, Inc., 6.38%, 06/15/2030 (Callable 10/31/2025) <sup>(a)</sup> | 1500000 | 1526566 |
| Adventist Health System/West | Adventist Health System/West | Adventist Health System/West | Adventist Health System/West |
| &nbsp;&nbsp; 2.95%, 03/01/2029 (Callable 12/01/2028) | &nbsp;&nbsp; 2.95%, 03/01/2029 (Callable 12/01/2028) | 7250000 | 6841781 |
| &nbsp;&nbsp; 3.63%, 03/01/2049 (Callable 09/01/2048) | &nbsp;&nbsp; 3.63%, 03/01/2049 (Callable 09/01/2048) | 8900000 | 6100668 |
|  AECOM, 6.00%, 08/01/2033 (Callable 08/01/2028) <sup>(a)</sup> | AECOM, 6.00%, 08/01/2033 (Callable 08/01/2028) <sup>(a)</sup> | 25675000 | 26249863 |
| Aker BP ASA | Aker BP ASA | Aker BP ASA | Aker BP ASA |
| &nbsp;&nbsp; 5.60%, 06/13/2028 (Callable 05/13/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.60%, 06/13/2028 (Callable 05/13/2028) <sup>(a)</sup> | 4000000 | 4124583 |
| &nbsp;&nbsp; 3.75%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.75%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 3000000 | 2897239 |
| &nbsp;&nbsp; 4.00%, 01/15/2031 (Callable 10/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 01/15/2031 (Callable 10/15/2030) <sup>(a)</sup> | 10440000 | 10061331 |
| &nbsp;&nbsp; 3.10%, 07/15/2031 (Callable 04/15/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.10%, 07/15/2031 (Callable 04/15/2031) <sup>(a)</sup> | 27958000 | 25566584 |
| &nbsp;&nbsp; 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.13%, 10/01/2034 (Callable 07/01/2034) <sup>(a)</sup> | 42125000 | 41408056 |
| Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC |
| &nbsp;&nbsp; 3.25%, 03/15/2026 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.25%, 03/15/2026 (Callable 10/31/2025) <sup>(a)</sup> | 5000000 | 4960907 |
| &nbsp;&nbsp; 3.50%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 1500000 | 1421484 |
| &nbsp;&nbsp; 6.25%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 1000000 | 1022700 |
| Alcon Finance Corp. | Alcon Finance Corp. | Alcon Finance Corp. | Alcon Finance Corp. |
| &nbsp;&nbsp; 3.00%, 09/23/2029 (Callable 06/23/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.00%, 09/23/2029 (Callable 06/23/2029) <sup>(a)</sup> | 6110000 | 5823012 |
| &nbsp;&nbsp; 2.60%, 05/27/2030 (Callable 02/27/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.60%, 05/27/2030 (Callable 02/27/2030) <sup>(a)</sup> | 6475000 | 5989936 |
|  Alimentation Couche-Tard, Inc., 2.95%, 01/25/2030 (Callable 10/25/2029) <sup>(a)</sup> | Alimentation Couche-Tard, Inc., 2.95%, 01/25/2030 (Callable 10/25/2029) <sup>(a)</sup> | 6500000 | 6139683 |
|  Allegion PLC, 3.50%, 10/01/2029 (Callable 07/01/2029) | Allegion PLC, 3.50%, 10/01/2029 (Callable 07/01/2029) | 12275000 | 11873308 |
| Alpek SAB de CV | Alpek SAB de CV | Alpek SAB de CV | Alpek SAB de CV |
| &nbsp;&nbsp; 4.25%, 09/18/2029 (Callable 06/18/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 09/18/2029 (Callable 06/18/2029) <sup>(a)</sup> | 6000000 | 5762668 |
| &nbsp;&nbsp; 3.25%, 02/25/2031 (Callable 11/25/2030) <sup>(a)</sup> | &nbsp;&nbsp; 3.25%, 02/25/2031 (Callable 11/25/2030) <sup>(a)</sup> | 10000000 | 8768839 |
| Ambipar Lux Sarl | Ambipar Lux Sarl | Ambipar Lux Sarl | Ambipar Lux Sarl |
| &nbsp;&nbsp; 9.88%, 02/06/2031 (Callable 02/06/2027) <sup>(a)</sup> | &nbsp;&nbsp; 9.88%, 02/06/2031 (Callable 02/06/2027) <sup>(a)</sup> | 500000 | 85250 |
| &nbsp;&nbsp; 10.88%, 02/05/2033 (Callable 02/05/2029) <sup>(a)</sup> | &nbsp;&nbsp; 10.88%, 02/05/2033 (Callable 02/05/2029) <sup>(a)</sup> | 1000000 | 165610 |
|  Amcor Group Finance PLC, 5.45%, 05/23/2029 (Callable 04/23/2029) | Amcor Group Finance PLC, 5.45%, 05/23/2029 (Callable 04/23/2029) | 12500000 | 12914777 |
|  America Movil SAB de CV, 2.88%, 05/07/2030 (Callable 02/07/2030) | America Movil SAB de CV, 2.88%, 05/07/2030 (Callable 02/07/2030) | 28000000 | 26179356 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| &nbsp;&nbsp; 3.15%, 02/21/2040 (Callable 08/21/2039) | &nbsp;&nbsp; 3.15%, 02/21/2040 (Callable 08/21/2039) | 5000000 | 3935338 |
| &nbsp;&nbsp; 4.40%, 05/01/2045 (Callable 11/01/2044) | &nbsp;&nbsp; 4.40%, 05/01/2045 (Callable 11/01/2044) | 8000000 | 6946617 |
| &nbsp;&nbsp; 5.65%, 03/02/2053 (Callable 09/02/2052) | &nbsp;&nbsp; 5.65%, 03/02/2053 (Callable 09/02/2052) | 21700000 | 21644496 |
| Amrize Finance US LLC | Amrize Finance US LLC | Amrize Finance US LLC | Amrize Finance US LLC |
| &nbsp;&nbsp; 3.50%, 09/22/2026 (Callable 06/22/2026) <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 09/22/2026 (Callable 06/22/2026) <sup>(a)</sup> | 12565000 | 12469044 |
| &nbsp;&nbsp; 4.95%, 04/07/2030 (Callable 03/07/2030) <sup>(a)</sup> | &nbsp;&nbsp; 4.95%, 04/07/2030 (Callable 03/07/2030) <sup>(a)</sup> | 10000000 | 10220807 |
| &nbsp;&nbsp; 7.13%, 07/15/2036 <sup>(a)</sup> | &nbsp;&nbsp; 7.13%, 07/15/2036 <sup>(a)</sup> | 1500000 | 1725613 |
|  Amsted Industries, Inc., 6.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | Amsted Industries, Inc., 6.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 1000000 | 1026380 |
| Anglo American Capital PLC | Anglo American Capital PLC | Anglo American Capital PLC | Anglo American Capital PLC |
| &nbsp;&nbsp; 4.75%, 04/10/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 04/10/2027 <sup>(a)</sup> | 12033000 | 12120764 |
| &nbsp;&nbsp; 4.50%, 03/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 03/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 11000000 | 11061722 |
| &nbsp;&nbsp; 5.63%, 04/01/2030 (Callable 01/01/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.63%, 04/01/2030 (Callable 01/01/2030) <sup>(a)</sup> | 3000000 | 3131215 |
| &nbsp;&nbsp; 2.63%, 09/10/2030 (Callable 06/10/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.63%, 09/10/2030 (Callable 06/10/2030) <sup>(a)</sup> | 16025000 | 14707757 |
| &nbsp;&nbsp; 5.50%, 05/02/2033 (Callable 02/02/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 05/02/2033 (Callable 02/02/2033) <sup>(a)</sup> | 12450000 | 12892543 |
| &nbsp;&nbsp; 5.75%, 04/05/2034 (Callable 01/05/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 04/05/2034 (Callable 01/05/2034) <sup>(a)</sup> | 15000000 | 15743131 |
| &nbsp;&nbsp; 3.95%, 09/10/2050 (Callable 03/10/2050) <sup>(a)</sup> | &nbsp;&nbsp; 3.95%, 09/10/2050 (Callable 03/10/2050) <sup>(a)</sup> | 10000000 | 7686799 |
| &nbsp;&nbsp; 6.00%, 04/05/2054 (Callable 10/05/2053) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 04/05/2054 (Callable 10/05/2053) <sup>(a)</sup> | 5000000 | 5138193 |
|  Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/2046 (Callable 08/01/2045) | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/2046 (Callable 08/01/2045) | 56166000 | 52617986 |
|  Anheuser-Busch InBev Worldwide, Inc., 5.45%, 01/23/2039 (Callable 07/23/2038) | Anheuser-Busch InBev Worldwide, Inc., 5.45%, 01/23/2039 (Callable 07/23/2038) | 9975000 | 10306333 |
|  Antero Midstream Partners LP / Antero Midstream Finance Corp., 6.63%, 02/01/2032 (Callable 02/01/2027) <sup>(a)</sup> | Antero Midstream Partners LP / Antero Midstream Finance Corp., 6.63%, 02/01/2032 (Callable 02/01/2027) <sup>(a)</sup> | 3000000 | 3089796 |
| Antofagasta PLC | Antofagasta PLC | Antofagasta PLC | Antofagasta PLC |
| &nbsp;&nbsp; 2.38%, 10/14/2030 (Callable 07/14/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.38%, 10/14/2030 (Callable 07/14/2030) <sup>(a)</sup> | 6000000 | 5437860 |
| &nbsp;&nbsp; 6.25%, 05/02/2034 (Callable 02/02/2034) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 05/02/2034 (Callable 02/02/2034) <sup>(a)</sup> | 16719000 | 17921999 |
| &nbsp;&nbsp; 5.63%, 09/09/2035 (Callable 06/09/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.63%, 09/09/2035 (Callable 06/09/2035) <sup>(a)</sup> | 16375000 | 16684651 |
|  AP Moller - Maersk AS, 4.50%, 06/20/2029 (Callable 03/20/2029) <sup>(a)</sup> | AP Moller - Maersk AS, 4.50%, 06/20/2029 (Callable 03/20/2029) <sup>(a)</sup> | 20575000 | 20818527 |
|  AptarGroup, Inc., 3.60%, 03/15/2032 (Callable 12/15/2031) | AptarGroup, Inc., 3.60%, 03/15/2032 (Callable 12/15/2031) | 14650000 | 13611561 |
|  Aramark Services, Inc., 5.00%, 02/01/2028 (Callable 10/31/2025) <sup>(a)</sup> | Aramark Services, Inc., 5.00%, 02/01/2028 (Callable 10/31/2025) <sup>(a)</sup> | 1000000 | 995284 |
| ArcelorMittal SA | ArcelorMittal SA | ArcelorMittal SA | ArcelorMittal SA |
| &nbsp;&nbsp; 4.55%, 03/11/2026 | &nbsp;&nbsp; 4.55%, 03/11/2026 | 30930000 | 30922552 |
| &nbsp;&nbsp; 4.25%, 07/16/2029 | &nbsp;&nbsp; 4.25%, 07/16/2029 | 15000000 | 14971961 |
| &nbsp;&nbsp; 6.80%, 11/29/2032 (Callable 08/29/2032) | &nbsp;&nbsp; 6.80%, 11/29/2032 (Callable 08/29/2032) | 28467000 | 31667609 |
| &nbsp;&nbsp; 6.00%, 06/17/2034 (Callable 03/17/2034) | &nbsp;&nbsp; 6.00%, 06/17/2034 (Callable 03/17/2034) | 4500000 | 4804419 |
| &nbsp;&nbsp; 7.00%, 10/15/2039 <sup>(e)</sup> | &nbsp;&nbsp; 7.00%, 10/15/2039 <sup>(e)</sup> | 11096000 | 12461434 |
| &nbsp;&nbsp; 6.75%, 03/01/2041 <sup>(e)</sup> | &nbsp;&nbsp; 6.75%, 03/01/2041 <sup>(e)</sup> | 6000000 | 6512632 |
| &nbsp;&nbsp; 6.35%, 06/17/2054 (Callable 12/17/2053) | &nbsp;&nbsp; 6.35%, 06/17/2054 (Callable 12/17/2053) | 25900000 | 27056205 |
|  Arcos Dorados BV, 6.38%, 01/29/2032 (Callable 11/29/2031) <sup>(a)</sup> | Arcos Dorados BV, 6.38%, 01/29/2032 (Callable 11/29/2031) <sup>(a)</sup> | 12000000 | 12648000 |
| Arcosa, Inc. | Arcosa, Inc. | Arcosa, Inc. | Arcosa, Inc. |
| &nbsp;&nbsp; 4.38%, 04/15/2029 (Callable 10/16/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 04/15/2029 (Callable 10/16/2025) <sup>(a)</sup> | 3000000 | 2917158 |
| &nbsp;&nbsp; 6.88%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.88%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | 1000000 | 1044493 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |
| &nbsp;&nbsp; 4.00%, 05/01/2028 (Callable 10/11/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 05/01/2028 (Callable 10/11/2025) <sup>(a)</sup> | 9000000 | 8923605 |
| &nbsp;&nbsp; 4.25%, 11/01/2029 (Callable 10/11/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 11/01/2029 (Callable 10/11/2025) <sup>(a)</sup> | 4100000 | 4043583 |
| &nbsp;&nbsp; 2.45%, 08/12/2031 (Callable 05/12/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.45%, 08/12/2031 (Callable 05/12/2031) <sup>(a)</sup> | 23840000 | 21145022 |
| &nbsp;&nbsp; 5.50%, 08/11/2032 (Callable 05/11/2032) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 08/11/2032 (Callable 05/11/2032) <sup>(a)</sup> | 6450000 | 6674750 |
| &nbsp;&nbsp; 5.55%, 05/30/2033 (Callable 02/28/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 05/30/2033 (Callable 02/28/2033) <sup>(a)</sup> | 5000000 | 5157223 |
| &nbsp;&nbsp; 5.95%, 10/15/2033 (Callable 07/15/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.95%, 10/15/2033 (Callable 07/15/2033) <sup>(a)</sup> | 9000000 | 9513213 |
| &nbsp;&nbsp; 5.80%, 04/15/2034 (Callable 01/15/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.80%, 04/15/2034 (Callable 01/15/2034) <sup>(a)</sup> | 6700000 | 7020090 |
|  AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust, 6.09%, 12/15/2044 <sup>(a)</sup> | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust, 6.09%, 12/15/2044 <sup>(a)</sup> | 32900000 | 33233136 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| &nbsp;&nbsp; 4.30%, 02/15/2030 (Callable 11/15/2029) | &nbsp;&nbsp; 4.30%, 02/15/2030 (Callable 11/15/2029) | 10980000 | 11003904 |
| &nbsp;&nbsp; 2.55%, 12/01/2033 (Callable 09/01/2033) | &nbsp;&nbsp; 2.55%, 12/01/2033 (Callable 09/01/2033) | 14329000 | 12201276 |
| &nbsp;&nbsp; 4.65%, 06/01/2044 (Callable 12/01/2043) | &nbsp;&nbsp; 4.65%, 06/01/2044 (Callable 12/01/2043) | 9700000 | 8555721 |
| &nbsp;&nbsp; 5.70%, 11/01/2054 (Callable 05/01/2054) | &nbsp;&nbsp; 5.70%, 11/01/2054 (Callable 05/01/2054) | 10000000 | 9883652 |
| &nbsp;&nbsp; 3.55%, 09/15/2055 (Callable 03/15/2055) | &nbsp;&nbsp; 3.55%, 09/15/2055 (Callable 03/15/2055) | 40029000 | 27584707 |
| &nbsp;&nbsp; 6.05%, 08/15/2056 (Callable 02/15/2056) | &nbsp;&nbsp; 6.05%, 08/15/2056 (Callable 02/15/2056) | 13750000 | 14252209 |
| &nbsp;&nbsp; 3.80%, 12/01/2057 (Callable 06/01/2057) | &nbsp;&nbsp; 3.80%, 12/01/2057 (Callable 06/01/2057) | 25315000 | 18050798 |
| &nbsp;&nbsp; 3.65%, 09/15/2059 (Callable 03/15/2059) | &nbsp;&nbsp; 3.65%, 09/15/2059 (Callable 03/15/2059) | 31734000 | 21696687 |
|  Avery Dennison Corp., 2.65%, 04/30/2030 (Callable 02/01/2030) | Avery Dennison Corp., 2.65%, 04/30/2030 (Callable 02/01/2030) | 10175000 | 9430120 |
| Ball Corp. | Ball Corp. | Ball Corp. | Ball Corp. |
| &nbsp;&nbsp; 6.88%, 03/15/2028 (Callable 10/16/2025) | &nbsp;&nbsp; 6.88%, 03/15/2028 (Callable 10/16/2025) | 2000000 | 2038272 |
| &nbsp;&nbsp; 6.00%, 06/15/2029 (Callable 05/15/2026) | &nbsp;&nbsp; 6.00%, 06/15/2029 (Callable 05/15/2026) | 5000000 | 5118225 |
| &nbsp;&nbsp; 2.88%, 08/15/2030 (Callable 05/15/2030) | &nbsp;&nbsp; 2.88%, 08/15/2030 (Callable 05/15/2030) | 5000000 | 4542212 |
| &nbsp;&nbsp; 3.13%, 09/15/2031 (Callable 06/15/2031) | &nbsp;&nbsp; 3.13%, 09/15/2031 (Callable 06/15/2031) | 11000000 | 9985732 |
| Bayer US Finance II LLC | Bayer US Finance II LLC | Bayer US Finance II LLC | Bayer US Finance II LLC |
| &nbsp;&nbsp; 4.25%, 12/15/2025 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 12/15/2025 (Callable 10/31/2025) <sup>(a)</sup> | 25000000 | 24978111 |
| &nbsp;&nbsp; 4.63%, 06/25/2038 (Callable 12/25/2037) <sup>(a)</sup> | &nbsp;&nbsp; 4.63%, 06/25/2038 (Callable 12/25/2037) <sup>(a)</sup> | 12000000 | 10864229 |
| &nbsp;&nbsp; 4.40%, 07/15/2044 (Callable 01/15/2044) <sup>(a)</sup> | &nbsp;&nbsp; 4.40%, 07/15/2044 (Callable 01/15/2044) <sup>(a)</sup> | 5125000 | 4108766 |
|  Becton Dickinson & Co., 4.88%, 05/15/2044 (Callable 11/15/2043) | Becton Dickinson & Co., 4.88%, 05/15/2044 (Callable 11/15/2043) | 5455000 | 4939185 |
|  Bell Telephone Co. of Canada or Bell Canada, 5.10%, 05/11/2033 (Callable 02/11/2033) | Bell Telephone Co. of Canada or Bell Canada, 5.10%, 05/11/2033 (Callable 02/11/2033) | 7000000 | 7123480 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| &nbsp;&nbsp; 4.88%, 07/15/2026 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 07/15/2026 (Callable 10/31/2025) <sup>(a)</sup> | 13027000 | 13028837 |
| &nbsp;&nbsp; 5.80%, 06/15/2031 (Callable 04/15/2031) | &nbsp;&nbsp; 5.80%, 06/15/2031 (Callable 04/15/2031) | 25775000 | 27251715 |
| &nbsp;&nbsp; 5.65%, 01/15/2034 (Callable 10/15/2033) | &nbsp;&nbsp; 5.65%, 01/15/2034 (Callable 10/15/2033) | 15225000 | 15863600 |
|  Bimbo Bakeries USA, Inc., 4.00%, 05/17/2051 (Callable 11/17/2050) <sup>(a)</sup> | Bimbo Bakeries USA, Inc., 4.00%, 05/17/2051 (Callable 11/17/2050) <sup>(a)</sup> | 5000000 | 3781531 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP |
| &nbsp;&nbsp; 5.95%, 06/01/2026 (Callable 03/01/2026) | &nbsp;&nbsp; 5.95%, 06/01/2026 (Callable 03/01/2026) | 26406000 | 26572677 |
| &nbsp;&nbsp; 4.80%, 05/03/2029 (Callable 02/03/2029) | &nbsp;&nbsp; 4.80%, 05/03/2029 (Callable 02/03/2029) | 28916000 | 29332406 |
| &nbsp;&nbsp; 3.60%, 09/01/2032 (Callable 06/01/2032) | &nbsp;&nbsp; 3.60%, 09/01/2032 (Callable 06/01/2032) | 15000000 | 13882930 |
| Boeing Co. | Boeing Co. | Boeing Co. | Boeing Co. |
| &nbsp;&nbsp; 2.20%, 02/04/2026 (Callable 10/11/2025) | &nbsp;&nbsp; 2.20%, 02/04/2026 (Callable 10/11/2025) | 25550000 | 25356493 |
| &nbsp;&nbsp; 5.15%, 05/01/2030 (Callable 02/01/2030) | &nbsp;&nbsp; 5.15%, 05/01/2030 (Callable 02/01/2030) | 26000000 | 26680045 |
|  Bon Secours Mercy Health, Inc., 3.46%, 06/01/2030 (Callable 12/01/2029) | Bon Secours Mercy Health, Inc., 3.46%, 06/01/2030 (Callable 12/01/2029) | 16330000 | 15824877 |
|  Boost Newco Borrower LLC, 7.50%, 01/15/2031 (Callable 01/15/2027) <sup>(a)</sup> | Boost Newco Borrower LLC, 7.50%, 01/15/2031 (Callable 01/15/2027) <sup>(a)</sup> | 1000000 | 1060894 |
| Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. |
| &nbsp;&nbsp; 3.88%, 09/01/2028 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 09/01/2028 (Callable 10/31/2025) <sup>(a)</sup> | 1000000 | 980489 |
| &nbsp;&nbsp; 4.00%, 07/01/2029 (Callable 10/11/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 07/01/2029 (Callable 10/11/2025) <sup>(a)</sup> | 500000 | 487781 |
|  Boral Finance Pty Ltd., 3.75%, 05/01/2028 (Callable 02/01/2028) <sup>(a)</sup> | Boral Finance Pty Ltd., 3.75%, 05/01/2028 (Callable 02/01/2028) <sup>(a)</sup> | 1440000 | 1400743 |
|  BorgWarner, Inc., 4.95%, 08/15/2029 (Callable 07/15/2029) | BorgWarner, Inc., 4.95%, 08/15/2029 (Callable 07/15/2029) | 4800000 | 4900787 |
|  BP Capital Markets America, Inc., 4.81%, 02/13/2033 (Callable 11/13/2032) | BP Capital Markets America, Inc., 4.81%, 02/13/2033 (Callable 11/13/2032) | 4575000 | 4628809 |
| Braskem Netherlands Finance BV | Braskem Netherlands Finance BV | Braskem Netherlands Finance BV | Braskem Netherlands Finance BV |
| &nbsp;&nbsp; 8.50%, 01/12/2031 (Callable 11/12/2030) <sup>(a)</sup> | &nbsp;&nbsp; 8.50%, 01/12/2031 (Callable 11/12/2030) <sup>(a)</sup> | 10000000 | 3900000 |
| &nbsp;&nbsp; 8.00%, 10/15/2034 (Callable 07/15/2034) <sup>(a)</sup> | &nbsp;&nbsp; 8.00%, 10/15/2034 (Callable 07/15/2034) <sup>(a)</sup> | 2000000 | 747000 |
|  Bristol-Myers Squibb Co., 3.70%, 03/15/2052 (Callable 09/15/2051) | Bristol-Myers Squibb Co., 3.70%, 03/15/2052 (Callable 09/15/2051) | 6425000 | 4794958 |
|  British Telecommunications PLC, 9.63%, 12/15/2030 <sup>(e)</sup> | British Telecommunications PLC, 9.63%, 12/15/2030 <sup>(e)</sup> | 63955000 | 78746124 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 4.00%, 04/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 04/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | 4000000 | 3981410 |
| &nbsp;&nbsp; 5.00%, 04/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 5.00%, 04/15/2030 (Callable 01/15/2030) | 9000000 | 9274091 |
| &nbsp;&nbsp; 4.15%, 11/15/2030 (Callable 08/15/2030) | &nbsp;&nbsp; 4.15%, 11/15/2030 (Callable 08/15/2030) | 16000000 | 15937055 |
| &nbsp;&nbsp; 2.45%, 02/15/2031 (Callable 11/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.45%, 02/15/2031 (Callable 11/15/2030) <sup>(a)</sup> | 7250000 | 6593967 |
| &nbsp;&nbsp; 5.15%, 11/15/2031 (Callable 09/15/2031) | &nbsp;&nbsp; 5.15%, 11/15/2031 (Callable 09/15/2031) | 14250000 | 14806444 |
| &nbsp;&nbsp; 4.15%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | &nbsp;&nbsp; 4.15%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 12000000 | 11767981 |
| &nbsp;&nbsp; 3.47%, 04/15/2034 (Callable 01/15/2034) <sup>(a)</sup> | &nbsp;&nbsp; 3.47%, 04/15/2034 (Callable 01/15/2034) <sup>(a)</sup> | 10000000 | 9126009 |
| &nbsp;&nbsp; 3.14%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | &nbsp;&nbsp; 3.14%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | 13250000 | 11463445 |
| &nbsp;&nbsp; 3.50%, 02/15/2041 (Callable 08/15/2040) <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 02/15/2041 (Callable 08/15/2040) <sup>(a)</sup> | 16000000 | 13166832 |
|  Builders FirstSource, Inc., 6.75%, 05/15/2035 (Callable 05/15/2030) <sup>(a)</sup> | Builders FirstSource, Inc., 6.75%, 05/15/2035 (Callable 05/15/2030) <sup>(a)</sup> | 1000000 | 1044133 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |
| &nbsp;&nbsp; 2.00%, 04/21/2026 (Callable 03/21/2026) | &nbsp;&nbsp; 2.00%, 04/21/2026 (Callable 03/21/2026) | 15000000 | 14823151 |
| &nbsp;&nbsp; 3.25%, 08/15/2026 (Callable 05/15/2026) | &nbsp;&nbsp; 3.25%, 08/15/2026 (Callable 05/15/2026) | 6613000 | 6564893 |
| &nbsp;&nbsp; 4.90%, 04/21/2027 (Callable 03/21/2027) | &nbsp;&nbsp; 4.90%, 04/21/2027 (Callable 03/21/2027) | 7725000 | 7812852 |
| &nbsp;&nbsp; 3.75%, 09/25/2027 (Callable 06/25/2027) | &nbsp;&nbsp; 3.75%, 09/25/2027 (Callable 06/25/2027) | 23800000 | 23659484 |
| &nbsp;&nbsp; 3.20%, 04/21/2031 (Callable 01/01/2031) | &nbsp;&nbsp; 3.20%, 04/21/2031 (Callable 01/01/2031) | 55139000 | 51639821 |
| &nbsp;&nbsp; 5.25%, 04/21/2032 (Callable 01/01/2032) | &nbsp;&nbsp; 5.25%, 04/21/2032 (Callable 01/01/2032) | 22000000 | 22657307 |
|  Burlington Northern Santa Fe LLC, 4.15%, 04/01/2045 (Callable 10/01/2044) | Burlington Northern Santa Fe LLC, 4.15%, 04/01/2045 (Callable 10/01/2044) | 3100000 | 2645196 |
|  Burlington Resources LLC, 5.95%, 10/15/2036 | Burlington Resources LLC, 5.95%, 10/15/2036 | 845000 | 908542 |
|  Cameron LNG LLC, 3.70%, 01/15/2039 (Callable 07/15/2038) <sup>(a)</sup> | Cameron LNG LLC, 3.70%, 01/15/2039 (Callable 07/15/2038) <sup>(a)</sup> | 15000000 | 12827861 |
| Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. | Canadian Pacific Railway Co. |
| &nbsp;&nbsp; 4.70%, 05/01/2048 (Callable 11/01/2047) | &nbsp;&nbsp; 4.70%, 05/01/2048 (Callable 11/01/2047) | 12000000 | 10709272 |
| &nbsp;&nbsp; 3.50%, 05/01/2050 (Callable 11/01/2049) | &nbsp;&nbsp; 3.50%, 05/01/2050 (Callable 11/01/2049) | 13000000 | 9534646 |
|  Canpack SA / Canpack US LLC, 3.88%, 11/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | Canpack SA / Canpack US LLC, 3.88%, 11/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 15000000 | 14075922 |
| Carlisle Cos., Inc. | Carlisle Cos., Inc. | Carlisle Cos., Inc. | Carlisle Cos., Inc. |
| &nbsp;&nbsp; 3.75%, 12/01/2027 (Callable 09/01/2027) | &nbsp;&nbsp; 3.75%, 12/01/2027 (Callable 09/01/2027) | 4600000 | 4564599 |
| &nbsp;&nbsp; 2.75%, 03/01/2030 (Callable 12/01/2029) | &nbsp;&nbsp; 2.75%, 03/01/2030 (Callable 12/01/2029) | 21832000 | 20455748 |
| Carnival Corp. | Carnival Corp. | Carnival Corp. | Carnival Corp. |
| &nbsp;&nbsp; 4.00%, 08/01/2028 (Callable 05/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 08/01/2028 (Callable 05/01/2028) <sup>(a)</sup> | 22000000 | 21685523 |
| &nbsp;&nbsp; 5.13%, 05/01/2029 (Callable 02/01/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.13%, 05/01/2029 (Callable 02/01/2029) <sup>(a)</sup> | 10000000 | 10000000 |
| Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. | Carrier Global Corp. |
| &nbsp;&nbsp; 2.49%, 02/15/2027 (Callable 12/15/2026) | &nbsp;&nbsp; 2.49%, 02/15/2027 (Callable 12/15/2026) | 12845000 | 12572134 |
| &nbsp;&nbsp; 2.70%, 02/15/2031 (Callable 11/15/2030) | &nbsp;&nbsp; 2.70%, 02/15/2031 (Callable 11/15/2030) | 14700000 | 13493026 |
|  CBRE Services, Inc., 5.95%, 08/15/2034 (Callable 05/15/2034) | CBRE Services, Inc., 5.95%, 08/15/2034 (Callable 05/15/2034) | 5000000 | 5333179 |
|  CCL Industries, Inc., 3.05%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | CCL Industries, Inc., 3.05%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | 19725000 | 18542780 |
| CCO Holdings LLC / CCO Holdings Capital Corp. | 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 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 03/01/2030 (Callable 10/31/2025) <sup>(a)</sup> | 15000000 | 14393505 |
| &nbsp;&nbsp; 4.50%, 08/15/2030 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 08/15/2030 (Callable 10/31/2025) <sup>(a)</sup> | 10000000 | 9444147 |
| CDW LLC / CDW Finance Corp. | CDW LLC / CDW Finance Corp. | CDW LLC / CDW Finance Corp. | CDW LLC / CDW Finance Corp. |
| &nbsp;&nbsp; 5.10%, 03/01/2030 (Callable 02/01/2030) | &nbsp;&nbsp; 5.10%, 03/01/2030 (Callable 02/01/2030) | 9040000 | 9200303 |
| &nbsp;&nbsp; 3.57%, 12/01/2031 (Callable 09/01/2031) | &nbsp;&nbsp; 3.57%, 12/01/2031 (Callable 09/01/2031) | 15000000 | 14003751 |
| &nbsp;&nbsp; 5.55%, 08/22/2034 (Callable 05/22/2034) | &nbsp;&nbsp; 5.55%, 08/22/2034 (Callable 05/22/2034) | 18100000 | 18558939 |
|  Celanese US Holdings LLC, 6.83%, 07/15/2029 (Callable 05/15/2029) <sup>(e)</sup> | Celanese US Holdings LLC, 6.83%, 07/15/2029 (Callable 05/15/2029) <sup>(e)</sup> | 14876000 | 15362282 |
|  Cellnex Finance Co. SA, 3.88%, 07/07/2041 (Callable 04/07/2041) <sup>(a)</sup> | Cellnex Finance Co. SA, 3.88%, 07/07/2041 (Callable 04/07/2041) <sup>(a)</sup> | 28000000 | 22309823 |
|  CF Industries, Inc., 5.38%, 03/15/2044 | CF Industries, Inc., 5.38%, 03/15/2044 | 10922000 | 10531386 |
|  Charles River Laboratories International, Inc., 4.00%, 03/15/2031 (Callable 03/15/2026) <sup>(a)</sup> | Charles River Laboratories International, Inc., 4.00%, 03/15/2031 (Callable 03/15/2026) <sup>(a)</sup> | 3000000 | 2794084 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| &nbsp;&nbsp; 3.75%, 02/15/2028 (Callable 11/15/2027) | &nbsp;&nbsp; 3.75%, 02/15/2028 (Callable 11/15/2027) | 5000000 | 4923127 |
| &nbsp;&nbsp; 6.38%, 10/23/2035 (Callable 04/23/2035) | &nbsp;&nbsp; 6.38%, 10/23/2035 (Callable 04/23/2035) | 61962000 | 64913217 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital |
| &nbsp;&nbsp; 6.55%, 06/01/2034 (Callable 03/01/2034) | &nbsp;&nbsp; 6.55%, 06/01/2034 (Callable 03/01/2034) | 10000000 | 10657166 |
| &nbsp;&nbsp; 5.38%, 04/01/2038 (Callable 10/01/2037) | &nbsp;&nbsp; 5.38%, 04/01/2038 (Callable 10/01/2037) | 6000000 | 5658956 |
| &nbsp;&nbsp; 3.70%, 04/01/2051 (Callable 10/01/2050) | &nbsp;&nbsp; 3.70%, 04/01/2051 (Callable 10/01/2050) | 6700000 | 4420054 |
| &nbsp;&nbsp; 3.85%, 04/01/2061 (Callable 10/01/2060) | &nbsp;&nbsp; 3.85%, 04/01/2061 (Callable 10/01/2060) | 12075000 | 7526108 |
| &nbsp;&nbsp; 4.40%, 12/01/2061 (Callable 06/01/2061) | &nbsp;&nbsp; 4.40%, 12/01/2061 (Callable 06/01/2061) | 10000000 | 6929082 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| &nbsp;&nbsp; 3.25%, 01/31/2032 (Callable 01/31/2027) | &nbsp;&nbsp; 3.25%, 01/31/2032 (Callable 01/31/2027) | 3500000 | 3188542 |
| &nbsp;&nbsp; 5.95%, 06/30/2033 (Callable 12/30/2032) | &nbsp;&nbsp; 5.95%, 06/30/2033 (Callable 12/30/2032) | 13000000 | 13761768 |
| &nbsp;&nbsp; 5.75%, 08/15/2034 (Callable 02/15/2034) | &nbsp;&nbsp; 5.75%, 08/15/2034 (Callable 02/15/2034) | 6000000 | 6237537 |
| &nbsp;&nbsp; 5.55%, 10/30/2035 (Callable 04/30/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 10/30/2035 (Callable 04/30/2035) <sup>(a)</sup> | 5000000 | 5108063 |
|  Choice Hotels International, Inc., 5.85%, 08/01/2034 (Callable 05/01/2034) | Choice Hotels International, Inc., 5.85%, 08/01/2034 (Callable 05/01/2034) | 7000000 | 7159186 |
|  Cia Cervecerias Unidas SA, 3.35%, 01/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | Cia Cervecerias Unidas SA, 3.35%, 01/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | 20000000 | 18016997 |
|  Cia de Minas Buenaventura SAA, 6.80%, 02/04/2032 (Callable 02/04/2028) <sup>(a)</sup> | Cia de Minas Buenaventura SAA, 6.80%, 02/04/2032 (Callable 02/04/2028) <sup>(a)</sup> | 7875000 | 8098650 |
| Cigna Group | Cigna Group | Cigna Group | Cigna Group |
| &nbsp;&nbsp; 2.40%, 03/15/2030 (Callable 12/15/2029) | &nbsp;&nbsp; 2.40%, 03/15/2030 (Callable 12/15/2029) | 8559000 | 7899999 |
| &nbsp;&nbsp; 4.88%, 09/15/2032 (Callable 07/15/2032) | &nbsp;&nbsp; 4.88%, 09/15/2032 (Callable 07/15/2032) | 16450000 | 16615865 |
| &nbsp;&nbsp; 4.80%, 08/15/2038 (Callable 02/15/2038) | &nbsp;&nbsp; 4.80%, 08/15/2038 (Callable 02/15/2038) | 7600000 | 7252226 |
|  CIMIC Finance USA Pty Ltd., 7.00%, 03/25/2034 (Callable 12/25/2033) <sup>(a)</sup> | CIMIC Finance USA Pty Ltd., 7.00%, 03/25/2034 (Callable 12/25/2033) <sup>(a)</sup> | 10000000 | 10889210 |
| Clean Harbors, Inc. | Clean Harbors, Inc. | Clean Harbors, Inc. | Clean Harbors, Inc. |
| &nbsp;&nbsp; 5.13%, 07/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.13%, 07/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 100000 | 99169 |
| &nbsp;&nbsp; 6.38%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.38%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | 1000000 | 1024034 |
| &nbsp;&nbsp; 5.75%, 10/15/2033 (Callable 10/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 10/15/2033 (Callable 10/15/2028) <sup>(a)</sup> | 2000000 | 2017472 |
| CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC |
| &nbsp;&nbsp; 1.88%, 01/15/2026 (Callable 12/15/2025) | &nbsp;&nbsp; 1.88%, 01/15/2026 (Callable 12/15/2025) | 14250000 | 14140006 |
| &nbsp;&nbsp; 4.75%, 03/21/2028 (Callable 02/21/2028) | &nbsp;&nbsp; 4.75%, 03/21/2028 (Callable 02/21/2028) | 10000000 | 10111473 |
|  CNH Industrial NV, 3.85%, 11/15/2027 (Callable 08/15/2027) | CNH Industrial NV, 3.85%, 11/15/2027 (Callable 08/15/2027) | 26114000 | 25983263 |
|  Colonial Enterprises, Inc., 5.63%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | Colonial Enterprises, Inc., 5.63%, 11/15/2035 (Callable 08/15/2035) <sup>(a)</sup> | 8350000 | 8411530 |
|  Columbia Pipeline Group, Inc., 5.80%, 06/01/2045 (Callable 12/01/2044) | Columbia Pipeline Group, Inc., 5.80%, 06/01/2045 (Callable 12/01/2044) | 4733000 | 4710470 |
| Columbia Pipelines Operating Co. LLC | Columbia Pipelines Operating Co. LLC | Columbia Pipelines Operating Co. LLC | Columbia Pipelines Operating Co. LLC |
| &nbsp;&nbsp; 6.50%, 08/15/2043 (Callable 02/15/2043) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 08/15/2043 (Callable 02/15/2043) <sup>(a)</sup> | 5000000 | 5332722 |
| &nbsp;&nbsp; 6.54%, 11/15/2053 (Callable 05/15/2053) <sup>(a)</sup> | &nbsp;&nbsp; 6.54%, 11/15/2053 (Callable 05/15/2053) <sup>(a)</sup> | 3400000 | 3647050 |
| Comcast Corp. | Comcast Corp. | Comcast Corp. | Comcast Corp. |
| &nbsp;&nbsp; 4.25%, 01/15/2033 | &nbsp;&nbsp; 4.25%, 01/15/2033 | 6500000 | 6367779 |
| &nbsp;&nbsp; 4.40%, 08/15/2035 (Callable 02/15/2035) | &nbsp;&nbsp; 4.40%, 08/15/2035 (Callable 02/15/2035) | 13575000 | 13035854 |
| &nbsp;&nbsp; 3.20%, 07/15/2036 (Callable 01/15/2036) | &nbsp;&nbsp; 3.20%, 07/15/2036 (Callable 01/15/2036) | 15000000 | 12780246 |
| &nbsp;&nbsp; 5.35%, 05/15/2053 (Callable 11/15/2052) | &nbsp;&nbsp; 5.35%, 05/15/2053 (Callable 11/15/2052) | 8000000 | 7501549 |
| &nbsp;&nbsp; 2.94%, 11/01/2056 (Callable 05/01/2056) | &nbsp;&nbsp; 2.94%, 11/01/2056 (Callable 05/01/2056) | 2622000 | 1555920 |
| &nbsp;&nbsp; 2.99%, 11/01/2063 (Callable 05/01/2063) | &nbsp;&nbsp; 2.99%, 11/01/2063 (Callable 05/01/2063) | 10984000 | 6272050 |
|  CommonSpirit Health, 2.78%, 10/01/2030 (Callable 04/01/2030) | CommonSpirit Health, 2.78%, 10/01/2030 (Callable 04/01/2030) | 20400000 | 18853214 |
|  Conagra Brands, Inc., 5.30%, 11/01/2038 (Callable 05/01/2038) | Conagra Brands, Inc., 5.30%, 11/01/2038 (Callable 05/01/2038) | 6625000 | 6360503 |
|  Concentrix Corp., 6.60%, 08/02/2028 (Callable 07/02/2028) | Concentrix Corp., 6.60%, 08/02/2028 (Callable 07/02/2028) | 69277000 | 72511970 |
|  Corning, Inc., 4.38%, 11/15/2057 (Callable 05/15/2057) | Corning, Inc., 4.38%, 11/15/2057 (Callable 05/15/2057) | 10000000 | 8283521 |
| Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. |
| &nbsp;&nbsp; 5.45%, 09/01/2034 (Callable 06/01/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.45%, 09/01/2034 (Callable 06/01/2034) <sup>(a)</sup> | 10000000 | 9963806 |
| &nbsp;&nbsp; 4.80%, 02/01/2035 (Callable 08/01/2034) <sup>(a)</sup> | &nbsp;&nbsp; 4.80%, 02/01/2035 (Callable 08/01/2034) <sup>(a)</sup> | 13047000 | 12324230 |
| &nbsp;&nbsp; 4.70%, 12/15/2042 <sup>(a)</sup> | &nbsp;&nbsp; 4.70%, 12/15/2042 <sup>(a)</sup> | 1670000 | 1371416 |
| &nbsp;&nbsp; 3.60%, 06/15/2051 (Callable 12/15/2050) <sup>(a)</sup> | &nbsp;&nbsp; 3.60%, 06/15/2051 (Callable 12/15/2050) <sup>(a)</sup> | 22900000 | 14884037 |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |
| &nbsp;&nbsp; 5.60%, 06/01/2029 (Callable 05/01/2029) | &nbsp;&nbsp; 5.60%, 06/01/2029 (Callable 05/01/2029) | 21800000 | 22652054 |
| &nbsp;&nbsp; 5.10%, 05/01/2033 (Callable 02/01/2033) | &nbsp;&nbsp; 5.10%, 05/01/2033 (Callable 02/01/2033) | 5000000 | 5059821 |
|  CSN Resources SA, 8.88%, 12/05/2030 (Callable 12/05/2026) <sup>(a)</sup> | CSN Resources SA, 8.88%, 12/05/2030 (Callable 12/05/2026) <sup>(a)</sup> | 15000000 | 15137325 |
| CSX Corp. | CSX Corp. | CSX Corp. | CSX Corp. |
| &nbsp;&nbsp; 6.22%, 04/30/2040 | &nbsp;&nbsp; 6.22%, 04/30/2040 | 475000 | 524962 |
| &nbsp;&nbsp; 4.65%, 03/01/2068 (Callable 09/01/2067) | &nbsp;&nbsp; 4.65%, 03/01/2068 (Callable 09/01/2067) | 9000000 | 7604894 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| &nbsp;&nbsp; 3.25%, 08/15/2029 (Callable 05/15/2029) | &nbsp;&nbsp; 3.25%, 08/15/2029 (Callable 05/15/2029) | 11800000 | 11312039 |
| &nbsp;&nbsp; 5.30%, 06/01/2033 (Callable 03/01/2033) | &nbsp;&nbsp; 5.30%, 06/01/2033 (Callable 03/01/2033) | 4225000 | 4324985 |
| &nbsp;&nbsp; 4.78%, 03/25/2038 (Callable 09/25/2037) | &nbsp;&nbsp; 4.78%, 03/25/2038 (Callable 09/25/2037) | 45075000 | 42245971 |
| &nbsp;&nbsp; 5.05%, 03/25/2048 (Callable 09/25/2047) | &nbsp;&nbsp; 5.05%, 03/25/2048 (Callable 09/25/2047) | 32600000 | 29005444 |
| &nbsp;&nbsp; 5.88%, 06/01/2053 (Callable 12/01/2052) | &nbsp;&nbsp; 5.88%, 06/01/2053 (Callable 12/01/2052) | 6000000 | 5895607 |
| &nbsp;&nbsp; 6.05%, 06/01/2054 (Callable 12/01/2053) | &nbsp;&nbsp; 6.05%, 06/01/2054 (Callable 12/01/2053) | 11000000 | 11126901 |
|  CVS Pass-Through Trust, 7.51%, 01/10/2032 <sup>(a)</sup> | CVS Pass-Through Trust, 7.51%, 01/10/2032 <sup>(a)</sup> | 16454509 | 17534767 |
|  Darling Ingredients, Inc., 6.00%, 06/15/2030 (Callable 10/11/2025) <sup>(a)</sup> | Darling Ingredients, Inc., 6.00%, 06/15/2030 (Callable 10/11/2025) <sup>(a)</sup> | 1500000 | 1514341 |
| DCP Midstream Operating LP | DCP Midstream Operating LP | DCP Midstream Operating LP | DCP Midstream Operating LP |
| &nbsp;&nbsp; 5.63%, 07/15/2027 (Callable 04/15/2027) | &nbsp;&nbsp; 5.63%, 07/15/2027 (Callable 04/15/2027) | 17000000 | 17364468 |
| &nbsp;&nbsp; 5.13%, 05/15/2029 (Callable 02/15/2029) | &nbsp;&nbsp; 5.13%, 05/15/2029 (Callable 02/15/2029) | 18264000 | 18676454 |
| &nbsp;&nbsp; 3.25%, 02/15/2032 (Callable 08/15/2031) | &nbsp;&nbsp; 3.25%, 02/15/2032 (Callable 08/15/2031) | 10000000 | 9113253 |
| Dell International LLC / EMC Corp. | Dell International LLC / EMC Corp. | Dell International LLC / EMC Corp. | Dell International LLC / EMC Corp. |
| &nbsp;&nbsp; 4.90%, 10/01/2026 (Callable 08/01/2026) | &nbsp;&nbsp; 4.90%, 10/01/2026 (Callable 08/01/2026) | 8395000 | 8441694 |
| &nbsp;&nbsp; 5.30%, 10/01/2029 (Callable 07/01/2029) | &nbsp;&nbsp; 5.30%, 10/01/2029 (Callable 07/01/2029) | 5300000 | 5472804 |
| &nbsp;&nbsp; 3.45%, 12/15/2051 (Callable 06/15/2051) | &nbsp;&nbsp; 3.45%, 12/15/2051 (Callable 06/15/2051) | 7227000 | 5078231 |
|  DENTSPLY SIRONA, Inc., 3.25%, 06/01/2030 (Callable 03/01/2030) | DENTSPLY SIRONA, Inc., 3.25%, 06/01/2030 (Callable 03/01/2030) | 53520000 | 49246536 |
|  Deutsche Telekom International Finance BV, 8.75%, 06/15/2030 <sup>(e)</sup> | Deutsche Telekom International Finance BV, 8.75%, 06/15/2030 <sup>(e)</sup> | 28015000 | 33021525 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. |
| &nbsp;&nbsp; 5.40%, 04/18/2034 (Callable 01/18/2034) | &nbsp;&nbsp; 5.40%, 04/18/2034 (Callable 01/18/2034) | 7000000 | 7146177 |
| &nbsp;&nbsp; 5.55%, 04/01/2035 (Callable 01/01/2035) | &nbsp;&nbsp; 5.55%, 04/01/2035 (Callable 01/01/2035) | 7175000 | 7365828 |
|  Dignity Health, 5.27%, 11/01/2064 | Dignity Health, 5.27%, 11/01/2064 | 7625000 | 6896597 |
|  DT Midstream, Inc., 4.13%, 06/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | DT Midstream, Inc., 4.13%, 06/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 16211000 | 15816492 |
|  DuPont de Nemours, Inc., 5.32%, 11/15/2038 (Callable 05/15/2038) | DuPont de Nemours, Inc., 5.32%, 11/15/2038 (Callable 05/15/2038) | 10492000 | 10749218 |
| DXC Technology Co. | DXC Technology Co. | DXC Technology Co. | DXC Technology Co. |
| &nbsp;&nbsp; 1.80%, 09/15/2026 (Callable 08/15/2026) | &nbsp;&nbsp; 1.80%, 09/15/2026 (Callable 08/15/2026) | 21000000 | 20500281 |
| &nbsp;&nbsp; 2.38%, 09/15/2028 (Callable 07/15/2028) | &nbsp;&nbsp; 2.38%, 09/15/2028 (Callable 07/15/2028) | 60000000 | 56549719 |
|  Eagle Materials, Inc., 2.50%, 07/01/2031 (Callable 04/01/2031) | Eagle Materials, Inc., 2.50%, 07/01/2031 (Callable 04/01/2031) | 15000000 | 13519673 |
|  Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 (Callable 04/15/2054) | Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054 (Callable 04/15/2054) | 5500000 | 5418620 |
|  Eaton Corp., 4.00%, 11/02/2032 | Eaton Corp., 4.00%, 11/02/2032 | 3660000 | 3582337 |
|  Edwards Lifesciences Corp., 4.30%, 06/15/2028 (Callable 03/15/2028) | Edwards Lifesciences Corp., 4.30%, 06/15/2028 (Callable 03/15/2028) | 12111000 | 12153130 |
| Element Fleet Management Corp. | Element Fleet Management Corp. | Element Fleet Management Corp. | Element Fleet Management Corp. |
| &nbsp;&nbsp; 6.27%, 06/26/2026 (Callable 05/26/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.27%, 06/26/2026 (Callable 05/26/2026) <sup>(a)</sup> | 15600000 | 15801856 |
| &nbsp;&nbsp; 6.32%, 12/04/2028 (Callable 11/04/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.32%, 12/04/2028 (Callable 11/04/2028) <sup>(a)</sup> | 50400000 | 53375514 |
| &nbsp;&nbsp; 5.04%, 03/25/2030 (Callable 02/25/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.04%, 03/25/2030 (Callable 02/25/2030) <sup>(a)</sup> | 9275000 | 9461053 |
|  Embraer Netherlands Finance BV, 5.98%, 02/11/2035 (Callable 11/11/2034) | Embraer Netherlands Finance BV, 5.98%, 02/11/2035 (Callable 11/11/2034) | 8000000 | 8487040 |
| Enbridge Energy Partners LP | Enbridge Energy Partners LP | Enbridge Energy Partners LP | Enbridge Energy Partners LP |
| &nbsp;&nbsp; 7.50%, 04/15/2038 | &nbsp;&nbsp; 7.50%, 04/15/2038 | 4500000 | 5310317 |
| &nbsp;&nbsp; 7.38%, 10/15/2045 (Callable 04/15/2045) | &nbsp;&nbsp; 7.38%, 10/15/2045 (Callable 04/15/2045) | 23298000 | 27309489 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| &nbsp;&nbsp; 4.20%, 04/15/2027 (Callable 01/15/2027) | &nbsp;&nbsp; 4.20%, 04/15/2027 (Callable 01/15/2027) | 8650000 | 8638565 |
| &nbsp;&nbsp; 5.63%, 05/01/2027 (Callable 10/16/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.63%, 05/01/2027 (Callable 10/16/2025) <sup>(a)</sup> | 9107000 | 9111050 |
| &nbsp;&nbsp; 5.50%, 06/01/2027 (Callable 03/01/2027) | &nbsp;&nbsp; 5.50%, 06/01/2027 (Callable 03/01/2027) | 4653000 | 4733683 |
| &nbsp;&nbsp; 4.00%, 10/01/2027 (Callable 07/01/2027) | &nbsp;&nbsp; 4.00%, 10/01/2027 (Callable 07/01/2027) | 15000000 | 14946589 |
| &nbsp;&nbsp; 4.95%, 05/15/2028 (Callable 02/15/2028) | &nbsp;&nbsp; 4.95%, 05/15/2028 (Callable 02/15/2028) | 1620000 | 1646734 |
| &nbsp;&nbsp; 4.95%, 06/15/2028 (Callable 03/15/2028) | &nbsp;&nbsp; 4.95%, 06/15/2028 (Callable 03/15/2028) | 4693000 | 4773947 |
| &nbsp;&nbsp; 6.00%, 02/01/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 02/01/2029 (Callable 10/31/2025) <sup>(a)</sup> | 8900000 | 9026597 |
| &nbsp;&nbsp; 5.25%, 04/15/2029 (Callable 01/15/2029) | &nbsp;&nbsp; 5.25%, 04/15/2029 (Callable 01/15/2029) | 18925000 | 19471239 |
| &nbsp;&nbsp; 4.15%, 09/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 4.15%, 09/15/2029 (Callable 06/15/2029) | 16585000 | 16433632 |
| &nbsp;&nbsp; 7.38%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 7.38%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | 12297000 | 12843999 |
| &nbsp;&nbsp; 5.70%, 04/01/2035 (Callable 01/01/2035) | &nbsp;&nbsp; 5.70%, 04/01/2035 (Callable 01/01/2035) | 10000000 | 10325795 |
| &nbsp;&nbsp; 6.63%, 10/15/2036 | &nbsp;&nbsp; 6.63%, 10/15/2036 | 3575000 | 3894078 |
| &nbsp;&nbsp; 6.50%, 02/01/2042 (Callable 08/01/2041) | &nbsp;&nbsp; 6.50%, 02/01/2042 (Callable 08/01/2041) | 18727000 | 19834829 |
| &nbsp;&nbsp; 6.10%, 02/15/2042 | &nbsp;&nbsp; 6.10%, 02/15/2042 | 1000000 | 1019086 |
| &nbsp;&nbsp; 5.95%, 10/01/2043 (Callable 04/01/2043) | &nbsp;&nbsp; 5.95%, 10/01/2043 (Callable 04/01/2043) | 2702000 | 2667772 |
| &nbsp;&nbsp; 5.15%, 03/15/2045 (Callable 09/15/2044) | &nbsp;&nbsp; 5.15%, 03/15/2045 (Callable 09/15/2044) | 5000000 | 4487037 |
| &nbsp;&nbsp; 5.40%, 10/01/2047 (Callable 04/01/2047) | &nbsp;&nbsp; 5.40%, 10/01/2047 (Callable 04/01/2047) | 7550000 | 6910897 |
| &nbsp;&nbsp; 6.00%, 06/15/2048 (Callable 12/15/2047) | &nbsp;&nbsp; 6.00%, 06/15/2048 (Callable 12/15/2047) | 5000000 | 4927703 |
| &nbsp;&nbsp; 6.20%, 04/01/2055 (Callable 10/01/2054) | &nbsp;&nbsp; 6.20%, 04/01/2055 (Callable 10/01/2054) | 5000000 | 5030033 |
| Eni SpA | Eni SpA | Eni SpA | Eni SpA |
| &nbsp;&nbsp; 4.25%, 05/09/2029 (Callable 02/09/2029) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 05/09/2029 (Callable 02/09/2029) <sup>(a)</sup> | 18250000 | 18242630 |
| &nbsp;&nbsp; 5.50%, 05/15/2034 (Callable 02/15/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 05/15/2034 (Callable 02/15/2034) <sup>(a)</sup> | 6100000 | 6275201 |
| &nbsp;&nbsp; 5.75%, 05/19/2035 (Callable 02/19/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 05/19/2035 (Callable 02/19/2035) <sup>(a)</sup> | 7000000 | 7291339 |
| &nbsp;&nbsp; 5.95%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | &nbsp;&nbsp; 5.95%, 05/15/2054 (Callable 11/15/2053) <sup>(a)</sup> | 6000000 | 5998024 |
|  Enpro, Inc., 6.13%, 06/01/2033 (Callable 06/01/2028) <sup>(a)</sup> | Enpro, Inc., 6.13%, 06/01/2033 (Callable 06/01/2028) <sup>(a)</sup> | 1000000 | 1022043 |
|  Enterprise Products Operating LLC, 3.95%, 01/31/2060 (Callable 07/31/2059) | Enterprise Products Operating LLC, 3.95%, 01/31/2060 (Callable 07/31/2059) | 14475000 | 10792189 |
| EQT Corp. | EQT Corp. | EQT Corp. | EQT Corp. |
| &nbsp;&nbsp; 6.38%, 04/01/2029 (Callable 04/01/2026) | &nbsp;&nbsp; 6.38%, 04/01/2029 (Callable 04/01/2026) | 7000000 | 7258905 |
| &nbsp;&nbsp; 7.00%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | &nbsp;&nbsp; 7.00%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | 28813000 | 31369966 |
| &nbsp;&nbsp; 7.50%, 06/01/2030 (Callable 12/01/2029) | &nbsp;&nbsp; 7.50%, 06/01/2030 (Callable 12/01/2029) | 8606000 | 9493495 |
| &nbsp;&nbsp; 4.75%, 01/15/2031 (Callable 07/15/2030) | &nbsp;&nbsp; 4.75%, 01/15/2031 (Callable 07/15/2030) | 17900000 | 17863507 |
| &nbsp;&nbsp; 3.63%, 05/15/2031 (Callable 05/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 05/15/2031 (Callable 05/15/2030) <sup>(a)</sup> | 100000 | 93507 |
|  Equifax, Inc., 5.10%, 06/01/2028 (Callable 05/01/2028) | Equifax, Inc., 5.10%, 06/01/2028 (Callable 05/01/2028) | 15000000 | 15334509 |
|  Equinix, Inc., 3.20%, 11/18/2029 (Callable 08/18/2029) | Equinix, Inc., 3.20%, 11/18/2029 (Callable 08/18/2029) | 15000000 | 14365021 |
|  EquipmentShare.com, Inc., 8.63%, 05/15/2032 (Callable 05/15/2027) <sup>(a)</sup> | EquipmentShare.com, Inc., 8.63%, 05/15/2032 (Callable 05/15/2027) <sup>(a)</sup> | 500000 | 539822 |
|  Excelerate Energy LP, 8.00%, 05/15/2030 (Callable 05/15/2027) <sup>(a)</sup> | Excelerate Energy LP, 8.00%, 05/15/2030 (Callable 05/15/2027) <sup>(a)</sup> | 7500000 | 7983518 |
|  Fair Isaac Corp., 6.00%, 05/15/2033 (Callable 05/15/2028) <sup>(a)</sup> | Fair Isaac Corp., 6.00%, 05/15/2033 (Callable 05/15/2028) <sup>(a)</sup> | 100000 | 101244 |
| FedEx Corp. | FedEx Corp. | FedEx Corp. | FedEx Corp. |
| &nbsp;&nbsp; 3.90%, 02/01/2035 <sup>(a)</sup> | &nbsp;&nbsp; 3.90%, 02/01/2035 <sup>(a)</sup> | 7000000 | 6378183 |
| &nbsp;&nbsp; 4.95%, 10/17/2048 (Callable 04/17/2048) <sup>(a)</sup> | &nbsp;&nbsp; 4.95%, 10/17/2048 (Callable 04/17/2048) <sup>(a)</sup> | 13500000 | 11685222 |
|  Ferguson Enterprises, Inc., 5.00%, 10/03/2034 (Callable 07/03/2034) | Ferguson Enterprises, Inc., 5.00%, 10/03/2034 (Callable 07/03/2034) | 8000000 | 8054847 |
|  Ferguson Finance PLC, 4.50%, 10/24/2028 (Callable 07/24/2028) <sup>(a)</sup> | Ferguson Finance PLC, 4.50%, 10/24/2028 (Callable 07/24/2028) <sup>(a)</sup> | 37052000 | 37241542 |
|  Fibercop SpA, 7.20%, 07/18/2036 (Callable 04/18/2036) <sup>(a)</sup> | Fibercop SpA, 7.20%, 07/18/2036 (Callable 04/18/2036) <sup>(a)</sup> | 2378000 | 2395545 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| &nbsp;&nbsp; 3.50%, 07/01/2029 (Callable 04/01/2029) | &nbsp;&nbsp; 3.50%, 07/01/2029 (Callable 04/01/2029) | 8810000 | 8562786 |
| &nbsp;&nbsp; 5.63%, 08/21/2033 (Callable 05/21/2033) | &nbsp;&nbsp; 5.63%, 08/21/2033 (Callable 05/21/2033) | 10000000 | 10498517 |
| &nbsp;&nbsp; 5.15%, 08/12/2034 (Callable 05/12/2034) | &nbsp;&nbsp; 5.15%, 08/12/2034 (Callable 05/12/2034) | 26800000 | 27120331 |
| &nbsp;&nbsp; 4.40%, 07/01/2049 (Callable 01/01/2049) | &nbsp;&nbsp; 4.40%, 07/01/2049 (Callable 01/01/2049) | 12500000 | 10306256 |
|  Flex Intermediate Holdco LLC, 3.36%, 06/30/2031 (Callable 12/30/2030) <sup>(a)</sup> | Flex Intermediate Holdco LLC, 3.36%, 06/30/2031 (Callable 12/30/2030) <sup>(a)</sup> | 30000000 | 27594303 |
| Flex Ltd. | Flex Ltd. | Flex Ltd. | Flex Ltd. |
| &nbsp;&nbsp; 3.75%, 02/01/2026 (Callable 01/01/2026) | &nbsp;&nbsp; 3.75%, 02/01/2026 (Callable 01/01/2026) | 28300000 | 28193321 |
| &nbsp;&nbsp; 6.00%, 01/15/2028 (Callable 12/15/2027) | &nbsp;&nbsp; 6.00%, 01/15/2028 (Callable 12/15/2027) | 10000000 | 10330849 |
| &nbsp;&nbsp; 4.88%, 05/12/2030 (Callable 02/12/2030) | &nbsp;&nbsp; 4.88%, 05/12/2030 (Callable 02/12/2030) | 17550000 | 17722756 |
| &nbsp;&nbsp; 5.25%, 01/15/2032 (Callable 11/15/2031) | &nbsp;&nbsp; 5.25%, 01/15/2032 (Callable 11/15/2031) | 47389000 | 48585023 |
| Flowserve Corp. | Flowserve Corp. | Flowserve Corp. | Flowserve Corp. |
| &nbsp;&nbsp; 3.50%, 10/01/2030 (Callable 07/01/2030) | &nbsp;&nbsp; 3.50%, 10/01/2030 (Callable 07/01/2030) | 7075000 | 6742806 |
| &nbsp;&nbsp; 2.80%, 01/15/2032 (Callable 10/15/2031) | &nbsp;&nbsp; 2.80%, 01/15/2032 (Callable 10/15/2031) | 5000000 | 4426738 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| &nbsp;&nbsp; 3.38%, 11/13/2025 (Callable 10/16/2025) | &nbsp;&nbsp; 3.38%, 11/13/2025 (Callable 10/16/2025) | 30000000 | 29944818 |
| &nbsp;&nbsp; 2.70%, 08/10/2026 (Callable 07/10/2026) | &nbsp;&nbsp; 2.70%, 08/10/2026 (Callable 07/10/2026) | 15000000 | 14758263 |
| &nbsp;&nbsp; 5.80%, 03/05/2027 (Callable 02/05/2027) | &nbsp;&nbsp; 5.80%, 03/05/2027 (Callable 02/05/2027) | 9000000 | 9091047 |
| &nbsp;&nbsp; 5.92%, 03/20/2028 (Callable 02/20/2028) | &nbsp;&nbsp; 5.92%, 03/20/2028 (Callable 02/20/2028) | 15600000 | 15867182 |
| &nbsp;&nbsp; 5.80%, 03/08/2029 (Callable 02/08/2029) | &nbsp;&nbsp; 5.80%, 03/08/2029 (Callable 02/08/2029) | 18000000 | 18266252 |
| &nbsp;&nbsp; 5.73%, 09/05/2030 (Callable 08/05/2030) | &nbsp;&nbsp; 5.73%, 09/05/2030 (Callable 08/05/2030) | 19000000 | 19156384 |
| Fortescue Treasury Pty Ltd. | Fortescue Treasury Pty Ltd. | Fortescue Treasury Pty Ltd. | Fortescue Treasury Pty Ltd. |
| &nbsp;&nbsp; 4.38%, 04/01/2031 (Callable 01/01/2031) <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 04/01/2031 (Callable 01/01/2031) <sup>(a)</sup> | 1000000 | 954738 |
| &nbsp;&nbsp; 6.13%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | &nbsp;&nbsp; 6.13%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 10000000 | 10333530 |
| Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. |
| &nbsp;&nbsp; 3.25%, 09/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 3.25%, 09/15/2029 (Callable 06/15/2029) | 14000000 | 13399037 |
| &nbsp;&nbsp; 5.88%, 06/01/2033 (Callable 03/01/2033) | &nbsp;&nbsp; 5.88%, 06/01/2033 (Callable 03/01/2033) | 16000000 | 16964078 |
| Foundry JV Holdco LLC | Foundry JV Holdco LLC | Foundry JV Holdco LLC | Foundry JV Holdco LLC |
| &nbsp;&nbsp; 6.15%, 01/25/2032 (Callable 11/25/2031) <sup>(a)</sup> | &nbsp;&nbsp; 6.15%, 01/25/2032 (Callable 11/25/2031) <sup>(a)</sup> | 10000000 | 10688343 |
| &nbsp;&nbsp; 5.88%, 01/25/2034 (Callable 10/25/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 01/25/2034 (Callable 10/25/2033) <sup>(a)</sup> | 3000000 | 3125300 |
| &nbsp;&nbsp; 6.25%, 01/25/2035 (Callable 10/25/2034) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 01/25/2035 (Callable 10/25/2034) <sup>(a)</sup> | 18774000 | 20095992 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. |
| &nbsp;&nbsp; 5.00%, 09/01/2027 (Callable 10/31/2025) | &nbsp;&nbsp; 5.00%, 09/01/2027 (Callable 10/31/2025) | 12000000 | 12002003 |
| &nbsp;&nbsp; 4.13%, 03/01/2028 (Callable 10/31/2025) | &nbsp;&nbsp; 4.13%, 03/01/2028 (Callable 10/31/2025) | 11550000 | 11482545 |
| &nbsp;&nbsp; 4.38%, 08/01/2028 (Callable 10/31/2025) | &nbsp;&nbsp; 4.38%, 08/01/2028 (Callable 10/31/2025) | 6545000 | 6509825 |
| &nbsp;&nbsp; 5.25%, 09/01/2029 (Callable 10/31/2025) | &nbsp;&nbsp; 5.25%, 09/01/2029 (Callable 10/31/2025) | 14415000 | 14601849 |
| &nbsp;&nbsp; 4.25%, 03/01/2030 (Callable 10/31/2025) | &nbsp;&nbsp; 4.25%, 03/01/2030 (Callable 10/31/2025) | 29799000 | 29458754 |
| &nbsp;&nbsp; 4.63%, 08/01/2030 (Callable 10/31/2025) | &nbsp;&nbsp; 4.63%, 08/01/2030 (Callable 10/31/2025) | 3000000 | 2970848 |
| Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. |
| &nbsp;&nbsp; 3.75%, 06/15/2029 (Callable 03/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.75%, 06/15/2029 (Callable 03/15/2029) <sup>(a)</sup> | 43130000 | 42008079 |
| &nbsp;&nbsp; 2.38%, 02/16/2031 (Callable 11/16/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.38%, 02/16/2031 (Callable 11/16/2030) <sup>(a)</sup> | 46700000 | 41238842 |
| &nbsp;&nbsp; 3.00%, 12/01/2031 (Callable 09/01/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.00%, 12/01/2031 (Callable 09/01/2031) <sup>(a)</sup> | 13625000 | 12153465 |
| General Motors Co. | General Motors Co. | General Motors Co. | General Motors Co. |
| &nbsp;&nbsp; 5.35%, 04/15/2028 (Callable 03/15/2028) | &nbsp;&nbsp; 5.35%, 04/15/2028 (Callable 03/15/2028) | 18700000 | 19133039 |
| &nbsp;&nbsp; 5.63%, 04/15/2030 (Callable 03/15/2030) | &nbsp;&nbsp; 5.63%, 04/15/2030 (Callable 03/15/2030) | 7825000 | 8112364 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 1.25%, 01/08/2026 (Callable 12/08/2025) | &nbsp;&nbsp; 1.25%, 01/08/2026 (Callable 12/08/2025) | 18125000 | 17975053 |
| &nbsp;&nbsp; 5.40%, 04/06/2026 | &nbsp;&nbsp; 5.40%, 04/06/2026 | 10000000 | 10055084 |
| &nbsp;&nbsp; 2.35%, 02/26/2027 (Callable 01/26/2027) | &nbsp;&nbsp; 2.35%, 02/26/2027 (Callable 01/26/2027) | 10900000 | 10617789 |
| &nbsp;&nbsp; 5.05%, 04/04/2028 | &nbsp;&nbsp; 5.05%, 04/04/2028 | 12500000 | 12700943 |
| &nbsp;&nbsp; 5.80%, 06/23/2028 (Callable 05/23/2028) | &nbsp;&nbsp; 5.80%, 06/23/2028 (Callable 05/23/2028) | 10000000 | 10362684 |
| &nbsp;&nbsp; 5.80%, 01/07/2029 (Callable 12/07/2028) | &nbsp;&nbsp; 5.80%, 01/07/2029 (Callable 12/07/2028) | 15000000 | 15588828 |
| &nbsp;&nbsp; 5.55%, 07/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 5.55%, 07/15/2029 (Callable 06/15/2029) | 14000000 | 14456594 |
| &nbsp;&nbsp; 4.90%, 10/06/2029 (Callable 09/06/2029) | &nbsp;&nbsp; 4.90%, 10/06/2029 (Callable 09/06/2029) | 8000000 | 8092483 |
| &nbsp;&nbsp; 5.45%, 07/15/2030 (Callable 06/15/2030) | &nbsp;&nbsp; 5.45%, 07/15/2030 (Callable 06/15/2030) | 10875000 | 11203286 |
|  Genesee & Wyoming, Inc., 6.25%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | Genesee & Wyoming, Inc., 6.25%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | 4000000 | 4064568 |
| Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. |
| &nbsp;&nbsp; 1.75%, 04/10/2026 (Callable 03/10/2026) | &nbsp;&nbsp; 1.75%, 04/10/2026 (Callable 03/10/2026) | 29775000 | 29344658 |
| &nbsp;&nbsp; 6.00%, 06/04/2029 (Callable 05/04/2029) | &nbsp;&nbsp; 6.00%, 06/04/2029 (Callable 05/04/2029) | 36925000 | 38413780 |
|  Genuine Parts Co., 4.95%, 08/15/2029 (Callable 07/15/2029) | Genuine Parts Co., 4.95%, 08/15/2029 (Callable 07/15/2029) | 9150000 | 9311469 |
| GFL Environmental, Inc. | GFL Environmental, Inc. | GFL Environmental, Inc. | GFL Environmental, Inc. |
| &nbsp;&nbsp; 3.50%, 09/01/2028 (Callable 03/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 09/01/2028 (Callable 03/01/2028) <sup>(a)</sup> | 22000000 | 21458650 |
| &nbsp;&nbsp; 6.75%, 01/15/2031 (Callable 01/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 01/15/2031 (Callable 01/15/2027) <sup>(a)</sup> | 3000000 | 3139262 |
|  Glencore Finance (Canada) Ltd., 6.00%, 11/15/2041 <sup>(a)</sup> | Glencore Finance (Canada) Ltd., 6.00%, 11/15/2041 <sup>(a)</sup> | 9400000 | 9716671 |
|  Glencore Finance Canada Ltd., 5.55%, 10/25/2042 <sup>(a)(e)</sup> | Glencore Finance Canada Ltd., 5.55%, 10/25/2042 <sup>(a)(e)</sup> | 3543000 | 3477125 |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |
| &nbsp;&nbsp; 4.00%, 03/27/2027 (Callable 12/27/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 03/27/2027 (Callable 12/27/2026) <sup>(a)</sup> | 17000000 | 16919132 |
| &nbsp;&nbsp; 4.88%, 03/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 03/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | 18000000 | 18287063 |
| &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) <sup>(a)</sup> | 5615000 | 5122267 |
| &nbsp;&nbsp; 5.70%, 05/08/2033 (Callable 02/08/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 05/08/2033 (Callable 02/08/2033) <sup>(a)</sup> | 12500000 | 13201250 |
| &nbsp;&nbsp; 6.50%, 10/06/2033 (Callable 07/06/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 10/06/2033 (Callable 07/06/2033) <sup>(a)</sup> | 10000000 | 11019957 |
| &nbsp;&nbsp; 5.67%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.67%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | 22321000 | 23198931 |
| &nbsp;&nbsp; 3.88%, 04/27/2051 (Callable 10/27/2050) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 04/27/2051 (Callable 10/27/2050) <sup>(a)</sup> | 7500000 | 5643917 |
| &nbsp;&nbsp; 3.38%, 09/23/2051 (Callable 03/23/2051) <sup>(a)</sup> | &nbsp;&nbsp; 3.38%, 09/23/2051 (Callable 03/23/2051) <sup>(a)</sup> | 4000000 | 2741106 |
| &nbsp;&nbsp; 5.89%, 04/04/2054 (Callable 10/04/2053) <sup>(a)</sup> | &nbsp;&nbsp; 5.89%, 04/04/2054 (Callable 10/04/2053) <sup>(a)</sup> | 6775000 | 6840891 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| &nbsp;&nbsp; 4.80%, 04/01/2026 (Callable 01/01/2026) | &nbsp;&nbsp; 4.80%, 04/01/2026 (Callable 01/01/2026) | 10035000 | 10046113 |
| &nbsp;&nbsp; 2.90%, 05/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 2.90%, 05/15/2030 (Callable 02/15/2030) | 5000000 | 4627461 |
|  Goat Holdco LLC, 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(a)</sup> | Goat Holdco LLC, 6.75%, 02/01/2032 (Callable 02/01/2028) <sup>(a)</sup> | 1000000 | 1025000 |
| Graphic Packaging International LLC | Graphic Packaging International LLC | Graphic Packaging International LLC | Graphic Packaging International LLC |
| &nbsp;&nbsp; 3.50%, 03/15/2028 (Callable 09/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 03/15/2028 (Callable 09/15/2027) <sup>(a)</sup> | 5000000 | 4823335 |
| &nbsp;&nbsp; 3.50%, 03/01/2029 (Callable 09/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 03/01/2029 (Callable 09/01/2028) <sup>(a)</sup> | 5000000 | 4740047 |
| Gruma SAB de CV | Gruma SAB de CV | Gruma SAB de CV | Gruma SAB de CV |
| &nbsp;&nbsp; 5.39%, 12/09/2034 (Callable 10/09/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.39%, 12/09/2034 (Callable 10/09/2034) <sup>(a)</sup> | 10000000 | 10215000 |
| &nbsp;&nbsp; 5.76%, 12/09/2054 (Callable 06/09/2054) <sup>(a)</sup> | &nbsp;&nbsp; 5.76%, 12/09/2054 (Callable 06/09/2054) <sup>(a)</sup> | 6150000 | 6112566 |
| Grupo Bimbo SAB de CV | Grupo Bimbo SAB de CV | Grupo Bimbo SAB de CV | Grupo Bimbo SAB de CV |
| &nbsp;&nbsp; 4.88%, 06/27/2044 <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 06/27/2044 <sup>(a)</sup> | 9575000 | 8621030 |
| &nbsp;&nbsp; 4.70%, 11/10/2047 (Callable 05/10/2047) <sup>(a)</sup> | &nbsp;&nbsp; 4.70%, 11/10/2047 (Callable 05/10/2047) <sup>(a)</sup> | 25671000 | 22265999 |
| &nbsp;&nbsp; 4.00%, 09/06/2049 <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 09/06/2049 <sup>(a)</sup> | 19500000 | 14890118 |
|  Gulfstream Natural Gas System LLC, 5.60%, 07/23/2035 (Callable 04/23/2035) <sup>(a)</sup> | Gulfstream Natural Gas System LLC, 5.60%, 07/23/2035 (Callable 04/23/2035) <sup>(a)</sup> | 5000000 | 5122827 |
|  Harbour Energy PLC, 6.33%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | Harbour Energy PLC, 6.33%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | 10000000 | 10269153 |
|  HB Fuller Co., 4.00%, 02/15/2027 (Callable 11/15/2026) | HB Fuller Co., 4.00%, 02/15/2027 (Callable 11/15/2026) | 6725000 | 6616032 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| &nbsp;&nbsp; 5.38%, 09/01/2026 (Callable 03/01/2026) | &nbsp;&nbsp; 5.38%, 09/01/2026 (Callable 03/01/2026) | 1000000 | 1004304 |
| &nbsp;&nbsp; 4.50%, 02/15/2027 (Callable 08/15/2026) | &nbsp;&nbsp; 4.50%, 02/15/2027 (Callable 08/15/2026) | 16500000 | 16530218 |
| &nbsp;&nbsp; 5.20%, 06/01/2028 (Callable 05/01/2028) | &nbsp;&nbsp; 5.20%, 06/01/2028 (Callable 05/01/2028) | 10000000 | 10241436 |
| &nbsp;&nbsp; 5.88%, 02/01/2029 (Callable 08/01/2028) | &nbsp;&nbsp; 5.88%, 02/01/2029 (Callable 08/01/2028) | 8500000 | 8849839 |
| &nbsp;&nbsp; 3.50%, 09/01/2030 (Callable 03/01/2030) | &nbsp;&nbsp; 3.50%, 09/01/2030 (Callable 03/01/2030) | 5000000 | 4775810 |
| &nbsp;&nbsp; 5.50%, 03/01/2032 (Callable 01/01/2032) | &nbsp;&nbsp; 5.50%, 03/01/2032 (Callable 01/01/2032) | 8000000 | 8334651 |
| &nbsp;&nbsp; 5.45%, 09/15/2034 (Callable 06/15/2034) | &nbsp;&nbsp; 5.45%, 09/15/2034 (Callable 06/15/2034) | 9000000 | 9232114 |
| &nbsp;&nbsp; 5.75%, 03/01/2035 (Callable 12/01/2034) | &nbsp;&nbsp; 5.75%, 03/01/2035 (Callable 12/01/2034) | 6250000 | 6534214 |
| &nbsp;&nbsp; 4.38%, 03/15/2042 (Callable 09/15/2041) | &nbsp;&nbsp; 4.38%, 03/15/2042 (Callable 09/15/2041) | 3900000 | 3337373 |
| &nbsp;&nbsp; 4.63%, 03/15/2052 (Callable 09/15/2051) | &nbsp;&nbsp; 4.63%, 03/15/2052 (Callable 09/15/2051) | 12475000 | 10301221 |
| &nbsp;&nbsp; 6.00%, 04/01/2054 (Callable 10/01/2053) | &nbsp;&nbsp; 6.00%, 04/01/2054 (Callable 10/01/2053) | 11000000 | 11021544 |
| &nbsp;&nbsp; 6.20%, 03/01/2055 (Callable 09/01/2054) | &nbsp;&nbsp; 6.20%, 03/01/2055 (Callable 09/01/2054) | 4000000 | 4129130 |
|  Helmerich & Payne, Inc., 4.85%, 12/01/2029 (Callable 11/01/2029) | Helmerich & Payne, Inc., 4.85%, 12/01/2029 (Callable 11/01/2029) | 11500000 | 11451535 |
| Herc Holdings, Inc. | Herc Holdings, Inc. | Herc Holdings, Inc. | Herc Holdings, Inc. |
| &nbsp;&nbsp; 6.63%, 06/15/2029 (Callable 06/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.63%, 06/15/2029 (Callable 06/15/2026) <sup>(a)</sup> | 15000000 | 15412545 |
| &nbsp;&nbsp; 7.00%, 06/15/2030 (Callable 06/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 7.00%, 06/15/2030 (Callable 06/15/2027) <sup>(a)</sup> | 4000000 | 4154904 |
| Hess Midstream Operations LP | Hess Midstream Operations LP | Hess Midstream Operations LP | Hess Midstream Operations LP |
| &nbsp;&nbsp; 5.88%, 03/01/2028 (Callable 03/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 03/01/2028 (Callable 03/01/2026) <sup>(a)</sup> | 10625000 | 10830913 |
| &nbsp;&nbsp; 6.50%, 06/01/2029 (Callable 06/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 06/01/2029 (Callable 06/01/2026) <sup>(a)</sup> | 5450000 | 5620776 |
| Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. |
| &nbsp;&nbsp; 4.15%, 09/15/2028 (Callable 08/15/2028) | &nbsp;&nbsp; 4.15%, 09/15/2028 (Callable 08/15/2028) | 19700000 | 19677728 |
| &nbsp;&nbsp; 4.85%, 10/15/2031 (Callable 08/15/2031) | &nbsp;&nbsp; 4.85%, 10/15/2031 (Callable 08/15/2031) | 10000000 | 10104409 |
| &nbsp;&nbsp; 5.60%, 10/15/2054 (Callable 04/15/2054) | &nbsp;&nbsp; 5.60%, 10/15/2054 (Callable 04/15/2054) | 32000000 | 30603640 |
|  Hexcel Corp., 4.20%, 02/15/2027 (Callable 11/15/2026) <sup>(e)</sup> | Hexcel Corp., 4.20%, 02/15/2027 (Callable 11/15/2026) <sup>(e)</sup> | 19000000 | 18918777 |
| HF Sinclair Corp. | HF Sinclair Corp. | HF Sinclair Corp. | HF Sinclair Corp. |
| &nbsp;&nbsp; 5.00%, 02/01/2028 (Callable 10/11/2025) | &nbsp;&nbsp; 5.00%, 02/01/2028 (Callable 10/11/2025) | 22900000 | 22948807 |
| &nbsp;&nbsp; 4.50%, 10/01/2030 (Callable 07/01/2030) | &nbsp;&nbsp; 4.50%, 10/01/2030 (Callable 07/01/2030) | 14157000 | 13947720 |
| &nbsp;&nbsp; 5.75%, 01/15/2031 (Callable 12/15/2030) | &nbsp;&nbsp; 5.75%, 01/15/2031 (Callable 12/15/2030) | 8800000 | 9108228 |
| &nbsp;&nbsp; 5.50%, 09/01/2032 (Callable 07/01/2032) | &nbsp;&nbsp; 5.50%, 09/01/2032 (Callable 07/01/2032) | 10200000 | 10368137 |
| Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. |
| &nbsp;&nbsp; 5.88%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 3000000 | 3062388 |
| &nbsp;&nbsp; 5.75%, 09/15/2033 (Callable 07/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 09/15/2033 (Callable 07/01/2028) <sup>(a)</sup> | 4000000 | 4053400 |
|  Hologic, Inc., 3.25%, 02/15/2029 (Callable 10/16/2025) <sup>(a)</sup> | Hologic, Inc., 3.25%, 02/15/2029 (Callable 10/16/2025) <sup>(a)</sup> | 21238000 | 20507234 |
|  HP, Inc., 3.00%, 06/17/2027 (Callable 04/17/2027) | HP, Inc., 3.00%, 06/17/2027 (Callable 04/17/2027) | 25000000 | 24522548 |
|  Hubbell, Inc., 3.50%, 02/15/2028 (Callable 11/15/2027) | Hubbell, Inc., 3.50%, 02/15/2028 (Callable 11/15/2027) | 12000000 | 11834880 |
|  Huntington Ingalls Industries, Inc., 2.04%, 08/16/2028 (Callable 06/16/2028) | Huntington Ingalls Industries, Inc., 2.04%, 08/16/2028 (Callable 06/16/2028) | 12000000 | 11270450 |
| Huntsman International LLC | Huntsman International LLC | Huntsman International LLC | Huntsman International LLC |
| &nbsp;&nbsp; 2.95%, 06/15/2031 (Callable 03/15/2031) | &nbsp;&nbsp; 2.95%, 06/15/2031 (Callable 03/15/2031) | 4900000 | 4134287 |
| &nbsp;&nbsp; 5.70%, 10/15/2034 (Callable 07/15/2034) | &nbsp;&nbsp; 5.70%, 10/15/2034 (Callable 07/15/2034) | 10000000 | 9113661 |
|  Hyatt Hotels Corp., 5.75%, 03/30/2032 (Callable 01/30/2032) | Hyatt Hotels Corp., 5.75%, 03/30/2032 (Callable 01/30/2032) | 20016000 | 20875085 |
| Hyundai Capital America | Hyundai Capital America | Hyundai Capital America | Hyundai Capital America |
| &nbsp;&nbsp; 5.50%, 03/30/2026 <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 03/30/2026 <sup>(a)</sup> | 7775000 | 7814391 |
| &nbsp;&nbsp; 1.65%, 09/17/2026 (Callable 08/17/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.65%, 09/17/2026 (Callable 08/17/2026) <sup>(a)</sup> | 30000000 | 29269159 |
| &nbsp;&nbsp; 5.28%, 06/24/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.28%, 06/24/2027 <sup>(a)</sup> | 17350000 | 17617548 |
| &nbsp;&nbsp; 4.88%, 11/01/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 11/01/2027 <sup>(a)</sup> | 21825000 | 22068696 |
| &nbsp;&nbsp; 4.90%, 06/23/2028 <sup>(a)</sup> | &nbsp;&nbsp; 4.90%, 06/23/2028 <sup>(a)</sup> | 19650000 | 19928363 |
| &nbsp;&nbsp; 5.68%, 06/26/2028 (Callable 05/26/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.68%, 06/26/2028 (Callable 05/26/2028) <sup>(a)</sup> | 15000000 | 15482359 |
| &nbsp;&nbsp; 6.10%, 09/21/2028 (Callable 08/21/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.10%, 09/21/2028 (Callable 08/21/2028) <sup>(a)</sup> | 10000000 | 10458562 |
| &nbsp;&nbsp; 5.30%, 01/08/2029 (Callable 12/08/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.30%, 01/08/2029 (Callable 12/08/2028) <sup>(a)</sup> | 10000000 | 10238994 |
| &nbsp;&nbsp; 5.15%, 03/27/2030 (Callable 02/27/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.15%, 03/27/2030 (Callable 02/27/2030) <sup>(a)</sup> | 15000000 | 15306375 |
| &nbsp;&nbsp; 4.50%, 09/18/2030 (Callable 08/18/2030) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 09/18/2030 (Callable 08/18/2030) <sup>(a)</sup> | 5925000 | 5896790 |
|  Ingersoll Rand, Inc., 5.70%, 08/14/2033 (Callable 05/14/2033) | Ingersoll Rand, Inc., 5.70%, 08/14/2033 (Callable 05/14/2033) | 9700000 | 10304526 |
|  Ingredion, Inc., 2.90%, 06/01/2030 (Callable 03/01/2030) | Ingredion, Inc., 2.90%, 06/01/2030 (Callable 03/01/2030) | 28000000 | 26258873 |
|  Insulet Corp., 6.50%, 04/01/2033 (Callable 04/01/2028) <sup>(a)</sup> | Insulet Corp., 6.50%, 04/01/2033 (Callable 04/01/2028) <sup>(a)</sup> | 500000 | 519816 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| &nbsp;&nbsp; 5.20%, 02/10/2033 (Callable 11/10/2032) | &nbsp;&nbsp; 5.20%, 02/10/2033 (Callable 11/10/2032) | 3275000 | 3348245 |
| &nbsp;&nbsp; 4.90%, 08/05/2052 (Callable 02/05/2052) | &nbsp;&nbsp; 4.90%, 08/05/2052 (Callable 02/05/2052) | 2600000 | 2236299 |
| &nbsp;&nbsp; 5.70%, 02/10/2053 (Callable 08/10/2052) | &nbsp;&nbsp; 5.70%, 02/10/2053 (Callable 08/10/2052) | 5575000 | 5391434 |
|  International Business Machines Corp., 4.15%, 05/15/2039 | International Business Machines Corp., 4.15%, 05/15/2039 | 13000000 | 11670647 |
| International Flavors & Fragrances, Inc. | International Flavors & Fragrances, Inc. | International Flavors & Fragrances, Inc. | International Flavors & Fragrances, Inc. |
| &nbsp;&nbsp; 1.83%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 1.83%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | 4165000 | 3962495 |
| &nbsp;&nbsp; 5.00%, 09/26/2048 (Callable 03/26/2048) | &nbsp;&nbsp; 5.00%, 09/26/2048 (Callable 03/26/2048) | 6090000 | 5352971 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| &nbsp;&nbsp; 5.00%, 05/15/2027 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 05/15/2027 (Callable 10/31/2025) <sup>(a)</sup> | 2500000 | 2493040 |
| &nbsp;&nbsp; 6.25%, 02/01/2029 (Callable 01/01/2029) | &nbsp;&nbsp; 6.25%, 02/01/2029 (Callable 01/01/2029) | 23041000 | 24253763 |
| &nbsp;&nbsp; 6.50%, 05/15/2030 (Callable 05/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 05/15/2030 (Callable 05/15/2026) <sup>(a)</sup> | 2000000 | 2066976 |
| &nbsp;&nbsp; 6.25%, 06/01/2032 (Callable 06/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 06/01/2032 (Callable 06/01/2028) <sup>(a)</sup> | 8000000 | 8225128 |
| Iron Mountain, Inc. | Iron Mountain, Inc. | Iron Mountain, Inc. | Iron Mountain, Inc. |
| &nbsp;&nbsp; 5.25%, 03/15/2028 (Callable 10/11/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 03/15/2028 (Callable 10/11/2025) <sup>(a)</sup> | 20303000 | 20267715 |
| &nbsp;&nbsp; 5.00%, 07/15/2028 (Callable 10/11/2025) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 07/15/2028 (Callable 10/11/2025) <sup>(a)</sup> | 4000000 | 3975933 |
| &nbsp;&nbsp; 7.00%, 02/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 7.00%, 02/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 10000000 | 10305310 |
| &nbsp;&nbsp; 4.50%, 02/15/2031 (Callable 02/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 02/15/2031 (Callable 02/15/2026) <sup>(a)</sup> | 10000000 | 9545259 |
| &nbsp;&nbsp; 6.25%, 01/15/2033 (Callable 12/06/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 01/15/2033 (Callable 12/06/2027) <sup>(a)</sup> | 1000000 | 1020015 |
| JAB Holdings BV | JAB Holdings BV | JAB Holdings BV | JAB Holdings BV |
| &nbsp;&nbsp; 3.75%, 05/28/2051 (Callable 11/28/2050) <sup>(a)</sup> | &nbsp;&nbsp; 3.75%, 05/28/2051 (Callable 11/28/2050) <sup>(a)</sup> | 14393000 | 9980182 |
| &nbsp;&nbsp; 4.50%, 04/08/2052 (Callable 10/08/2051) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 04/08/2052 (Callable 10/08/2051) <sup>(a)</sup> | 7207000 | 5694724 |
|  Jabil, Inc., 5.45%, 02/01/2029 (Callable 01/01/2029) | Jabil, Inc., 5.45%, 02/01/2029 (Callable 01/01/2029) | 10000000 | 10319422 |
|  Jacobs Engineering Group, Inc., 6.35%, 08/18/2028 (Callable 07/18/2028) | Jacobs Engineering Group, Inc., 6.35%, 08/18/2028 (Callable 07/18/2028) | 14000000 | 14783302 |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. |
| &nbsp;&nbsp; 6.25%, 03/01/2056 (Callable 09/01/2055) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 03/01/2056 (Callable 09/01/2055) <sup>(a)</sup> | 15000000 | 15380850 |
| &nbsp;&nbsp; 6.38%, 04/15/2066 (Callable 10/15/2065) <sup>(a)</sup> | &nbsp;&nbsp; 6.38%, 04/15/2066 (Callable 10/15/2065) <sup>(a)</sup> | 5000000 | 5140200 |
| 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 | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl |
| &nbsp;&nbsp; 3.75%, 12/01/2031 (Callable 12/01/2026) | &nbsp;&nbsp; 3.75%, 12/01/2031 (Callable 12/01/2026) | 24344000 | 22997672 |
| &nbsp;&nbsp; 3.63%, 01/15/2032 (Callable 01/15/2027) | &nbsp;&nbsp; 3.63%, 01/15/2032 (Callable 01/15/2027) | 7000000 | 6525143 |
| &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | 3000000 | 3132990 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 12/15/2033) | &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 12/15/2033) | 24000000 | 26532085 |
| &nbsp;&nbsp; 4.38%, 02/02/2052 (Callable 08/02/2051) | &nbsp;&nbsp; 4.38%, 02/02/2052 (Callable 08/02/2051) | 7825000 | 6152143 |
| &nbsp;&nbsp; 6.50%, 12/01/2052 (Callable 06/01/2052) | &nbsp;&nbsp; 6.50%, 12/01/2052 (Callable 06/01/2052) | 15286000 | 16107470 |
|  JBS USA LUX Sarl / JBS USA Food Co. / JBS USA Foods Group, 5.95%, 04/20/2035 (Callable 01/20/2035) <sup>(a)</sup> | JBS USA LUX Sarl / JBS USA Food Co. / JBS USA Foods Group, 5.95%, 04/20/2035 (Callable 01/20/2035) <sup>(a)</sup> | 8000000 | 8404019 |
|  Jones Lang LaSalle, Inc., 6.88%, 12/01/2028 (Callable 11/01/2028) | Jones Lang LaSalle, Inc., 6.88%, 12/01/2028 (Callable 11/01/2028) | 17000000 | 18250918 |
|  KB Home, 7.25%, 07/15/2030 (Callable 10/11/2025) | KB Home, 7.25%, 07/15/2030 (Callable 10/11/2025) | 5000000 | 5155960 |
|  KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution, Inc., 9.00%, 02/15/2029 (Callable 02/15/2026) <sup>(a)</sup> | KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution, Inc., 9.00%, 02/15/2029 (Callable 02/15/2026) <sup>(a)</sup> | 3250000 | 3419497 |
|  Kennametal, Inc., 4.63%, 06/15/2028 (Callable 03/15/2028) | Kennametal, Inc., 4.63%, 06/15/2028 (Callable 03/15/2028) | 7900000 | 7945067 |
| Keysight Technologies, Inc. | Keysight Technologies, Inc. | Keysight Technologies, Inc. | Keysight Technologies, Inc. |
| &nbsp;&nbsp; 4.60%, 04/06/2027 (Callable 01/06/2027) | &nbsp;&nbsp; 4.60%, 04/06/2027 (Callable 01/06/2027) | 50189000 | 50421225 |
| &nbsp;&nbsp; 5.35%, 07/30/2030 (Callable 06/30/2030) | &nbsp;&nbsp; 5.35%, 07/30/2030 (Callable 06/30/2030) | 13625000 | 14162241 |
| &nbsp;&nbsp; 4.95%, 10/15/2034 (Callable 07/15/2034) | &nbsp;&nbsp; 4.95%, 10/15/2034 (Callable 07/15/2034) | 5000000 | 5031637 |
|  Kimberly-Clark de Mexico SAB de CV, 2.43%, 07/01/2031 (Callable 04/01/2031) <sup>(a)</sup> | Kimberly-Clark de Mexico SAB de CV, 2.43%, 07/01/2031 (Callable 04/01/2031) <sup>(a)</sup> | 6000000 | 5447730 |
| Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP | Kinder Morgan Energy Partners LP |
| &nbsp;&nbsp; 7.30%, 08/15/2033 | &nbsp;&nbsp; 7.30%, 08/15/2033 | 1675000 | 1916040 |
| &nbsp;&nbsp; 6.50%, 02/01/2037 | &nbsp;&nbsp; 6.50%, 02/01/2037 | 6785000 | 7346289 |
| &nbsp;&nbsp; 6.95%, 01/15/2038 | &nbsp;&nbsp; 6.95%, 01/15/2038 | 26159000 | 29414974 |
| &nbsp;&nbsp; 7.50%, 11/15/2040 | &nbsp;&nbsp; 7.50%, 11/15/2040 | 27248000 | 31945726 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. |
| &nbsp;&nbsp; 5.15%, 06/01/2030 (Callable 05/01/2030) | &nbsp;&nbsp; 5.15%, 06/01/2030 (Callable 05/01/2030) | 12900000 | 13307369 |
| &nbsp;&nbsp; 8.05%, 10/15/2030 | &nbsp;&nbsp; 8.05%, 10/15/2030 | 15384000 | 17682624 |
| &nbsp;&nbsp; 7.80%, 08/01/2031 | &nbsp;&nbsp; 7.80%, 08/01/2031 | 16174000 | 18762153 |
| &nbsp;&nbsp; 5.85%, 06/01/2035 (Callable 03/01/2035) | &nbsp;&nbsp; 5.85%, 06/01/2035 (Callable 03/01/2035) | 5000000 | 5265954 |
|  Kinetik Holdings LP, 6.63%, 12/15/2028 (Callable 12/15/2025) <sup>(a)</sup> | Kinetik Holdings LP, 6.63%, 12/15/2028 (Callable 12/15/2025) <sup>(a)</sup> | 21000000 | 21554862 |
|  Kinross Gold Corp., 6.88%, 09/01/2041 (Callable 03/01/2041) | Kinross Gold Corp., 6.88%, 09/01/2041 (Callable 03/01/2041) | 5500000 | 6095008 |
|  Kioxia Holdings Corp., 6.25%, 07/24/2030 (Callable 07/24/2027) <sup>(a)</sup> | Kioxia Holdings Corp., 6.25%, 07/24/2030 (Callable 07/24/2027) <sup>(a)</sup> | 65125000 | 66427761 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |
| &nbsp;&nbsp; 6.75%, 03/15/2032 <sup>(e)</sup> | &nbsp;&nbsp; 6.75%, 03/15/2032 <sup>(e)</sup> | 10000000 | 11054255 |
| &nbsp;&nbsp; 5.00%, 07/15/2035 (Callable 01/15/2035) | &nbsp;&nbsp; 5.00%, 07/15/2035 (Callable 01/15/2035) | 5311000 | 5269768 |
| &nbsp;&nbsp; 5.00%, 06/04/2042 | &nbsp;&nbsp; 5.00%, 06/04/2042 | 5000000 | 4615783 |
|  Kroger Co., 5.50%, 09/15/2054 (Callable 03/15/2054) | Kroger Co., 5.50%, 09/15/2054 (Callable 03/15/2054) | 8200000 | 7992214 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |
| &nbsp;&nbsp; 2.05%, 10/15/2026 (Callable 09/15/2026) | &nbsp;&nbsp; 2.05%, 10/15/2026 (Callable 09/15/2026) | 18100000 | 17678290 |
| &nbsp;&nbsp; 2.70%, 10/15/2028 (Callable 08/15/2028) | &nbsp;&nbsp; 2.70%, 10/15/2028 (Callable 08/15/2028) | 15066000 | 14351738 |
| &nbsp;&nbsp; 3.15%, 10/15/2031 (Callable 07/15/2031) | &nbsp;&nbsp; 3.15%, 10/15/2031 (Callable 07/15/2031) | 7575000 | 6887409 |
| &nbsp;&nbsp; 6.35%, 02/20/2034 (Callable 11/20/2033) | &nbsp;&nbsp; 6.35%, 02/20/2034 (Callable 11/20/2033) | 6000000 | 6411577 |
| Lear Corp. | Lear Corp. | Lear Corp. | Lear Corp. |
| &nbsp;&nbsp; 3.80%, 09/15/2027 (Callable 06/15/2027) | &nbsp;&nbsp; 3.80%, 09/15/2027 (Callable 06/15/2027) | 3167000 | 3144446 |
| &nbsp;&nbsp; 3.50%, 05/30/2030 (Callable 02/28/2030) | &nbsp;&nbsp; 3.50%, 05/30/2030 (Callable 02/28/2030) | 15000000 | 14343785 |
|  Leidos Holdings, Inc., 5.95%, 12/01/2040 (Callable 06/04/2040) | Leidos Holdings, Inc., 5.95%, 12/01/2040 (Callable 06/04/2040) | 2000000 | 2052907 |
| Leidos, Inc. | Leidos, Inc. | Leidos, Inc. | Leidos, Inc. |
| &nbsp;&nbsp; 4.38%, 05/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 4.38%, 05/15/2030 (Callable 02/15/2030) | 46222000 | 46076828 |
| &nbsp;&nbsp; 2.30%, 02/15/2031 (Callable 11/15/2030) | &nbsp;&nbsp; 2.30%, 02/15/2031 (Callable 11/15/2030) | 11439000 | 10207014 |
| &nbsp;&nbsp; 5.40%, 03/15/2032 (Callable 01/15/2032) | &nbsp;&nbsp; 5.40%, 03/15/2032 (Callable 01/15/2032) | 9125000 | 9479808 |
| &nbsp;&nbsp; 5.75%, 03/15/2033 (Callable 12/15/2032) | &nbsp;&nbsp; 5.75%, 03/15/2033 (Callable 12/15/2032) | 26839000 | 28346645 |
|  Lennar Corp., 5.20%, 07/30/2030 (Callable 06/30/2030) | Lennar Corp., 5.20%, 07/30/2030 (Callable 06/30/2030) | 7750000 | 7982159 |
| LG Energy Solution Ltd. | LG Energy Solution Ltd. | LG Energy Solution Ltd. | LG Energy Solution Ltd. |
| &nbsp;&nbsp; 5.50%, 07/02/2034 <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 07/02/2034 <sup>(a)</sup> | 12000000 | 12152547 |
| &nbsp;&nbsp; 5.88%, 04/02/2035 <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 04/02/2035 <sup>(a)</sup> | 12500000 | 12914204 |
| LKQ Corp. | LKQ Corp. | LKQ Corp. | LKQ Corp. |
| &nbsp;&nbsp; 5.75%, 06/15/2028 (Callable 05/15/2028) | &nbsp;&nbsp; 5.75%, 06/15/2028 (Callable 05/15/2028) | 8000000 | 8268807 |
| &nbsp;&nbsp; 6.25%, 06/15/2033 (Callable 03/15/2033) | &nbsp;&nbsp; 6.25%, 06/15/2033 (Callable 03/15/2033) | 30275000 | 32307857 |
|  Lockheed Martin Corp., 5.20%, 02/15/2055 (Callable 08/15/2054) | Lockheed Martin Corp., 5.20%, 02/15/2055 (Callable 08/15/2054) | 2725000 | 2622594 |
|  Louisiana-Pacific Corp., 3.63%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | Louisiana-Pacific Corp., 3.63%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 25000000 | 23933523 |
|  Lowe's Cos., Inc., 5.85%, 04/01/2063 (Callable 10/01/2062) | Lowe's Cos., Inc., 5.85%, 04/01/2063 (Callable 10/01/2062) | 10000000 | 10091509 |
| LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC | LYB International Finance III LLC |
| &nbsp;&nbsp; 5.50%, 03/01/2034 (Callable 12/01/2033) | &nbsp;&nbsp; 5.50%, 03/01/2034 (Callable 12/01/2033) | 10600000 | 10661301 |
| &nbsp;&nbsp; 6.15%, 05/15/2035 (Callable 02/15/2035) | &nbsp;&nbsp; 6.15%, 05/15/2035 (Callable 02/15/2035) | 10000000 | 10421271 |
|  Magna International, Inc., 2.45%, 06/15/2030 (Callable 03/15/2030) | Magna International, Inc., 2.45%, 06/15/2030 (Callable 03/15/2030) | 10000000 | 9206989 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. | Marathon Petroleum Corp. |
| &nbsp;&nbsp; 5.13%, 12/15/2026 (Callable 09/15/2026) | &nbsp;&nbsp; 5.13%, 12/15/2026 (Callable 09/15/2026) | 3000000 | 3026693 |
| &nbsp;&nbsp; 5.15%, 03/01/2030 (Callable 02/01/2030) | &nbsp;&nbsp; 5.15%, 03/01/2030 (Callable 02/01/2030) | 15375000 | 15802142 |
| &nbsp;&nbsp; 4.75%, 09/15/2044 (Callable 03/15/2044) | &nbsp;&nbsp; 4.75%, 09/15/2044 (Callable 03/15/2044) | 3985000 | 3429882 |
| Marriott International, Inc./MD | Marriott International, Inc./MD | Marriott International, Inc./MD | Marriott International, Inc./MD |
| &nbsp;&nbsp; 4.90%, 04/15/2029 (Callable 03/15/2029) | &nbsp;&nbsp; 4.90%, 04/15/2029 (Callable 03/15/2029) | 5000000 | 5104166 |
| &nbsp;&nbsp; 4.80%, 03/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 4.80%, 03/15/2030 (Callable 02/15/2030) | 10000000 | 10183159 |
| &nbsp;&nbsp; 5.35%, 03/15/2035 (Callable 12/15/2034) | &nbsp;&nbsp; 5.35%, 03/15/2035 (Callable 12/15/2034) | 10000000 | 10227242 |
| Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. | Martin Marietta Materials, Inc. |
| &nbsp;&nbsp; 2.50%, 03/15/2030 (Callable 12/15/2029) | &nbsp;&nbsp; 2.50%, 03/15/2030 (Callable 12/15/2029) | 5000000 | 4646473 |
| &nbsp;&nbsp; 6.25%, 05/01/2037 | &nbsp;&nbsp; 6.25%, 05/01/2037 | 450000 | 481016 |
|  Masco Corp., 6.50%, 08/15/2032 | Masco Corp., 6.50%, 08/15/2032 | 15834000 | 17378212 |
| MasTec, Inc. | MasTec, Inc. | MasTec, Inc. | MasTec, Inc. |
| &nbsp;&nbsp; 4.50%, 08/15/2028 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 08/15/2028 (Callable 10/31/2025) <sup>(a)</sup> | 30931000 | 30848002 |
| &nbsp;&nbsp; 5.90%, 06/15/2029 (Callable 05/15/2029) | &nbsp;&nbsp; 5.90%, 06/15/2029 (Callable 05/15/2029) | 35878000 | 37552624 |
|  Meritage Homes Corp., 5.65%, 03/15/2035 (Callable 12/15/2034) | Meritage Homes Corp., 5.65%, 03/15/2035 (Callable 12/15/2034) | 4800000 | 4873773 |
|  Methanex US Operations, Inc., 6.25%, 03/15/2032 (Callable 09/15/2031) <sup>(a)</sup> | Methanex US Operations, Inc., 6.25%, 03/15/2032 (Callable 09/15/2031) <sup>(a)</sup> | 3000000 | 3052404 |
|  Micron Technology, Inc., 6.05%, 11/01/2035 (Callable 08/02/2035) | Micron Technology, Inc., 6.05%, 11/01/2035 (Callable 08/02/2035) | 13600000 | 14530760 |
|  Midwest Connector Capital Co. LLC, 4.63%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | Midwest Connector Capital Co. LLC, 4.63%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | 17160000 | 17234652 |
| Minera Mexico SAB de CV | Minera Mexico SAB de CV | Minera Mexico SAB de CV | Minera Mexico SAB de CV |
| &nbsp;&nbsp; 5.63%, 02/12/2032 (Callable 12/12/2031) <sup>(a)</sup> | &nbsp;&nbsp; 5.63%, 02/12/2032 (Callable 12/12/2031) <sup>(a)</sup> | 15000000 | 15457500 |
| &nbsp;&nbsp; 4.50%, 01/26/2050 (Callable 07/26/2049) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 01/26/2050 (Callable 07/26/2049) <sup>(a)</sup> | 8000000 | 6593497 |
| Mineral Resources Ltd. | Mineral Resources Ltd. | Mineral Resources Ltd. | Mineral Resources Ltd. |
| &nbsp;&nbsp; 8.00%, 11/01/2027 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 8.00%, 11/01/2027 (Callable 10/31/2025) <sup>(a)</sup> | 8000000 | 8154353 |
| &nbsp;&nbsp; 9.25%, 10/01/2028 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 9.25%, 10/01/2028 (Callable 10/31/2025) <sup>(a)</sup> | 24646000 | 25824301 |
|  Minerva Luxembourg SA, 8.88%, 09/13/2033 (Callable 09/13/2028) <sup>(a)</sup> | Minerva Luxembourg SA, 8.88%, 09/13/2033 (Callable 09/13/2028) <sup>(a)</sup> | 6000000 | 6588712 |
|  Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC, 6.75%, 04/01/2032 (Callable 04/01/2027) <sup>(a)</sup> | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC, 6.75%, 04/01/2032 (Callable 04/01/2027) <sup>(a)</sup> | 2000000 | 2054506 |
|  Mohawk Industries, Inc., 3.63%, 05/15/2030 (Callable 02/15/2030) | Mohawk Industries, Inc., 3.63%, 05/15/2030 (Callable 02/15/2030) | 5000000 | 4816451 |
|  Mosaic Co., 5.45%, 11/15/2033 (Callable 05/15/2033) | Mosaic Co., 5.45%, 11/15/2033 (Callable 05/15/2033) | 11101000 | 11456064 |
| MPLX LP | MPLX LP | MPLX LP | MPLX LP |
| &nbsp;&nbsp; 4.25%, 12/01/2027 (Callable 09/01/2027) | &nbsp;&nbsp; 4.25%, 12/01/2027 (Callable 09/01/2027) | 6519000 | 6525349 |
| &nbsp;&nbsp; 5.00%, 03/01/2033 (Callable 12/01/2032) | &nbsp;&nbsp; 5.00%, 03/01/2033 (Callable 12/01/2032) | 4425000 | 4426100 |
| &nbsp;&nbsp; 5.50%, 06/01/2034 (Callable 03/01/2034) | &nbsp;&nbsp; 5.50%, 06/01/2034 (Callable 03/01/2034) | 16800000 | 17120729 |
| &nbsp;&nbsp; 5.50%, 02/15/2049 (Callable 08/15/2048) | &nbsp;&nbsp; 5.50%, 02/15/2049 (Callable 08/15/2048) | 8825000 | 8215677 |
| &nbsp;&nbsp; 5.95%, 04/01/2055 (Callable 10/01/2054) | &nbsp;&nbsp; 5.95%, 04/01/2055 (Callable 10/01/2054) | 8000000 | 7820712 |
| &nbsp;&nbsp; 4.90%, 04/15/2058 (Callable 10/15/2057) | &nbsp;&nbsp; 4.90%, 04/15/2058 (Callable 10/15/2057) | 5000000 | 4149887 |
| MSCI, Inc. | MSCI, Inc. | MSCI, Inc. | MSCI, Inc. |
| &nbsp;&nbsp; 4.00%, 11/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 11/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 7562000 | 7388071 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 10/31/2025) <sup>(a)</sup> | 26900000 | 25773976 |
| &nbsp;&nbsp; 3.63%, 11/01/2031 (Callable 11/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 11/01/2031 (Callable 11/01/2026) <sup>(a)</sup> | 10000000 | 9392534 |
|  Mueller Water Products, Inc., 4.00%, 06/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | Mueller Water Products, Inc., 4.00%, 06/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 500000 | 481494 |
|  Mylan, Inc., 4.55%, 04/15/2028 (Callable 01/15/2028) | Mylan, Inc., 4.55%, 04/15/2028 (Callable 01/15/2028) | 5000000 | 4980501 |
|  National Fuel Gas Co., 5.50%, 03/15/2030 (Callable 02/15/2030) | National Fuel Gas Co., 5.50%, 03/15/2030 (Callable 02/15/2030) | 10600000 | 10956435 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |
| &nbsp;&nbsp; 6.38%, 09/15/2027 (Callable 06/15/2027) | &nbsp;&nbsp; 6.38%, 09/15/2027 (Callable 06/15/2027) | 5000000 | 5068180 |
| &nbsp;&nbsp; 6.38%, 05/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 6.38%, 05/15/2030 (Callable 02/15/2030) | 500000 | 495397 |
|  NGPL PipeCo LLC, 4.88%, 08/15/2027 (Callable 02/15/2027) <sup>(a)</sup> | NGPL PipeCo LLC, 4.88%, 08/15/2027 (Callable 02/15/2027) <sup>(a)</sup> | 42204000 | 42306758 |
| Nissan Motor Acceptance Co. LLC | Nissan Motor Acceptance Co. LLC | Nissan Motor Acceptance Co. LLC | Nissan Motor Acceptance Co. LLC |
| &nbsp;&nbsp; 2.45%, 09/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 2.45%, 09/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | 10000000 | 9175370 |
| &nbsp;&nbsp; 7.05%, 09/15/2028 (Callable 08/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 7.05%, 09/15/2028 (Callable 08/15/2028) <sup>(a)</sup> | 5000000 | 5205939 |
| &nbsp;&nbsp; 5.55%, 09/13/2029 (Callable 08/13/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 09/13/2029 (Callable 08/13/2029) <sup>(a)</sup> | 58055000 | 57782515 |
|  Nissan Motor Co. Ltd., 4.35%, 09/17/2027 (Callable 07/17/2027) <sup>(a)</sup> | Nissan Motor Co. Ltd., 4.35%, 09/17/2027 (Callable 07/17/2027) <sup>(a)</sup> | 10000000 | 9809013 |
|  Nordson Corp., 4.50%, 12/15/2029 (Callable 11/15/2029) | Nordson Corp., 4.50%, 12/15/2029 (Callable 11/15/2029) | 12900000 | 12970193 |
|  Norfolk Southern Corp., 3.05%, 05/15/2050 (Callable 11/15/2049) | Norfolk Southern Corp., 3.05%, 05/15/2050 (Callable 11/15/2049) | 18000000 | 12200981 |
|  North Mississippi Health Services, Inc., 3.18%, 10/01/2051 (Callable 04/01/2051) | North Mississippi Health Services, Inc., 3.18%, 10/01/2051 (Callable 04/01/2051) | 11800000 | 7978492 |
|  NOVA Chemicals Corp., 7.00%, 12/01/2031 (Callable 12/01/2027) <sup>(a)</sup> | NOVA Chemicals Corp., 7.00%, 12/01/2031 (Callable 12/01/2027) <sup>(a)</sup> | 1000000 | 1053613 |
|  Nova Southeastern University, Inc., 4.81%, 04/01/2053 | Nova Southeastern University, Inc., 4.81%, 04/01/2053 | 4800000 | 4112258 |
| Novelis Corp. | Novelis Corp. | Novelis Corp. | Novelis Corp. |
| &nbsp;&nbsp; 6.88%, 01/30/2030 (Callable 01/30/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.88%, 01/30/2030 (Callable 01/30/2027) <sup>(a)</sup> | 3000000 | 3110922 |
| &nbsp;&nbsp; 6.38%, 08/15/2033 (Callable 08/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.38%, 08/15/2033 (Callable 08/15/2028) <sup>(a)</sup> | 7000000 | 7072350 |
|  NTT Finance Corp., 5.50%, 07/16/2035 (Callable 04/16/2035) <sup>(a)</sup> | NTT Finance Corp., 5.50%, 07/16/2035 (Callable 04/16/2035) <sup>(a)</sup> | 15000000 | 15515818 |
| Nutrien Ltd. | Nutrien Ltd. | Nutrien Ltd. | Nutrien Ltd. |
| &nbsp;&nbsp; 4.00%, 12/15/2026 (Callable 09/15/2026) | &nbsp;&nbsp; 4.00%, 12/15/2026 (Callable 09/15/2026) | 10000000 | 9978901 |
| &nbsp;&nbsp; 4.13%, 03/15/2035 (Callable 09/15/2034) | &nbsp;&nbsp; 4.13%, 03/15/2035 (Callable 09/15/2034) | 6550000 | 6065030 |
| nVent Finance Sarl | nVent Finance Sarl | nVent Finance Sarl | nVent Finance Sarl |
| &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | 32435000 | 32553003 |
| &nbsp;&nbsp; 5.65%, 05/15/2033 (Callable 02/15/2033) | &nbsp;&nbsp; 5.65%, 05/15/2033 (Callable 02/15/2033) | 28950000 | 30227884 |
| NXP BV / NXP Funding LLC / NXP USA, Inc. | NXP BV / NXP Funding LLC / NXP USA, Inc. | NXP BV / NXP Funding LLC / NXP USA, Inc. | NXP BV / NXP Funding LLC / NXP USA, Inc. |
| &nbsp;&nbsp; 4.30%, 06/18/2029 (Callable 03/18/2029) | &nbsp;&nbsp; 4.30%, 06/18/2029 (Callable 03/18/2029) | 9625000 | 9613351 |
| &nbsp;&nbsp; 2.65%, 02/15/2032 (Callable 11/15/2031) | &nbsp;&nbsp; 2.65%, 02/15/2032 (Callable 11/15/2031) | 15000000 | 13342524 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| &nbsp;&nbsp; 8.50%, 07/15/2027 (Callable 01/15/2027) | &nbsp;&nbsp; 8.50%, 07/15/2027 (Callable 01/15/2027) | 15000000 | 15730725 |
| &nbsp;&nbsp; 7.15%, 05/15/2028 | &nbsp;&nbsp; 7.15%, 05/15/2028 | 7000000 | 7398860 |
| &nbsp;&nbsp; 8.88%, 07/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 8.88%, 07/15/2030 (Callable 01/15/2030) | 19873000 | 22960052 |
| &nbsp;&nbsp; 6.63%, 09/01/2030 (Callable 03/01/2030) | &nbsp;&nbsp; 6.63%, 09/01/2030 (Callable 03/01/2030) | 8943000 | 9581736 |
| &nbsp;&nbsp; 7.50%, 05/01/2031 | &nbsp;&nbsp; 7.50%, 05/01/2031 | 20063000 | 22534661 |
| &nbsp;&nbsp; 7.88%, 09/15/2031 | &nbsp;&nbsp; 7.88%, 09/15/2031 | 12790000 | 14542859 |
| &nbsp;&nbsp; 5.55%, 10/01/2034 (Callable 07/01/2034) | &nbsp;&nbsp; 5.55%, 10/01/2034 (Callable 07/01/2034) | 12775000 | 12961757 |
| &nbsp;&nbsp; 6.45%, 09/15/2036 | &nbsp;&nbsp; 6.45%, 09/15/2036 | 7125000 | 7571502 |
|  Ochsner LSU Health System of North Louisiana, 2.51%, 05/15/2031 (Callable 11/15/2030) | Ochsner LSU Health System of North Louisiana, 2.51%, 05/15/2031 (Callable 11/15/2030) | 36300000 | 30501145 |
|  Olin Corp., 6.63%, 04/01/2033 (Callable 04/01/2028) <sup>(a)</sup> | Olin Corp., 6.63%, 04/01/2033 (Callable 04/01/2028) <sup>(a)</sup> | 10000000 | 10051580 |
| ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. |
| &nbsp;&nbsp; 4.75%, 10/15/2031 (Callable 08/15/2031) | &nbsp;&nbsp; 4.75%, 10/15/2031 (Callable 08/15/2031) | 10000000 | 10003201 |
| &nbsp;&nbsp; 5.65%, 09/01/2034 (Callable 06/01/2034) | &nbsp;&nbsp; 5.65%, 09/01/2034 (Callable 06/01/2034) | 6250000 | 6407148 |
| &nbsp;&nbsp; 4.20%, 03/15/2045 (Callable 09/15/2044) | &nbsp;&nbsp; 4.20%, 03/15/2045 (Callable 09/15/2044) | 8770000 | 6804180 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 2.80%, 04/01/2027 (Callable 02/01/2027) | &nbsp;&nbsp; 2.80%, 04/01/2027 (Callable 02/01/2027) | 46000000 | 45099870 |
| &nbsp;&nbsp; 6.25%, 11/09/2032 (Callable 08/09/2032) | &nbsp;&nbsp; 6.25%, 11/09/2032 (Callable 08/09/2032) | 7000000 | 7606879 |
| &nbsp;&nbsp; 3.90%, 05/15/2035 (Callable 11/15/2034) | &nbsp;&nbsp; 3.90%, 05/15/2035 (Callable 11/15/2034) | 7425000 | 6767111 |
| &nbsp;&nbsp; 5.20%, 09/26/2035 (Callable 06/26/2035) | &nbsp;&nbsp; 5.20%, 09/26/2035 (Callable 06/26/2035) | 20500000 | 20612882 |
| &nbsp;&nbsp; 3.85%, 07/15/2036 (Callable 01/15/2036) | &nbsp;&nbsp; 3.85%, 07/15/2036 (Callable 01/15/2036) | 7500000 | 6678505 |
| &nbsp;&nbsp; 4.00%, 11/15/2047 (Callable 05/15/2047) | &nbsp;&nbsp; 4.00%, 11/15/2047 (Callable 05/15/2047) | 2565000 | 1987861 |
| &nbsp;&nbsp; 3.95%, 03/25/2051 (Callable 09/25/2050) | &nbsp;&nbsp; 3.95%, 03/25/2051 (Callable 09/25/2050) | 5000000 | 3717541 |
| &nbsp;&nbsp; 6.90%, 11/09/2052 (Callable 05/09/2052) | &nbsp;&nbsp; 6.90%, 11/09/2052 (Callable 05/09/2052) | 29065000 | 32339190 |
| &nbsp;&nbsp; 5.55%, 02/06/2053 (Callable 08/06/2052) | &nbsp;&nbsp; 5.55%, 02/06/2053 (Callable 08/06/2052) | 2550000 | 2412873 |
|  Orange SA, 9.00%, 03/01/2031 <sup>(e)</sup> | Orange SA, 9.00%, 03/01/2031 <sup>(e)</sup> | 33426000 | 40611210 |
|  Organon & Co. / Organon Foreign Debt Co.-Issuer BV, 6.75%, 05/15/2034 (Callable 05/15/2029) <sup>(a)</sup> | Organon & Co. / Organon Foreign Debt Co.-Issuer BV, 6.75%, 05/15/2034 (Callable 05/15/2029) <sup>(a)</sup> | 5000000 | 4794433 |
|  Oshkosh Corp., 3.10%, 03/01/2030 (Callable 12/01/2029) | Oshkosh Corp., 3.10%, 03/01/2030 (Callable 12/01/2029) | 3500000 | 3300820 |
| Owens Corning | Owens Corning | Owens Corning | Owens Corning |
| &nbsp;&nbsp; 3.40%, 08/15/2026 (Callable 05/15/2026) | &nbsp;&nbsp; 3.40%, 08/15/2026 (Callable 05/15/2026) | 5000000 | 4961428 |
| &nbsp;&nbsp; 7.00%, 12/01/2036 <sup>(e)</sup> | &nbsp;&nbsp; 7.00%, 12/01/2036 <sup>(e)</sup> | 13205000 | 15094985 |
|  Paychex, Inc., 5.35%, 04/15/2032 (Callable 02/15/2032) | Paychex, Inc., 5.35%, 04/15/2032 (Callable 02/15/2032) | 10000000 | 10376431 |
|  PBF Holding Co. LLC / PBF Finance Corp., 9.88%, 03/15/2030 (Callable 03/15/2027) <sup>(a)</sup> | PBF Holding Co. LLC / PBF Finance Corp., 9.88%, 03/15/2030 (Callable 03/15/2027) <sup>(a)</sup> | 12000000 | 12576744 |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. | 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; 5.55%, 05/01/2028 (Callable 04/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 05/01/2028 (Callable 04/01/2028) <sup>(a)</sup> | 15000000 | 15445774 |
| &nbsp;&nbsp; 6.05%, 08/01/2028 (Callable 07/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.05%, 08/01/2028 (Callable 07/01/2028) <sup>(a)</sup> | 30000000 | 31324544 |
| &nbsp;&nbsp; 5.35%, 03/30/2029 (Callable 02/28/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.35%, 03/30/2029 (Callable 02/28/2029) <sup>(a)</sup> | 7500000 | 7713170 |
| &nbsp;&nbsp; 5.25%, 07/01/2029 (Callable 06/01/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 07/01/2029 (Callable 06/01/2029) <sup>(a)</sup> | 12800000 | 13161981 |
| &nbsp;&nbsp; 6.20%, 06/15/2030 (Callable 04/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 6.20%, 06/15/2030 (Callable 04/15/2030) <sup>(a)</sup> | 6000000 | 6419150 |
|  Performance Food Group, Inc., 6.13%, 09/15/2032 (Callable 09/15/2027) <sup>(a)</sup> | Performance Food Group, Inc., 6.13%, 09/15/2032 (Callable 09/15/2027) <sup>(a)</sup> | 500000 | 512156 |
| Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. | Perrigo Finance Unlimited Co. |
| &nbsp;&nbsp; 4.90%, 06/15/2030 (Callable 03/15/2030) <sup>(e)</sup> | &nbsp;&nbsp; 4.90%, 06/15/2030 (Callable 03/15/2030) <sup>(e)</sup> | 25250000 | 24643071 |
| &nbsp;&nbsp; 6.13%, 09/30/2032 (Callable 09/30/2027) | &nbsp;&nbsp; 6.13%, 09/30/2032 (Callable 09/30/2027) | 5000000 | 5033525 |
|  Pfizer Investment Enterprises Pte Ltd., 5.30%, 05/19/2053 (Callable 11/19/2052) | Pfizer Investment Enterprises Pte Ltd., 5.30%, 05/19/2053 (Callable 11/19/2052) | 11825000 | 11427522 |
| Phillips 66 | Phillips 66 | Phillips 66 | Phillips 66 |
| &nbsp;&nbsp; 2.15%, 12/15/2030 (Callable 09/15/2030) | &nbsp;&nbsp; 2.15%, 12/15/2030 (Callable 09/15/2030) | 6000000 | 5356234 |
| &nbsp;&nbsp; 5.88%, 05/01/2042 | &nbsp;&nbsp; 5.88%, 05/01/2042 | 5000000 | 5128524 |
| Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. | Phillips 66 Co. |
| &nbsp;&nbsp; 3.15%, 12/15/2029 (Callable 09/15/2029) | &nbsp;&nbsp; 3.15%, 12/15/2029 (Callable 09/15/2029) | 12550000 | 11993633 |
| &nbsp;&nbsp; 4.95%, 03/15/2035 (Callable 12/15/2034) | &nbsp;&nbsp; 4.95%, 03/15/2035 (Callable 12/15/2034) | 13000000 | 12867736 |
| &nbsp;&nbsp; 4.68%, 02/15/2045 (Callable 08/15/2044) | &nbsp;&nbsp; 4.68%, 02/15/2045 (Callable 08/15/2044) | 2000000 | 1711373 |
| Phinia, Inc. | Phinia, Inc. | Phinia, Inc. | Phinia, Inc. |
| &nbsp;&nbsp; 6.75%, 04/15/2029 (Callable 04/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 04/15/2029 (Callable 04/15/2026) <sup>(a)</sup> | 100000 | 103019 |
| &nbsp;&nbsp; 6.63%, 10/15/2032 (Callable 10/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.63%, 10/15/2032 (Callable 10/15/2027) <sup>(a)</sup> | 1000000 | 1030633 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. |
| &nbsp;&nbsp; 6.25%, 07/01/2033 (Callable 04/01/2033) | &nbsp;&nbsp; 6.25%, 07/01/2033 (Callable 04/01/2033) | 16935000 | 18077096 |
| &nbsp;&nbsp; 6.88%, 05/15/2034 (Callable 02/15/2034) | &nbsp;&nbsp; 6.88%, 05/15/2034 (Callable 02/15/2034) | 8500000 | 9384765 |
|  Plains All American Pipeline LP / PAA Finance Corp., 3.55%, 12/15/2029 (Callable 09/15/2029) | Plains All American Pipeline LP / PAA Finance Corp., 3.55%, 12/15/2029 (Callable 09/15/2029) | 10000000 | 9655223 |
|  Polaris, Inc., 6.95%, 03/15/2029 (Callable 02/15/2029) | Polaris, Inc., 6.95%, 03/15/2029 (Callable 02/15/2029) | 15000000 | 15923199 |
|  POSCO, 5.75%, 01/17/2028 <sup>(a)</sup> | POSCO, 5.75%, 01/17/2028 <sup>(a)</sup> | 5000000 | 5159286 |
|  POSCO Holdings, Inc., 5.13%, 05/07/2030 <sup>(a)</sup> | POSCO Holdings, Inc., 5.13%, 05/07/2030 <sup>(a)</sup> | 21000000 | 21505041 |
|  Premier Health Partners, 2.91%, 11/15/2026 (Callable 05/15/2026) | Premier Health Partners, 2.91%, 11/15/2026 (Callable 05/15/2026) | 10000000 | 9852675 |
|  Puma International Financing SA, 7.75%, 04/25/2029 (Callable 04/25/2026) <sup>(a)</sup> | Puma International Financing SA, 7.75%, 04/25/2029 (Callable 04/25/2026) <sup>(a)</sup> | 2000000 | 2069892 |
| Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. |
| &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | &nbsp;&nbsp; 2.90%, 10/01/2030 (Callable 07/01/2030) | 10000000 | 9335451 |
| &nbsp;&nbsp; 5.25%, 08/09/2034 (Callable 05/09/2034) | &nbsp;&nbsp; 5.25%, 08/09/2034 (Callable 05/09/2034) | 15000000 | 15378029 |
|  Quikrete Holdings, Inc., 6.38%, 03/01/2032 (Callable 03/01/2028) <sup>(a)</sup> | Quikrete Holdings, Inc., 6.38%, 03/01/2032 (Callable 03/01/2028) <sup>(a)</sup> | 500000 | 517922 |
|  QXO Building Products, Inc., 6.75%, 04/30/2032 (Callable 04/30/2028) <sup>(a)</sup> | QXO Building Products, Inc., 6.75%, 04/30/2032 (Callable 04/30/2028) <sup>(a)</sup> | 3000000 | 3106189 |
| Raizen Fuels Finance SA | Raizen Fuels Finance SA | Raizen Fuels Finance SA | Raizen Fuels Finance SA |
| &nbsp;&nbsp; 5.70%, 01/17/2035 (Callable 10/17/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 01/17/2035 (Callable 10/17/2034) <sup>(a)</sup> | 12525000 | 11536777 |
| &nbsp;&nbsp; 6.70%, 02/25/2037 (Callable 11/25/2036) <sup>(a)</sup> | &nbsp;&nbsp; 6.70%, 02/25/2037 (Callable 11/25/2036) <sup>(a)</sup> | 5675000 | 5515391 |
|  Rand Parent LLC, 8.50%, 02/15/2030 (Callable 02/15/2026) <sup>(a)</sup> | Rand Parent LLC, 8.50%, 02/15/2030 (Callable 02/15/2026) <sup>(a)</sup> | 6500000 | 6753923 |
|  Reckitt Benckiser Treasury Services PLC, 3.00%, 06/26/2027 (Callable 03/26/2027) <sup>(a)</sup> | Reckitt Benckiser Treasury Services PLC, 3.00%, 06/26/2027 (Callable 03/26/2027) <sup>(a)</sup> | 56870000 | 55878876 |
| Regal Rexnord Corp. | Regal Rexnord Corp. | Regal Rexnord Corp. | Regal Rexnord Corp. |
| &nbsp;&nbsp; 6.05%, 04/15/2028 (Callable 03/15/2028) | &nbsp;&nbsp; 6.05%, 04/15/2028 (Callable 03/15/2028) | 9750000 | 10085714 |
| &nbsp;&nbsp; 6.30%, 02/15/2030 (Callable 12/15/2029) | &nbsp;&nbsp; 6.30%, 02/15/2030 (Callable 12/15/2029) | 26000000 | 27567775 |
| &nbsp;&nbsp; 6.40%, 04/15/2033 (Callable 01/15/2033) | &nbsp;&nbsp; 6.40%, 04/15/2033 (Callable 01/15/2033) | 15332000 | 16459612 |
|  Reliance Industries Ltd., 2.88%, 01/12/2032 <sup>(a)</sup> | Reliance Industries Ltd., 2.88%, 01/12/2032 <sup>(a)</sup> | 20400000 | 18525055 |
| Repsol E&P Capital Markets US LLC | Repsol E&P Capital Markets US LLC | Repsol E&P Capital Markets US LLC | Repsol E&P Capital Markets US LLC |
| &nbsp;&nbsp; 5.20%, 09/16/2030 (Callable 08/16/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.20%, 09/16/2030 (Callable 08/16/2030) <sup>(a)</sup> | 16725000 | 16846069 |
| &nbsp;&nbsp; 5.98%, 09/16/2035 (Callable 06/16/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.98%, 09/16/2035 (Callable 06/16/2035) <sup>(a)</sup> | 10000000 | 10181890 |
|  Republic Services, Inc., 5.00%, 04/01/2034 (Callable 01/01/2034) | Republic Services, Inc., 5.00%, 04/01/2034 (Callable 01/01/2034) | 5000000 | 5128815 |
| Revvity, Inc. | Revvity, Inc. | Revvity, Inc. | Revvity, Inc. |
| &nbsp;&nbsp; 1.90%, 09/15/2028 (Callable 07/15/2028) | &nbsp;&nbsp; 1.90%, 09/15/2028 (Callable 07/15/2028) | 6280000 | 5853643 |
| &nbsp;&nbsp; 3.30%, 09/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 3.30%, 09/15/2029 (Callable 06/15/2029) | 25000000 | 23908484 |
| &nbsp;&nbsp; 3.63%, 03/15/2051 (Callable 09/15/2050) | &nbsp;&nbsp; 3.63%, 03/15/2051 (Callable 09/15/2050) | 11775000 | 8336135 |
|  Rogers Communications, Inc., 3.80%, 03/15/2032 (Callable 12/15/2031) | Rogers Communications, Inc., 3.80%, 03/15/2032 (Callable 12/15/2031) | 13000000 | 12280285 |
|  Royal Caribbean Cruises Ltd., 5.63%, 09/30/2031 (Callable 09/30/2027) <sup>(a)</sup> | Royal Caribbean Cruises Ltd., 5.63%, 09/30/2031 (Callable 09/30/2027) <sup>(a)</sup> | 1000000 | 1019680 |
|  Royalty Pharma PLC, 5.20%, 09/25/2035 (Callable 06/25/2035) | Royalty Pharma PLC, 5.20%, 09/25/2035 (Callable 06/25/2035) | 29600000 | 29574869 |
| RTX Corp. | RTX Corp. | RTX Corp. | RTX Corp. |
| &nbsp;&nbsp; 4.80%, 12/15/2043 (Callable 06/15/2043) | &nbsp;&nbsp; 4.80%, 12/15/2043 (Callable 06/15/2043) | 7925000 | 7343764 |
| &nbsp;&nbsp; 3.13%, 07/01/2050 (Callable 01/01/2050) | &nbsp;&nbsp; 3.13%, 07/01/2050 (Callable 01/01/2050) | 6000000 | 4080157 |
|  RXO, Inc., 7.50%, 11/15/2027 (Callable 10/31/2025) <sup>(a)</sup> | RXO, Inc., 7.50%, 11/15/2027 (Callable 10/31/2025) <sup>(a)</sup> | 7000000 | 7117821 |
|  Ryder System, Inc., 5.25%, 06/01/2028 (Callable 05/01/2028) | Ryder System, Inc., 5.25%, 06/01/2028 (Callable 05/01/2028) | 16550000 | 16999745 |
| Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC |
| &nbsp;&nbsp; 5.88%, 06/30/2026 (Callable 12/31/2025) | &nbsp;&nbsp; 5.88%, 06/30/2026 (Callable 12/31/2025) | 4010000 | 4023183 |
| &nbsp;&nbsp; 5.00%, 03/15/2027 (Callable 09/15/2026) | &nbsp;&nbsp; 5.00%, 03/15/2027 (Callable 09/15/2026) | 20300000 | 20422750 |
| &nbsp;&nbsp; 4.50%, 05/15/2030 (Callable 11/15/2029) | &nbsp;&nbsp; 4.50%, 05/15/2030 (Callable 11/15/2029) | 21897000 | 21973381 |
|  Samarco Mineracao SA, 9.50% (or 9.50% PIK), 06/30/2031 (Callable 10/16/2025) <sup>(a)</sup> | Samarco Mineracao SA, 9.50% (or 9.50% PIK), 06/30/2031 (Callable 10/16/2025) <sup>(a)</sup> | 13037639 | 13105304 |
| Santos Finance Ltd. | Santos Finance Ltd. | Santos Finance Ltd. | Santos Finance Ltd. |
| &nbsp;&nbsp; 3.65%, 04/29/2031 (Callable 01/29/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.65%, 04/29/2031 (Callable 01/29/2031) <sup>(a)</sup> | 21000000 | 19602473 |
| &nbsp;&nbsp; 6.88%, 09/19/2033 (Callable 06/19/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.88%, 09/19/2033 (Callable 06/19/2033) <sup>(a)</sup> | 9100000 | 10007971 |
|  Schlumberger Holdings Corp., 3.90%, 05/17/2028 (Callable 02/17/2028) <sup>(a)</sup> | Schlumberger Holdings Corp., 3.90%, 05/17/2028 (Callable 02/17/2028) <sup>(a)</sup> | 11096000 | 11045568 |
|  Seagate Data Storage Technology Pte Ltd., 5.88%, 07/15/2030 (Callable 06/01/2027) <sup>(a)</sup> | Seagate Data Storage Technology Pte Ltd., 5.88%, 07/15/2030 (Callable 06/01/2027) <sup>(a)</sup> | 15000000 | 15261240 |
|  Sealed Air Corp., 5.00%, 04/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | Sealed Air Corp., 5.00%, 04/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 5000000 | 4972103 |
|  Sealed Air Corp./Sealed Air Corp. US, 6.13%, 02/01/2028 (Callable 10/31/2025) <sup>(a)</sup> | Sealed Air Corp./Sealed Air Corp. US, 6.13%, 02/01/2028 (Callable 10/31/2025) <sup>(a)</sup> | 1000000 | 1013812 |
|  Silgan Holdings, Inc., 4.13%, 02/01/2028 (Callable 10/16/2025) | Silgan Holdings, Inc., 4.13%, 02/01/2028 (Callable 10/16/2025) | 4000000 | 3904245 |
| SK Hynix, Inc. | SK Hynix, Inc. | SK Hynix, Inc. | SK Hynix, Inc. |
| &nbsp;&nbsp; 6.25%, 01/17/2026 <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 01/17/2026 <sup>(a)</sup> | 5900000 | 5923464 |
| &nbsp;&nbsp; 1.50%, 01/19/2026 <sup>(a)</sup> | &nbsp;&nbsp; 1.50%, 01/19/2026 <sup>(a)</sup> | 13000000 | 12887407 |
| &nbsp;&nbsp; 5.50%, 01/16/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 01/16/2029 <sup>(a)</sup> | 21123000 | 21820485 |
|  SK Telecom Co. Ltd., 6.63%, 07/20/2027 <sup>(a)</sup> | SK Telecom Co. Ltd., 6.63%, 07/20/2027 <sup>(a)</sup> | 960000 | 999005 |
| Smith & Nephew PLC | Smith & Nephew PLC | Smith & Nephew PLC | Smith & Nephew PLC |
| &nbsp;&nbsp; 2.03%, 10/14/2030 (Callable 07/14/2030) | &nbsp;&nbsp; 2.03%, 10/14/2030 (Callable 07/14/2030) | 18000000 | 16090764 |
| &nbsp;&nbsp; 5.40%, 03/20/2034 (Callable 12/20/2033) | &nbsp;&nbsp; 5.40%, 03/20/2034 (Callable 12/20/2033) | 15000000 | 15486748 |
| Smithfield Foods, Inc. | Smithfield Foods, Inc. | Smithfield Foods, Inc. | Smithfield Foods, Inc. |
| &nbsp;&nbsp; 5.20%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.20%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | 16566000 | 16786765 |
| &nbsp;&nbsp; 2.63%, 09/13/2031 (Callable 06/13/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.63%, 09/13/2031 (Callable 06/13/2031) <sup>(a)</sup> | 18500000 | 16205341 |
|  Solstice Advanced Materials, Inc., 5.63%, 09/30/2033 (Callable 09/30/2028) <sup>(a)</sup> | Solstice Advanced Materials, Inc., 5.63%, 09/30/2033 (Callable 09/30/2028) <sup>(a)</sup> | 2000000 | 2006608 |
| Solventum Corp. | Solventum Corp. | Solventum Corp. | Solventum Corp. |
| &nbsp;&nbsp; 5.60%, 03/23/2034 (Callable 12/23/2033) | &nbsp;&nbsp; 5.60%, 03/23/2034 (Callable 12/23/2033) | 30000000 | 31233881 |
| &nbsp;&nbsp; 5.90%, 04/30/2054 (Callable 10/30/2053) | &nbsp;&nbsp; 5.90%, 04/30/2054 (Callable 10/30/2053) | 14613000 | 15007652 |
|  South Bow USA Infrastructure Holdings LLC, 5.58%, 10/01/2034 (Callable 07/01/2034) | South Bow USA Infrastructure Holdings LLC, 5.58%, 10/01/2034 (Callable 07/01/2034) | 24530000 | 24661840 |
|  Southern Copper Corp., 7.50%, 07/27/2035 | Southern Copper Corp., 7.50%, 07/27/2035 | 19786000 | 23411230 |
|  Southern Natural Gas Co. LLC, 5.45%, 08/01/2035 (Callable 05/01/2035) <sup>(a)</sup> | Southern Natural Gas Co. LLC, 5.45%, 08/01/2035 (Callable 05/01/2035) <sup>(a)</sup> | 10000000 | 10201239 |
| Standard Building Solutions, Inc. | Standard Building Solutions, Inc. | Standard Building Solutions, Inc. | Standard Building Solutions, Inc. |
| &nbsp;&nbsp; 6.50%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 08/15/2032 (Callable 08/15/2027) <sup>(a)</sup> | 1000000 | 1026021 |
| &nbsp;&nbsp; 6.25%, 08/01/2033 (Callable 08/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 08/01/2033 (Callable 08/01/2028) <sup>(a)</sup> | 3125000 | 3166829 |
| Standard Industries, Inc./NY | Standard Industries, Inc./NY | Standard Industries, Inc./NY | Standard Industries, Inc./NY |
| &nbsp;&nbsp; 4.75%, 01/15/2028 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 01/15/2028 (Callable 10/31/2025) <sup>(a)</sup> | 24408000 | 24198047 |
| &nbsp;&nbsp; 4.38%, 07/15/2030 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 07/15/2030 (Callable 10/31/2025) <sup>(a)</sup> | 7000000 | 6711457 |
| &nbsp;&nbsp; 3.38%, 01/15/2031 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.38%, 01/15/2031 (Callable 10/31/2025) <sup>(a)</sup> | 5000000 | 4527840 |
| Stanley Black & Decker, Inc. | Stanley Black & Decker, Inc. | Stanley Black & Decker, Inc. | Stanley Black & Decker, Inc. |
| &nbsp;&nbsp; 6.00%, 03/06/2028 (Callable 02/06/2028) | &nbsp;&nbsp; 6.00%, 03/06/2028 (Callable 02/06/2028) | 3000000 | 3117257 |
| &nbsp;&nbsp; 4.85%, 11/15/2048 (Callable 05/15/2048) | &nbsp;&nbsp; 4.85%, 11/15/2048 (Callable 05/15/2048) | 4175000 | 3643415 |
|  Stellantis Finance US, Inc., 5.63%, 01/12/2028 (Callable 12/12/2027) <sup>(a)</sup> | Stellantis Finance US, Inc., 5.63%, 01/12/2028 (Callable 12/12/2027) <sup>(a)</sup> | 3650000 | 3712973 |
|  STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/2051 (Callable 09/15/2050) | STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/2051 (Callable 09/15/2050) | 7500000 | 5520011 |
|  Stonepeak Nile Parent LLC, 7.25%, 03/15/2032 (Callable 03/15/2028) <sup>(a)</sup> | Stonepeak Nile Parent LLC, 7.25%, 03/15/2032 (Callable 03/15/2028) <sup>(a)</sup> | 1000000 | 1053032 |
| Sunoco LP | Sunoco LP | Sunoco LP | Sunoco LP |
| &nbsp;&nbsp; 5.63%, 03/15/2031 (Callable 09/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.63%, 03/15/2031 (Callable 09/15/2027) <sup>(a)</sup> | 5000000 | 4963115 |
| &nbsp;&nbsp; 7.25%, 05/01/2032 (Callable 05/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 7.25%, 05/01/2032 (Callable 05/01/2027) <sup>(a)</sup> | 5000000 | 5247405 |
| &nbsp;&nbsp; 5.88%, 03/15/2034 (Callable 09/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 03/15/2034 (Callable 09/15/2028) <sup>(a)</sup> | 5000000 | 4956709 |
|  Sunoco LP / Sunoco Finance Corp., 7.00%, 09/15/2028 (Callable 10/11/2025) <sup>(a)</sup> | Sunoco LP / Sunoco Finance Corp., 7.00%, 09/15/2028 (Callable 10/11/2025) <sup>(a)</sup> | 10000000 | 10309530 |
|  Syensqo Finance America LLC, 5.85%, 06/04/2034 (Callable 03/04/2034) <sup>(a)</sup> | Syensqo Finance America LLC, 5.85%, 06/04/2034 (Callable 03/04/2034) <sup>(a)</sup> | 49082000 | 51303516 |
|  Synopsys, Inc., 5.70%, 04/01/2055 (Callable 10/01/2054) | Synopsys, Inc., 5.70%, 04/01/2055 (Callable 10/01/2054) | 10000000 | 10092308 |
| Sysco Corp. | Sysco Corp. | Sysco Corp. | Sysco Corp. |
| &nbsp;&nbsp; 5.95%, 04/01/2030 (Callable 01/01/2030) | &nbsp;&nbsp; 5.95%, 04/01/2030 (Callable 01/01/2030) | 22570000 | 23924035 |
| &nbsp;&nbsp; 6.00%, 01/17/2034 (Callable 10/17/2033) | &nbsp;&nbsp; 6.00%, 01/17/2034 (Callable 10/17/2033) | 9000000 | 9734137 |
|  Takeda Pharmaceutical Co. Ltd., 2.05%, 03/31/2030 (Callable 12/31/2029) | Takeda Pharmaceutical Co. Ltd., 2.05%, 03/31/2030 (Callable 12/31/2029) | 11825000 | 10739123 |
|  Targa Resources Corp., 5.50%, 02/15/2035 (Callable 11/15/2034) | Targa Resources Corp., 5.50%, 02/15/2035 (Callable 11/15/2034) | 15000000 | 15263198 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. | Targa Resources Partners LP / Targa Resources Partners Finance Corp. | Targa Resources Partners LP / Targa Resources Partners Finance Corp. | Targa Resources Partners LP / Targa Resources Partners Finance Corp. |
| &nbsp;&nbsp; 5.00%, 01/15/2028 (Callable 10/31/2025) | &nbsp;&nbsp; 5.00%, 01/15/2028 (Callable 10/31/2025) | 28000000 | 28031289 |
| &nbsp;&nbsp; 4.88%, 02/01/2031 (Callable 02/01/2026) | &nbsp;&nbsp; 4.88%, 02/01/2031 (Callable 02/01/2026) | 10500000 | 10530668 |
| &nbsp;&nbsp; 4.00%, 01/15/2032 (Callable 07/15/2026) | &nbsp;&nbsp; 4.00%, 01/15/2032 (Callable 07/15/2026) | 14000000 | 13276816 |
|  TC PipeLines LP, 3.90%, 05/25/2027 (Callable 02/25/2027) | TC PipeLines LP, 3.90%, 05/25/2027 (Callable 02/25/2027) | 23285000 | 23151064 |
| TD SYNNEX Corp. | TD SYNNEX Corp. | TD SYNNEX Corp. | TD SYNNEX Corp. |
| &nbsp;&nbsp; 1.75%, 08/09/2026 (Callable 07/09/2026) | &nbsp;&nbsp; 1.75%, 08/09/2026 (Callable 07/09/2026) | 10000000 | 9776824 |
| &nbsp;&nbsp; 2.38%, 08/09/2028 (Callable 06/09/2028) | &nbsp;&nbsp; 2.38%, 08/09/2028 (Callable 06/09/2028) | 25000000 | 23729831 |
| &nbsp;&nbsp; 6.10%, 04/12/2034 (Callable 01/12/2034) | &nbsp;&nbsp; 6.10%, 04/12/2034 (Callable 01/12/2034) | 10000000 | 10631163 |
|  Telecom Italia Capital SA, 7.20%, 07/18/2036 | Telecom Italia Capital SA, 7.20%, 07/18/2036 | 797000 | 860180 |
| Telefonica Emisiones SA | Telefonica Emisiones SA | Telefonica Emisiones SA | Telefonica Emisiones SA |
| &nbsp;&nbsp; 4.10%, 03/08/2027 | &nbsp;&nbsp; 4.10%, 03/08/2027 | 3768000 | 3760400 |
| &nbsp;&nbsp; 7.05%, 06/20/2036 | &nbsp;&nbsp; 7.05%, 06/20/2036 | 4925000 | 5556386 |
| &nbsp;&nbsp; 5.21%, 03/08/2047 | &nbsp;&nbsp; 5.21%, 03/08/2047 | 34108000 | 30659180 |
| &nbsp;&nbsp; 4.90%, 03/06/2048 | &nbsp;&nbsp; 4.90%, 03/06/2048 | 9475000 | 8133547 |
| &nbsp;&nbsp; 5.52%, 03/01/2049 (Callable 09/01/2048) | &nbsp;&nbsp; 5.52%, 03/01/2049 (Callable 09/01/2048) | 2000000 | 1859179 |
|  Telefonica Europe BV, 8.25%, 09/15/2030 | Telefonica Europe BV, 8.25%, 09/15/2030 | 13750000 | 15886350 |
|  Terex Corp., 6.25%, 10/15/2032 (Callable 10/15/2027) <sup>(a)</sup> | Terex Corp., 6.25%, 10/15/2032 (Callable 10/15/2027) <sup>(a)</sup> | 250000 | 254674 |
| Teva Pharmaceutical Finance Netherlands III BV | Teva Pharmaceutical Finance Netherlands III BV | Teva Pharmaceutical Finance Netherlands III BV | Teva Pharmaceutical Finance Netherlands III BV |
| &nbsp;&nbsp; 3.15%, 10/01/2026 | &nbsp;&nbsp; 3.15%, 10/01/2026 | 20803000 | 20433175 |
| &nbsp;&nbsp; 4.75%, 05/09/2027 (Callable 02/09/2027) | &nbsp;&nbsp; 4.75%, 05/09/2027 (Callable 02/09/2027) | 5449000 | 5441389 |
| &nbsp;&nbsp; 7.88%, 09/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 7.88%, 09/15/2029 (Callable 06/15/2029) | 5000000 | 5456475 |
| &nbsp;&nbsp; 6.00%, 12/01/2032 (Callable 09/01/2032) | &nbsp;&nbsp; 6.00%, 12/01/2032 (Callable 09/01/2032) | 5000000 | 5207430 |
|  Textron, Inc., 3.00%, 06/01/2030 (Callable 03/01/2030) | Textron, Inc., 3.00%, 06/01/2030 (Callable 03/01/2030) | 15000000 | 14113525 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| &nbsp;&nbsp; 7.30%, 07/01/2038 | &nbsp;&nbsp; 7.30%, 07/01/2038 | 19829000 | 21666972 |
| &nbsp;&nbsp; 6.75%, 06/15/2039 | &nbsp;&nbsp; 6.75%, 06/15/2039 | 8041000 | 8412658 |
|  Timken Co., 4.50%, 12/15/2028 (Callable 09/15/2028) | Timken Co., 4.50%, 12/15/2028 (Callable 09/15/2028) | 12522000 | 12578191 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 4.75%, 02/01/2028 (Callable 10/11/2025) | &nbsp;&nbsp; 4.75%, 02/01/2028 (Callable 10/11/2025) | 17250000 | 17275967 |
| &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 10/11/2025) | &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 10/11/2025) | 5000000 | 4854648 |
| &nbsp;&nbsp; 3.88%, 04/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 3.88%, 04/15/2030 (Callable 01/15/2030) | 53473000 | 52435010 |
| &nbsp;&nbsp; 3.50%, 04/15/2031 (Callable 04/15/2026) | &nbsp;&nbsp; 3.50%, 04/15/2031 (Callable 04/15/2026) | 60000000 | 57074191 |
| &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 03/15/2032) | &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 03/15/2032) | 9000000 | 9262419 |
| &nbsp;&nbsp; 4.38%, 04/15/2040 (Callable 10/15/2039) | &nbsp;&nbsp; 4.38%, 04/15/2040 (Callable 10/15/2039) | 10000000 | 9029394 |
| &nbsp;&nbsp; 3.60%, 11/15/2060 (Callable 05/15/2060) | &nbsp;&nbsp; 3.60%, 11/15/2060 (Callable 05/15/2060) | 15000000 | 10189573 |
| Toll Road Investors Partnership II LP | Toll Road Investors Partnership II LP | Toll Road Investors Partnership II LP | Toll Road Investors Partnership II LP |
| &nbsp;&nbsp; 0.00%, 02/15/2027 <sup>(a)(f)</sup> | &nbsp;&nbsp; 0.00%, 02/15/2027 <sup>(a)(f)</sup> | 32855000 | 30176823 |
| &nbsp;&nbsp; 0.00%, 02/15/2028 <sup>(a)(f)</sup> | &nbsp;&nbsp; 0.00%, 02/15/2028 <sup>(a)(f)</sup> | 6000000 | 5097451 |
| &nbsp;&nbsp; 0.00%, 02/15/2029 <sup>(a)(f)</sup> | &nbsp;&nbsp; 0.00%, 02/15/2029 <sup>(a)(f)</sup> | 940000 | 727763 |
| &nbsp;&nbsp; 0.00%, 02/15/2030 <sup>(a)(f)</sup> | &nbsp;&nbsp; 0.00%, 02/15/2030 <sup>(a)(f)</sup> | 5038000 | 3860073 |
| &nbsp;&nbsp; 0.00%, 02/15/2031 <sup>(a)(f)</sup> | &nbsp;&nbsp; 0.00%, 02/15/2031 <sup>(a)(f)</sup> | 5396000 | 3952568 |
| &nbsp;&nbsp; 0.00%, 02/15/2036 <sup>(a)(f)</sup> | &nbsp;&nbsp; 0.00%, 02/15/2036 <sup>(a)(f)</sup> | 12500000 | 6529596 |
| TopBuild Corp. | TopBuild Corp. | TopBuild Corp. | TopBuild Corp. |
| &nbsp;&nbsp; 3.63%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 2500000 | 2396772 |
| &nbsp;&nbsp; 4.13%, 02/15/2032 (Callable 10/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.13%, 02/15/2032 (Callable 10/15/2026) <sup>(a)</sup> | 1000000 | 937450 |
| &nbsp;&nbsp; 5.63%, 01/31/2034 (Callable 09/30/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.63%, 01/31/2034 (Callable 09/30/2028) <sup>(a)</sup> | 7000000 | 6974554 |
|  Trane Technologies Financing Ltd., 4.65%, 11/01/2044 (Callable 05/01/2044) | Trane Technologies Financing Ltd., 4.65%, 11/01/2044 (Callable 05/01/2044) | 1300000 | 1181700 |
|  Trane Technologies Holdco, Inc., 5.75%, 06/15/2043 | Trane Technologies Holdco, Inc., 5.75%, 06/15/2043 | 4126000 | 4354672 |
|  TransCanada PipeLines Ltd., 2.50%, 10/12/2031 (Callable 07/12/2031) | TransCanada PipeLines Ltd., 2.50%, 10/12/2031 (Callable 07/12/2031) | 17500000 | 15373355 |
|  Transcontinental Gas Pipe Line Co. LLC, 4.45%, 08/01/2042 (Callable 02/01/2042) | Transcontinental Gas Pipe Line Co. LLC, 4.45%, 08/01/2042 (Callable 02/01/2042) | 2600000 | 2276831 |
| TransDigm, Inc. | TransDigm, Inc. | TransDigm, Inc. | TransDigm, Inc. |
| &nbsp;&nbsp; 6.75%, 08/15/2028 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 08/15/2028 (Callable 10/31/2025) <sup>(a)</sup> | 5500000 | 5604825 |
| &nbsp;&nbsp; 6.38%, 03/01/2029 (Callable 03/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.38%, 03/01/2029 (Callable 03/01/2026) <sup>(a)</sup> | 3000000 | 3067203 |
| &nbsp;&nbsp; 6.88%, 12/15/2030 (Callable 08/18/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.88%, 12/15/2030 (Callable 08/18/2026) <sup>(a)</sup> | 15000000 | 15542025 |
| &nbsp;&nbsp; 6.63%, 03/01/2032 (Callable 03/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.63%, 03/01/2032 (Callable 03/01/2027) <sup>(a)</sup> | 1000000 | 1029545 |
| &nbsp;&nbsp; 6.00%, 01/15/2033 (Callable 09/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 01/15/2033 (Callable 09/15/2027) <sup>(a)</sup> | 11000000 | 11121913 |
| &nbsp;&nbsp; 6.25%, 01/31/2034 (Callable 08/31/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 01/31/2034 (Callable 08/31/2028) <sup>(a)</sup> | 500000 | 514210 |
|  TreeHouse Foods, Inc., 4.00%, 09/01/2028 (Callable 10/16/2025) | TreeHouse Foods, Inc., 4.00%, 09/01/2028 (Callable 10/16/2025) | 1500000 | 1454447 |
|  Trimble, Inc., 6.10%, 03/15/2033 (Callable 12/15/2032) | Trimble, Inc., 6.10%, 03/15/2033 (Callable 12/15/2032) | 7000000 | 7524874 |
|  Trinity Industries, Inc., 7.75%, 07/15/2028 (Callable 10/11/2025) <sup>(a)</sup> | Trinity Industries, Inc., 7.75%, 07/15/2028 (Callable 10/11/2025) <sup>(a)</sup> | 5000000 | 5171990 |
| Triton Container International Ltd. | Triton Container International Ltd. | Triton Container International Ltd. | Triton Container International Ltd. |
| &nbsp;&nbsp; 2.05%, 04/15/2026 (Callable 03/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 2.05%, 04/15/2026 (Callable 03/15/2026) <sup>(a)</sup> | 7425000 | 7331579 |
| &nbsp;&nbsp; 3.15%, 06/15/2031 (Callable 03/15/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.15%, 06/15/2031 (Callable 03/15/2031) <sup>(a)</sup> | 33975000 | 30297865 |
|  Triton Container International Ltd. / TAL International Container Corp., 3.25%, 03/15/2032 (Callable 12/15/2031) | Triton Container International Ltd. / TAL International Container Corp., 3.25%, 03/15/2032 (Callable 12/15/2031) | 15563000 | 13896187 |
|  TTX Co., 4.65%, 06/15/2044 <sup>(a)</sup> | TTX Co., 4.65%, 06/15/2044 <sup>(a)</sup> | 7710000 | 6852556 |
|  Tyco Electronics Group SA, 7.13%, 10/01/2037 | Tyco Electronics Group SA, 7.13%, 10/01/2037 | 500000 | 591991 |
|  Tyson Foods, Inc., 5.10%, 09/28/2048 (Callable 03/28/2048) | Tyson Foods, Inc., 5.10%, 09/28/2048 (Callable 03/28/2048) | 4650000 | 4290594 |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |
| &nbsp;&nbsp; 3.88%, 11/15/2027 (Callable 10/11/2025) | &nbsp;&nbsp; 3.88%, 11/15/2027 (Callable 10/11/2025) | 5000000 | 4912845 |
| &nbsp;&nbsp; 4.88%, 01/15/2028 (Callable 10/11/2025) | &nbsp;&nbsp; 4.88%, 01/15/2028 (Callable 10/11/2025) | 5000000 | 4984737 |
| &nbsp;&nbsp; 6.00%, 12/15/2029 (Callable 12/15/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 12/15/2029 (Callable 12/15/2025) <sup>(a)</sup> | 33700000 | 34701193 |
| &nbsp;&nbsp; 4.00%, 07/15/2030 (Callable 10/11/2025) | &nbsp;&nbsp; 4.00%, 07/15/2030 (Callable 10/11/2025) | 10000000 | 9564986 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 10/11/2025) | &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 10/11/2025) | 3000000 | 2838060 |
| &nbsp;&nbsp; 3.75%, 01/15/2032 (Callable 07/15/2026) | &nbsp;&nbsp; 3.75%, 01/15/2032 (Callable 07/15/2026) | 1000000 | 926381 |
| &nbsp;&nbsp; 6.13%, 03/15/2034 (Callable 03/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 6.13%, 03/15/2034 (Callable 03/15/2029) <sup>(a)</sup> | 21700000 | 22564159 |
| Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. | Universal Health Services, Inc. |
| &nbsp;&nbsp; 1.65%, 09/01/2026 (Callable 08/01/2026) | &nbsp;&nbsp; 1.65%, 09/01/2026 (Callable 08/01/2026) | 16000000 | 15621624 |
| &nbsp;&nbsp; 2.65%, 10/15/2030 (Callable 07/15/2030) | &nbsp;&nbsp; 2.65%, 10/15/2030 (Callable 07/15/2030) | 24322000 | 21958211 |
| &nbsp;&nbsp; 5.05%, 10/15/2034 (Callable 07/15/2034) | &nbsp;&nbsp; 5.05%, 10/15/2034 (Callable 07/15/2034) | 30000000 | 29280340 |
|  US Foods, Inc., 5.75%, 04/15/2033 (Callable 10/15/2027) <sup>(a)</sup> | US Foods, Inc., 5.75%, 04/15/2033 (Callable 10/15/2027) <sup>(a)</sup> | 5250000 | 5277494 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |
| &nbsp;&nbsp; 3.95%, 06/15/2026 (Callable 03/15/2026) | &nbsp;&nbsp; 3.95%, 06/15/2026 (Callable 03/15/2026) | 6243000 | 6214802 |
| &nbsp;&nbsp; 5.25%, 06/15/2046 (Callable 12/15/2045) | &nbsp;&nbsp; 5.25%, 06/15/2046 (Callable 12/15/2045) | 4000000 | 3323902 |
|  Vale Canada Ltd., 7.20%, 09/15/2032 | Vale Canada Ltd., 7.20%, 09/15/2032 | 1600000 | 1769840 |
| Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. |
| &nbsp;&nbsp; 3.75%, 07/08/2030 (Callable 04/08/2030) | &nbsp;&nbsp; 3.75%, 07/08/2030 (Callable 04/08/2030) | 25339000 | 24369715 |
| &nbsp;&nbsp; 6.13%, 06/12/2033 (Callable 03/12/2033) | &nbsp;&nbsp; 6.13%, 06/12/2033 (Callable 03/12/2033) | 32000000 | 34173088 |
| &nbsp;&nbsp; 6.88%, 11/21/2036 | &nbsp;&nbsp; 6.88%, 11/21/2036 | 29519000 | 33132598 |
| &nbsp;&nbsp; 6.40%, 06/28/2054 (Callable 12/28/2053) | &nbsp;&nbsp; 6.40%, 06/28/2054 (Callable 12/28/2053) | 15000000 | 15418830 |
|  Valero Energy Corp., 6.63%, 06/15/2037 | Valero Energy Corp., 6.63%, 06/15/2037 | 5000000 | 5544336 |
|  Valero Energy Partners LP, 4.50%, 03/15/2028 (Callable 12/15/2027) | Valero Energy Partners LP, 4.50%, 03/15/2028 (Callable 12/15/2027) | 20000000 | 20155830 |
|  Vallourec SACA, 7.50%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | Vallourec SACA, 7.50%, 04/15/2032 (Callable 04/15/2027) <sup>(a)</sup> | 1500000 | 1598198 |
| Var Energi ASA | Var Energi ASA | Var Energi ASA | Var Energi ASA |
| &nbsp;&nbsp; 7.50%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 7.50%, 01/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 29950000 | 31741200 |
| &nbsp;&nbsp; 5.88%, 05/22/2030 (Callable 04/22/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 05/22/2030 (Callable 04/22/2030) <sup>(a)</sup> | 29050000 | 30206069 |
| &nbsp;&nbsp; 8.00%, 11/15/2032 (Callable 08/15/2032) <sup>(a)</sup> | &nbsp;&nbsp; 8.00%, 11/15/2032 (Callable 08/15/2032) <sup>(a)</sup> | 22989000 | 26679666 |
| Venture Global Plaquemines LNG LLC | Venture Global Plaquemines LNG LLC | Venture Global Plaquemines LNG LLC | Venture Global Plaquemines LNG LLC |
| &nbsp;&nbsp; 6.50%, 01/15/2034 (Callable 07/15/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 01/15/2034 (Callable 07/15/2033) <sup>(a)</sup> | 5000000 | 5263287 |
| &nbsp;&nbsp; 7.75%, 05/01/2035 (Callable 12/01/2034) <sup>(a)</sup> | &nbsp;&nbsp; 7.75%, 05/01/2035 (Callable 12/01/2034) <sup>(a)</sup> | 5000000 | 5643541 |
| &nbsp;&nbsp; 6.75%, 01/15/2036 (Callable 07/15/2035) <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 01/15/2036 (Callable 07/15/2035) <sup>(a)</sup> | 7000000 | 7435239 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | 2500000 | 2192351 |
| &nbsp;&nbsp; 4.50%, 08/10/2033 | &nbsp;&nbsp; 4.50%, 08/10/2033 | 15710000 | 15482730 |
| &nbsp;&nbsp; 4.40%, 11/01/2034 (Callable 05/01/2034) | &nbsp;&nbsp; 4.40%, 11/01/2034 (Callable 05/01/2034) | 790000 | 762074 |
| &nbsp;&nbsp; 4.27%, 01/15/2036 | &nbsp;&nbsp; 4.27%, 01/15/2036 | 10793000 | 10123193 |
| &nbsp;&nbsp; 5.25%, 03/16/2037 | &nbsp;&nbsp; 5.25%, 03/16/2037 | 18225000 | 18416902 |
| &nbsp;&nbsp; 4.81%, 03/15/2039 | &nbsp;&nbsp; 4.81%, 03/15/2039 | 38575000 | 36790577 |
| &nbsp;&nbsp; 4.86%, 08/21/2046 | &nbsp;&nbsp; 4.86%, 08/21/2046 | 2500000 | 2274708 |
| &nbsp;&nbsp; 3.70%, 03/22/2061 (Callable 09/22/2060) | &nbsp;&nbsp; 3.70%, 03/22/2061 (Callable 09/22/2060) | 5950000 | 4191145 |
| Viatris, Inc. | Viatris, Inc. | Viatris, Inc. | Viatris, Inc. |
| &nbsp;&nbsp; 3.85%, 06/22/2040 (Callable 12/22/2039) | &nbsp;&nbsp; 3.85%, 06/22/2040 (Callable 12/22/2039) | 10000000 | 7625839 |
| &nbsp;&nbsp; 4.00%, 06/22/2050 (Callable 12/22/2049) | &nbsp;&nbsp; 4.00%, 06/22/2050 (Callable 12/22/2049) | 22000000 | 15008916 |
|  VICI Properties LP, 4.75%, 02/15/2028 (Callable 01/15/2028) | VICI Properties LP, 4.75%, 02/15/2028 (Callable 01/15/2028) | 24344000 | 24548675 |
|  VICI Properties LP / VICI Note Co., Inc., 4.50%, 01/15/2028 (Callable 10/15/2027) <sup>(a)</sup> | VICI Properties LP / VICI Note Co., Inc., 4.50%, 01/15/2028 (Callable 10/15/2027) <sup>(a)</sup> | 9700000 | 9680026 |
| Videotron Ltd. | Videotron Ltd. | Videotron Ltd. | Videotron Ltd. |
| &nbsp;&nbsp; 3.63%, 06/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.63%, 06/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 22139000 | 21463069 |
| &nbsp;&nbsp; 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 01/15/2035 (Callable 10/15/2034) <sup>(a)</sup> | 31700000 | 32304823 |
|  Viper Energy Partners LLC, 5.70%, 08/01/2035 (Callable 05/01/2035) | Viper Energy Partners LLC, 5.70%, 08/01/2035 (Callable 05/01/2035) | 15775000 | 16038758 |
|  VMware LLC, 1.80%, 08/15/2028 (Callable 06/15/2028) | VMware LLC, 1.80%, 08/15/2028 (Callable 06/15/2028) | 15000000 | 14073767 |
| Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC |
| &nbsp;&nbsp; 7.88%, 02/15/2030 | &nbsp;&nbsp; 7.88%, 02/15/2030 | 1581000 | 1805370 |
| &nbsp;&nbsp; 6.15%, 02/27/2037 | &nbsp;&nbsp; 6.15%, 02/27/2037 | 4934000 | 5376263 |
| Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC | Volkswagen Group of America Finance LLC |
| &nbsp;&nbsp; 1.25%, 11/24/2025 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 1.25%, 11/24/2025 (Callable 10/31/2025) <sup>(a)</sup> | 8300000 | 8260629 |
| &nbsp;&nbsp; 5.05%, 03/27/2028 (Callable 02/27/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.05%, 03/27/2028 (Callable 02/27/2028) <sup>(a)</sup> | 15175000 | 15373253 |
| &nbsp;&nbsp; 4.55%, 09/11/2028 (Callable 08/11/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.55%, 09/11/2028 (Callable 08/11/2028) <sup>(a)</sup> | 10800000 | 10835031 |
| &nbsp;&nbsp; 6.20%, 11/16/2028 (Callable 10/16/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.20%, 11/16/2028 (Callable 10/16/2028) <sup>(a)</sup> | 19000000 | 19889362 |
| Vontier Corp. | Vontier Corp. | Vontier Corp. | Vontier Corp. |
| &nbsp;&nbsp; 2.40%, 04/01/2028 (Callable 02/01/2028) | &nbsp;&nbsp; 2.40%, 04/01/2028 (Callable 02/01/2028) | 26883000 | 25572627 |
| &nbsp;&nbsp; 2.95%, 04/01/2031 (Callable 01/01/2031) | &nbsp;&nbsp; 2.95%, 04/01/2031 (Callable 01/01/2031) | 32741000 | 29905465 |
| Vulcan Materials Co. | Vulcan Materials Co. | Vulcan Materials Co. | Vulcan Materials Co. |
| &nbsp;&nbsp; 3.50%, 06/01/2030 (Callable 03/01/2030) | &nbsp;&nbsp; 3.50%, 06/01/2030 (Callable 03/01/2030) | 11050000 | 10674252 |
| &nbsp;&nbsp; 4.70%, 03/01/2048 (Callable 09/01/2047) | &nbsp;&nbsp; 4.70%, 03/01/2048 (Callable 09/01/2047) | 500000 | 444481 |
|  Warnermedia Holdings, Inc., 4.28%, 03/15/2032 (Callable 12/15/2031) | Warnermedia Holdings, Inc., 4.28%, 03/15/2032 (Callable 12/15/2031) | 30599000 | 28036334 |
|  Waste Management, Inc., 3.88%, 01/15/2029 (Callable 12/15/2028) | Waste Management, Inc., 3.88%, 01/15/2029 (Callable 12/15/2028) | 1000000 | 993698 |
|  Weir Group, Inc., 5.35%, 05/06/2030 (Callable 04/06/2030) <sup>(a)</sup> | Weir Group, Inc., 5.35%, 05/06/2030 (Callable 04/06/2030) <sup>(a)</sup> | 54200000 | 55757992 |
|  WESCO Distribution, Inc., 6.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | WESCO Distribution, Inc., 6.38%, 03/15/2033 (Callable 03/15/2028) <sup>(a)</sup> | 20300000 | 21043552 |
|  Western Digital Corp., 4.75%, 02/15/2026 (Callable 11/15/2025) | Western Digital Corp., 4.75%, 02/15/2026 (Callable 11/15/2025) | 13347000 | 13339209 |
| Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP |
| &nbsp;&nbsp; 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | &nbsp;&nbsp; 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(e)</sup> | 4000000 | 3904351 |
| &nbsp;&nbsp; 6.15%, 04/01/2033 (Callable 01/01/2033) | &nbsp;&nbsp; 6.15%, 04/01/2033 (Callable 01/01/2033) | 2500000 | 2641051 |
| &nbsp;&nbsp; 5.45%, 11/15/2034 (Callable 08/15/2034) | &nbsp;&nbsp; 5.45%, 11/15/2034 (Callable 08/15/2034) | 30350000 | 30390608 |
| &nbsp;&nbsp; 5.25%, 02/01/2050 (Callable 08/01/2049) <sup>(e)</sup> | &nbsp;&nbsp; 5.25%, 02/01/2050 (Callable 08/01/2049) <sup>(e)</sup> | 10000000 | 8703055 |
| Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. |
| &nbsp;&nbsp; 3.45%, 11/15/2026 (Callable 08/15/2026) | &nbsp;&nbsp; 3.45%, 11/15/2026 (Callable 08/15/2026) | 36775000 | 36455735 |
| &nbsp;&nbsp; 4.70%, 09/15/2028 (Callable 06/15/2028) <sup>(e)</sup> | &nbsp;&nbsp; 4.70%, 09/15/2028 (Callable 06/15/2028) <sup>(e)</sup> | 10205000 | 10347229 |
|  WestRock MWV LLC, 8.20%, 01/15/2030 | WestRock MWV LLC, 8.20%, 01/15/2030 | 5012000 | 5740571 |
|  Whirlpool Corp., 6.13%, 06/15/2030 (Callable 03/15/2030) | Whirlpool Corp., 6.13%, 06/15/2030 (Callable 03/15/2030) | 17775000 | 17914218 |
|  Whistler Pipeline LLC, 5.95%, 09/30/2034 (Callable 06/30/2034) <sup>(a)</sup> | Whistler Pipeline LLC, 5.95%, 09/30/2034 (Callable 06/30/2034) <sup>(a)</sup> | 29499000 | 30404520 |
| Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. |
| &nbsp;&nbsp; 7.50%, 01/15/2031 | &nbsp;&nbsp; 7.50%, 01/15/2031 | 120000 | 135979 |
| &nbsp;&nbsp; 7.75%, 06/15/2031 | &nbsp;&nbsp; 7.75%, 06/15/2031 | 3500000 | 4034526 |
| &nbsp;&nbsp; 8.75%, 03/15/2032 <sup>(e)</sup> | &nbsp;&nbsp; 8.75%, 03/15/2032 <sup>(e)</sup> | 11275000 | 13681210 |
| &nbsp;&nbsp; 6.30%, 04/15/2040 | &nbsp;&nbsp; 6.30%, 04/15/2040 | 1590000 | 1721883 |
| &nbsp;&nbsp; 5.75%, 06/24/2044 (Callable 12/24/2043) | &nbsp;&nbsp; 5.75%, 06/24/2044 (Callable 12/24/2043) | 2500000 | 2522538 |
|  Wipro IT Services LLC, 1.50%, 06/23/2026 (Callable 05/23/2026) <sup>(a)</sup> | Wipro IT Services LLC, 1.50%, 06/23/2026 (Callable 05/23/2026) <sup>(a)</sup> | 17800000 | 17436684 |
| Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. |
| &nbsp;&nbsp; 4.50%, 03/04/2029 (Callable 12/04/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 03/04/2029 (Callable 12/04/2028) <sup>(a)</sup> | 25500000 | 25482992 |
| &nbsp;&nbsp; 5.40%, 05/19/2030 (Callable 04/19/2030) | &nbsp;&nbsp; 5.40%, 05/19/2030 (Callable 04/19/2030) | 4500000 | 4621209 |
| &nbsp;&nbsp; 5.10%, 09/12/2034 (Callable 06/12/2034) | &nbsp;&nbsp; 5.10%, 09/12/2034 (Callable 06/12/2034) | 17075000 | 16944525 |
|  Wrangler Holdco Corp., 6.63%, 04/01/2032 (Callable 04/01/2027) <sup>(a)</sup> | Wrangler Holdco Corp., 6.63%, 04/01/2032 (Callable 04/01/2027) <sup>(a)</sup> | 10000000 | 10426990 |
| XPO, Inc. | XPO, Inc. | XPO, Inc. | XPO, Inc. |
| &nbsp;&nbsp; 6.25%, 06/01/2028 (Callable 10/11/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 06/01/2028 (Callable 10/11/2025) <sup>(a)</sup> | 1000000 | 1018983 |
| &nbsp;&nbsp; 7.13%, 06/01/2031 (Callable 06/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 7.13%, 06/01/2031 (Callable 06/01/2026) <sup>(a)</sup> | 500000 | 523141 |
| &nbsp;&nbsp; 7.13%, 02/01/2032 (Callable 02/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 7.13%, 02/01/2032 (Callable 02/01/2027) <sup>(a)</sup> | 250000 | 262558 |
|  Yara International ASA, 3.80%, 06/06/2026 (Callable 03/06/2026) <sup>(a)</sup> | Yara International ASA, 3.80%, 06/06/2026 (Callable 03/06/2026) <sup>(a)</sup> | 20250000 | 20143134 |
|  ZF North America Capital, Inc., 6.75%, 04/23/2030 (Callable 03/23/2030) <sup>(a)</sup> | ZF North America Capital, Inc., 6.75%, 04/23/2030 (Callable 03/23/2030) <sup>(a)</sup> | 17225000 | 16809521 |
| Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. |
| &nbsp;&nbsp; 3.55%, 03/20/2030 (Callable 12/20/2029) | &nbsp;&nbsp; 3.55%, 03/20/2030 (Callable 12/20/2029) | 1000000 | 962563 |
| &nbsp;&nbsp; 5.20%, 09/15/2034 (Callable 06/15/2034) | &nbsp;&nbsp; 5.20%, 09/15/2034 (Callable 06/15/2034) | 20000000 | 20476724 |
| &nbsp;&nbsp; 5.75%, 11/30/2039 | &nbsp;&nbsp; 5.75%, 11/30/2039 | 11375000 | 11726203 |
|  |  |  | 9754847250 |
| **Utilities - 1.2%** | **Utilities - 1.2%** | **Utilities - 1.2%** | **Utilities - 1.2%** |
|  American Transmission Systems, Inc., 2.65%, 01/15/2032 (Callable 10/15/2031) <sup>(a)</sup> | American Transmission Systems, Inc., 2.65%, 01/15/2032 (Callable 10/15/2031) <sup>(a)</sup> | 4850000 | 4351239 |
|  Appalachian Power Co., 6.70%, 08/15/2037 | Appalachian Power Co., 6.70%, 08/15/2037 | 1400000 | 1551188 |
|  Berkshire Hathaway Energy Co., 2.85%, 05/15/2051 (Callable 11/15/2050) | Berkshire Hathaway Energy Co., 2.85%, 05/15/2051 (Callable 11/15/2050) | 10000000 | 6346782 |
|  Consolidated Edison Co. of New York, Inc., 4.63%, 12/01/2054 (Callable 06/01/2054) | Consolidated Edison Co. of New York, Inc., 4.63%, 12/01/2054 (Callable 06/01/2054) | 7600000 | 6548838 |
| Constellation Energy Generation LLC | Constellation Energy Generation LLC | Constellation Energy Generation LLC | Constellation Energy Generation LLC |
| &nbsp;&nbsp; 5.80%, 03/01/2033 (Callable 12/01/2032) | &nbsp;&nbsp; 5.80%, 03/01/2033 (Callable 12/01/2032) | 10000000 | 10682837 |
| &nbsp;&nbsp; 5.60%, 06/15/2042 (Callable 12/15/2041) | &nbsp;&nbsp; 5.60%, 06/15/2042 (Callable 12/15/2041) | 6100000 | 6182289 |
|  Consumers Energy Co., 3.50%, 08/01/2051 (Callable 02/01/2051) | Consumers Energy Co., 3.50%, 08/01/2051 (Callable 02/01/2051) | 9425000 | 7003004 |
|  Dominion Resources, Inc., 5.95%, 06/15/2035 | Dominion Resources, Inc., 5.95%, 06/15/2035 | 1880000 | 2000933 |
|  DTE Electric Co., 2.63%, 03/01/2031 (Callable 12/01/2030) | DTE Electric Co., 2.63%, 03/01/2031 (Callable 12/01/2030) | 15200000 | 13956340 |
| DTE Energy Co. | DTE Energy Co. | DTE Energy Co. | DTE Energy Co. |
| &nbsp;&nbsp; 4.88%, 06/01/2028 (Callable 05/01/2028) | &nbsp;&nbsp; 4.88%, 06/01/2028 (Callable 05/01/2028) | 11900000 | 12106202 |
| &nbsp;&nbsp; 5.10%, 03/01/2029 (Callable 02/01/2029) | &nbsp;&nbsp; 5.10%, 03/01/2029 (Callable 02/01/2029) | 8318000 | 8523041 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| &nbsp;&nbsp; 3.50%, 06/15/2051 (Callable 12/15/2050) | &nbsp;&nbsp; 3.50%, 06/15/2051 (Callable 12/15/2050) | 11000000 | 7750953 |
| &nbsp;&nbsp; 6.10%, 09/15/2053 (Callable 03/15/2053) | &nbsp;&nbsp; 6.10%, 09/15/2053 (Callable 03/15/2053) | 8400000 | 8841554 |
| &nbsp;&nbsp; 5.80%, 06/15/2054 (Callable 12/15/2053) | &nbsp;&nbsp; 5.80%, 06/15/2054 (Callable 12/15/2053) | 10000000 | 10102764 |
|  Duquesne Light Holdings, Inc., 2.53%, 10/01/2030 (Callable 07/01/2030) <sup>(a)</sup> | Duquesne Light Holdings, Inc., 2.53%, 10/01/2030 (Callable 07/01/2030) <sup>(a)</sup> | 8775000 | 7886759 |
| Enel Finance International NV | Enel Finance International NV | Enel Finance International NV | Enel Finance International NV |
| &nbsp;&nbsp; 3.50%, 04/06/2028 <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 04/06/2028 <sup>(a)</sup> | 7000000 | 6872396 |
| &nbsp;&nbsp; 7.50%, 10/14/2032 (Callable 07/14/2032) <sup>(a)</sup> | &nbsp;&nbsp; 7.50%, 10/14/2032 (Callable 07/14/2032) <sup>(a)</sup> | 20000000 | 23057267 |
| &nbsp;&nbsp; 5.00%, 09/30/2035 (Callable 06/30/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 09/30/2035 (Callable 06/30/2035) <sup>(a)</sup> | 13000000 | 12810428 |
| &nbsp;&nbsp; 6.00%, 10/07/2039 <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 10/07/2039 <sup>(a)</sup> | 4286000 | 4486172 |
| &nbsp;&nbsp; 4.75%, 05/25/2047 <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 05/25/2047 <sup>(a)</sup> | 54084000 | 46844890 |
|  Engie Energia Chile SA, 3.40%, 01/28/2030 (Callable 10/28/2029) <sup>(a)</sup> | Engie Energia Chile SA, 3.40%, 01/28/2030 (Callable 10/28/2029) <sup>(a)</sup> | 3000000 | 2827403 |
|  Essential Utilities, Inc., 5.25%, 08/15/2035 (Callable 05/15/2035) | Essential Utilities, Inc., 5.25%, 08/15/2035 (Callable 05/15/2035) | 7000000 | 7034207 |
|  Evergy Missouri West, Inc., 5.65%, 06/01/2034 (Callable 03/01/2034) <sup>(a)</sup> | Evergy Missouri West, Inc., 5.65%, 06/01/2034 (Callable 03/01/2034) <sup>(a)</sup> | 9100000 | 9390919 |
| Exelon Corp. | Exelon Corp. | Exelon Corp. | Exelon Corp. |
| &nbsp;&nbsp; 7.60%, 04/01/2032 | &nbsp;&nbsp; 7.60%, 04/01/2032 | 1650000 | 1910274 |
| &nbsp;&nbsp; 5.10%, 06/15/2045 (Callable 12/15/2044) | &nbsp;&nbsp; 5.10%, 06/15/2045 (Callable 12/15/2044) | 5875000 | 5475453 |
| &nbsp;&nbsp; 4.10%, 03/15/2052 (Callable 09/15/2051) | &nbsp;&nbsp; 4.10%, 03/15/2052 (Callable 09/15/2051) | 5000000 | 3909731 |
|  Fells Point Funding Trust, 3.05%, 01/31/2027 (Callable 12/31/2026) <sup>(a)</sup> | Fells Point Funding Trust, 3.05%, 01/31/2027 (Callable 12/31/2026) <sup>(a)</sup> | 10300000 | 10133123 |
| FirstEnergy Corp. | FirstEnergy Corp. | FirstEnergy Corp. | FirstEnergy Corp. |
| &nbsp;&nbsp; 2.25%, 09/01/2030 (Callable 06/01/2030) | &nbsp;&nbsp; 2.25%, 09/01/2030 (Callable 06/01/2030) | 4300000 | 3863911 |
| &nbsp;&nbsp; 3.40%, 03/01/2050 (Callable 09/01/2049) | &nbsp;&nbsp; 3.40%, 03/01/2050 (Callable 09/01/2049) | 11325000 | 7906502 |
|  FirstEnergy Transmission LLC, 2.87%, 09/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | FirstEnergy Transmission LLC, 2.87%, 09/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | 15000000 | 14413369 |
|  Fortis, Inc./Canada, 3.06%, 10/04/2026 (Callable 07/04/2026) | Fortis, Inc./Canada, 3.06%, 10/04/2026 (Callable 07/04/2026) | 8762000 | 8661171 |
|  Indianapolis Power & Light Co., 5.70%, 04/01/2054 (Callable 10/01/2053) <sup>(a)</sup> | Indianapolis Power & Light Co., 5.70%, 04/01/2054 (Callable 10/01/2053) <sup>(a)</sup> | 11000000 | 11068353 |
|  Infraestructura Energetica Nova SAPI de CV, 3.75%, 01/14/2028 <sup>(a)</sup> | Infraestructura Energetica Nova SAPI de CV, 3.75%, 01/14/2028 <sup>(a)</sup> | 5000000 | 4914250 |
|  ITC Holdings Corp., 5.65%, 05/09/2034 (Callable 02/09/2034) <sup>(a)</sup> | ITC Holdings Corp., 5.65%, 05/09/2034 (Callable 02/09/2034) <sup>(a)</sup> | 14000000 | 14576668 |
|  KeySpan Corp., 8.00%, 11/15/2030 | KeySpan Corp., 8.00%, 11/15/2030 | 8375000 | 9571586 |
|  Liberty Utilities Finance GP 1, 2.05%, 09/15/2030 (Callable 06/15/2030) <sup>(a)</sup> | Liberty Utilities Finance GP 1, 2.05%, 09/15/2030 (Callable 06/15/2030) <sup>(a)</sup> | 10600000 | 9459255 |
|  National Grid PLC, 5.60%, 06/12/2028 (Callable 05/12/2028) | National Grid PLC, 5.60%, 06/12/2028 (Callable 05/12/2028) | 5000000 | 5174186 |
|  Niagara Mohawk Power Corp., 5.66%, 01/17/2054 (Callable 07/17/2053) <sup>(a)</sup> | Niagara Mohawk Power Corp., 5.66%, 01/17/2054 (Callable 07/17/2053) <sup>(a)</sup> | 8005000 | 7936168 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| &nbsp;&nbsp; 5.20%, 07/01/2029 (Callable 06/01/2029) | &nbsp;&nbsp; 5.20%, 07/01/2029 (Callable 06/01/2029) | 15000000 | 15469570 |
| &nbsp;&nbsp; 3.60%, 05/01/2030 (Callable 02/01/2030) | &nbsp;&nbsp; 3.60%, 05/01/2030 (Callable 02/01/2030) | 20800000 | 20141809 |
| &nbsp;&nbsp; 3.95%, 03/30/2048 (Callable 09/30/2047) | &nbsp;&nbsp; 3.95%, 03/30/2048 (Callable 09/30/2047) | 11775000 | 9361033 |
| &nbsp;&nbsp; 5.85%, 04/01/2055 (Callable 10/01/2054) | &nbsp;&nbsp; 5.85%, 04/01/2055 (Callable 10/01/2054) | 8000000 | 8113038 |
|  NorthWestern Corp., 5.07%, 03/21/2030 (Callable 02/21/2030) <sup>(a)</sup> | NorthWestern Corp., 5.07%, 03/21/2030 (Callable 02/21/2030) <sup>(a)</sup> | 5300000 | 5428922 |
|  Oglethorpe Power Corp., 6.20%, 12/01/2053 (Callable 06/01/2053) | Oglethorpe Power Corp., 6.20%, 12/01/2053 (Callable 06/01/2053) | 5000000 | 5262763 |
|  Ohio Power Co., 5.00%, 06/01/2033 (Callable 03/01/2033) | Ohio Power Co., 5.00%, 06/01/2033 (Callable 03/01/2033) | 8150000 | 8261123 |
|  Oklahoma Gas and Electric Co., 5.60%, 04/01/2053 (Callable 10/01/2052) | Oklahoma Gas and Electric Co., 5.60%, 04/01/2053 (Callable 10/01/2052) | 3700000 | 3694738 |
|  Oncor Electric Delivery Co. LLC, 2.75%, 05/15/2030 (Callable 02/15/2030) | Oncor Electric Delivery Co. LLC, 2.75%, 05/15/2030 (Callable 02/15/2030) | 9500000 | 8912367 |
|  Piedmont Natural Gas Co., Inc., 5.40%, 06/15/2033 (Callable 03/15/2033) | Piedmont Natural Gas Co., Inc., 5.40%, 06/15/2033 (Callable 03/15/2033) | 14050000 | 14602093 |
|  PPL Capital Funding, Inc., 5.25%, 09/01/2034 (Callable 06/01/2034) | PPL Capital Funding, Inc., 5.25%, 09/01/2034 (Callable 06/01/2034) | 6400000 | 6545619 |
| RWE Finance US LLC | RWE Finance US LLC | RWE Finance US LLC | RWE Finance US LLC |
| &nbsp;&nbsp; 5.13%, 09/18/2035 (Callable 06/18/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.13%, 09/18/2035 (Callable 06/18/2035) <sup>(a)</sup> | 25000000 | 24659255 |
| &nbsp;&nbsp; 6.25%, 04/16/2054 (Callable 10/16/2053) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 04/16/2054 (Callable 10/16/2053) <sup>(a)</sup> | 13000000 | 13489370 |
|  |  |  | 490074105 |
| **TOTAL CORPORATE BONDS** (Cost $18,376,797,585) | **TOTAL CORPORATE BONDS** (Cost $18,376,797,585) | **TOTAL CORPORATE BONDS** (Cost $18,376,797,585) | 18167584359 |
| **U.S. TREASURY SECURITIES - 24.4%** | **U.S. TREASURY SECURITIES - 24.4%** | **Par** | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 3.13%, 08/31/2027 | &nbsp;&nbsp; 3.13%, 08/31/2027 | 605625000 | 600018239 |
| &nbsp;&nbsp; 3.88%, 11/30/2027 | &nbsp;&nbsp; 3.88%, 11/30/2027 | 391575000 | 393639947 |
| &nbsp;&nbsp; 4.25%, 01/15/2028 | &nbsp;&nbsp; 4.25%, 01/15/2028 | 541275000 | 548654099 |
| &nbsp;&nbsp; 3.75%, 04/15/2028 | &nbsp;&nbsp; 3.75%, 04/15/2028 | 201450000 | 202063794 |
| &nbsp;&nbsp; 3.63%, 08/15/2028 | &nbsp;&nbsp; 3.63%, 08/15/2028 | 305000000 | 305000000 |
| &nbsp;&nbsp; 2.38%, 03/31/2029 | &nbsp;&nbsp; 2.38%, 03/31/2029 | 50000000 | 47910156 |
| &nbsp;&nbsp; 2.75%, 05/31/2029 | &nbsp;&nbsp; 2.75%, 05/31/2029 | 501900000 | 486117599 |
| &nbsp;&nbsp; 3.88%, 12/31/2029 | &nbsp;&nbsp; 3.88%, 12/31/2029 | 244850000 | 246418570 |
| &nbsp;&nbsp; 4.00%, 01/31/2031 | &nbsp;&nbsp; 4.00%, 01/31/2031 | 300000 | 303129 |
| &nbsp;&nbsp; 1.38%, 11/15/2031 | &nbsp;&nbsp; 1.38%, 11/15/2031 | 130150000 | 112650926 |
| &nbsp;&nbsp; 1.88%, 02/15/2032 | &nbsp;&nbsp; 1.88%, 02/15/2032 | 849850000 | 753976297 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | &nbsp;&nbsp; 2.88%, 05/15/2032 | 462850000 | 435151320 |
| &nbsp;&nbsp; 4.00%, 06/30/2032 | &nbsp;&nbsp; 4.00%, 06/30/2032 | 316375000 | 318006309 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | &nbsp;&nbsp; 3.50%, 02/15/2033 | 400000 | 388328 |
| &nbsp;&nbsp; 4.63%, 02/15/2035 | &nbsp;&nbsp; 4.63%, 02/15/2035 | 16975000 | 17640738 |
| &nbsp;&nbsp; 1.13%, 08/15/2040 | &nbsp;&nbsp; 1.13%, 08/15/2040 | 102000000 | 64323750 |
| &nbsp;&nbsp; 1.38%, 11/15/2040 | &nbsp;&nbsp; 1.38%, 11/15/2040 | 252550000 | 164769146 |
| &nbsp;&nbsp; 2.25%, 05/15/2041 | &nbsp;&nbsp; 2.25%, 05/15/2041 | 290000000 | 214860548 |
| &nbsp;&nbsp; 1.75%, 08/15/2041 | &nbsp;&nbsp; 1.75%, 08/15/2041 | 516650000 | 350555095 |
| &nbsp;&nbsp; 2.00%, 11/15/2041 | &nbsp;&nbsp; 2.00%, 11/15/2041 | 275550000 | 193509292 |
| &nbsp;&nbsp; 2.38%, 02/15/2042 | &nbsp;&nbsp; 2.38%, 02/15/2042 | 538700000 | 399185115 |
| &nbsp;&nbsp; 3.38%, 08/15/2042 | &nbsp;&nbsp; 3.38%, 08/15/2042 | 707625000 | 602918613 |
| &nbsp;&nbsp; 3.88%, 02/15/2043 | &nbsp;&nbsp; 3.88%, 02/15/2043 | 237925000 | 215944820 |
| &nbsp;&nbsp; 2.88%, 05/15/2043 | &nbsp;&nbsp; 2.88%, 05/15/2043 | 683225000 | 535264086 |
| &nbsp;&nbsp; 3.88%, 05/15/2043 | &nbsp;&nbsp; 3.88%, 05/15/2043 | 720175000 | 652349142 |
| &nbsp;&nbsp; 4.63%, 05/15/2044 | &nbsp;&nbsp; 4.63%, 05/15/2044 | 275400000 | 273388288 |
| &nbsp;&nbsp; 2.50%, 02/15/2045 | &nbsp;&nbsp; 2.50%, 02/15/2045 | 499875000 | 358054994 |
| &nbsp;&nbsp; 2.88%, 05/15/2049 | &nbsp;&nbsp; 2.88%, 05/15/2049 | 611700000 | 446254266 |
| &nbsp;&nbsp; 2.25%, 08/15/2049 | &nbsp;&nbsp; 2.25%, 08/15/2049 | 96125000 | 61354785 |
| &nbsp;&nbsp; 2.38%, 05/15/2051 | &nbsp;&nbsp; 2.38%, 05/15/2051 | 477025000 | 306898508 |
| &nbsp;&nbsp; 2.88%, 05/15/2052 | &nbsp;&nbsp; 2.88%, 05/15/2052 | 507475000 | 362130988 |
| &nbsp;&nbsp; 4.75%, 11/15/2053 | &nbsp;&nbsp; 4.75%, 11/15/2053 | 58000000 | 58065703 |
| &nbsp;&nbsp; 4.25%, 02/15/2054 | &nbsp;&nbsp; 4.25%, 02/15/2054 | 226050000 | 208654747 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $10,355,492,327) | **TOTAL U.S. TREASURY SECURITIES** (Cost $10,355,492,327) | **TOTAL U.S. TREASURY SECURITIES** (Cost $10,355,492,327) | 9936421337 |
| **AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 15.9%** | **AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 15.9%** | **Par** | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Pool A89870, 4.50%, 11/01/2039 | &nbsp;&nbsp; Pool A89870, 4.50%, 11/01/2039 | 158237 | 159248 |
| &nbsp;&nbsp; Pool A93505, 4.50%, 08/01/2040 | &nbsp;&nbsp; Pool A93505, 4.50%, 08/01/2040 | 555626 | 557119 |
| &nbsp;&nbsp; Pool A96413, 4.00%, 01/01/2041 | &nbsp;&nbsp; Pool A96413, 4.00%, 01/01/2041 | 3655363 | 3567746 |
| &nbsp;&nbsp; Pool C00689, 6.50%, 12/01/2028 | &nbsp;&nbsp; Pool C00689, 6.50%, 12/01/2028 | 2009 | 2075 |
| &nbsp;&nbsp; Pool C00785, 6.50%, 06/01/2029 | &nbsp;&nbsp; Pool C00785, 6.50%, 06/01/2029 | 946 | 978 |
| &nbsp;&nbsp; Pool C03490, 4.50%, 08/01/2040 | &nbsp;&nbsp; Pool C03490, 4.50%, 08/01/2040 | 726413 | 728589 |
| &nbsp;&nbsp; Pool C09004, 3.50%, 07/01/2042 | &nbsp;&nbsp; Pool C09004, 3.50%, 07/01/2042 | 5771564 | 5464974 |
| &nbsp;&nbsp; Pool C91466, 3.00%, 07/01/2032 | &nbsp;&nbsp; Pool C91466, 3.00%, 07/01/2032 | 2549268 | 2480735 |
| &nbsp;&nbsp; Pool C91568, 3.00%, 10/01/2032 | &nbsp;&nbsp; Pool C91568, 3.00%, 10/01/2032 | 1958120 | 1903784 |
| &nbsp;&nbsp; Pool C91581, 3.00%, 11/01/2032 | &nbsp;&nbsp; Pool C91581, 3.00%, 11/01/2032 | 3033899 | 2942874 |
| &nbsp;&nbsp; Pool C91594, 3.00%, 01/01/2033 | &nbsp;&nbsp; Pool C91594, 3.00%, 01/01/2033 | 1483756 | 1439439 |
| &nbsp;&nbsp; Pool C91826, 3.00%, 05/01/2035 | &nbsp;&nbsp; Pool C91826, 3.00%, 05/01/2035 | 4438091 | 4221080 |
| &nbsp;&nbsp; Pool C91852, 3.00%, 10/01/2035 | &nbsp;&nbsp; Pool C91852, 3.00%, 10/01/2035 | 3809663 | 3628951 |
| &nbsp;&nbsp; Pool G04222, 5.50%, 04/01/2038 | &nbsp;&nbsp; Pool G04222, 5.50%, 04/01/2038 | 18786 | 19563 |
| &nbsp;&nbsp; Pool G04834, 5.00%, 03/01/2036 | &nbsp;&nbsp; Pool G04834, 5.00%, 03/01/2036 | 1346430 | 1379872 |
| &nbsp;&nbsp; Pool G06068, 4.00%, 10/01/2040 | &nbsp;&nbsp; Pool G06068, 4.00%, 10/01/2040 | 6027092 | 5883857 |
| &nbsp;&nbsp; Pool G07304, 3.50%, 12/01/2042 | &nbsp;&nbsp; Pool G07304, 3.50%, 12/01/2042 | 5498738 | 5213466 |
| &nbsp;&nbsp; Pool G07601, 3.00%, 07/01/2043 | &nbsp;&nbsp; Pool G07601, 3.00%, 07/01/2043 | 13872661 | 12764680 |
| &nbsp;&nbsp; Pool G07801, 4.00%, 10/01/2044 | &nbsp;&nbsp; Pool G07801, 4.00%, 10/01/2044 | 4994787 | 4829656 |
| &nbsp;&nbsp; Pool G07849, 3.50%, 05/01/2044 | &nbsp;&nbsp; Pool G07849, 3.50%, 05/01/2044 | 13908030 | 13135905 |
| &nbsp;&nbsp; Pool G07995, 5.50%, 01/01/2039 | &nbsp;&nbsp; Pool G07995, 5.50%, 01/01/2039 | 4613723 | 4734847 |
| &nbsp;&nbsp; Pool G08192, 5.50%, 04/01/2037 | &nbsp;&nbsp; Pool G08192, 5.50%, 04/01/2037 | 32884 | 34257 |
| &nbsp;&nbsp; Pool G08269, 5.50%, 05/01/2038 | &nbsp;&nbsp; Pool G08269, 5.50%, 05/01/2038 | 30499 | 31635 |
| &nbsp;&nbsp; Pool G08372, 4.50%, 11/01/2039 | &nbsp;&nbsp; Pool G08372, 4.50%, 11/01/2039 | 531375 | 534442 |
| &nbsp;&nbsp; Pool G08500, 3.50%, 07/01/2042 | &nbsp;&nbsp; Pool G08500, 3.50%, 07/01/2042 | 8404954 | 7963682 |
| &nbsp;&nbsp; Pool G08518, 3.00%, 02/01/2043 | &nbsp;&nbsp; Pool G08518, 3.00%, 02/01/2043 | 1972050 | 1815571 |
| &nbsp;&nbsp; Pool G08528, 3.00%, 04/01/2043 | &nbsp;&nbsp; Pool G08528, 3.00%, 04/01/2043 | 4160155 | 3829177 |
| &nbsp;&nbsp; Pool G08534, 3.00%, 06/01/2043 | &nbsp;&nbsp; Pool G08534, 3.00%, 06/01/2043 | 3449972 | 3174770 |
| &nbsp;&nbsp; Pool G08540, 3.00%, 08/01/2043 | &nbsp;&nbsp; Pool G08540, 3.00%, 08/01/2043 | 7947337 | 7311722 |
| &nbsp;&nbsp; Pool G08606, 4.00%, 09/01/2044 | &nbsp;&nbsp; Pool G08606, 4.00%, 09/01/2044 | 2641078 | 2548858 |
| &nbsp;&nbsp; Pool G08628, 4.00%, 02/01/2045 | &nbsp;&nbsp; Pool G08628, 4.00%, 02/01/2045 | 3093874 | 2983289 |
| &nbsp;&nbsp; Pool G08681, 3.50%, 12/01/2045 | &nbsp;&nbsp; Pool G08681, 3.50%, 12/01/2045 | 2558073 | 2403557 |
| &nbsp;&nbsp; Pool G08682, 4.00%, 12/01/2045 | &nbsp;&nbsp; Pool G08682, 4.00%, 12/01/2045 | 1878243 | 1809162 |
| &nbsp;&nbsp; Pool G08694, 4.00%, 02/01/2046 | &nbsp;&nbsp; Pool G08694, 4.00%, 02/01/2046 | 2279002 | 2176405 |
| &nbsp;&nbsp; Pool G08707, 4.00%, 05/01/2046 | &nbsp;&nbsp; Pool G08707, 4.00%, 05/01/2046 | 191912 | 184754 |
| &nbsp;&nbsp; Pool G16501, 3.00%, 04/01/2033 | &nbsp;&nbsp; Pool G16501, 3.00%, 04/01/2033 | 4441123 | 4331847 |
| &nbsp;&nbsp; Pool G30615, 3.00%, 12/01/2032 | &nbsp;&nbsp; Pool G30615, 3.00%, 12/01/2032 | 3205172 | 3108176 |
| &nbsp;&nbsp; Pool G30974, 3.50%, 01/01/2034 | &nbsp;&nbsp; Pool G30974, 3.50%, 01/01/2034 | 4954045 | 4867810 |
| &nbsp;&nbsp; Pool G60137, 3.50%, 02/01/2043 | &nbsp;&nbsp; Pool G60137, 3.50%, 02/01/2043 | 7296863 | 6949793 |
| &nbsp;&nbsp; Pool G60393, 3.50%, 01/01/2046 | &nbsp;&nbsp; Pool G60393, 3.50%, 01/01/2046 | 14295579 | 13455888 |
| &nbsp;&nbsp; Pool G60440, 3.50%, 03/01/2046 | &nbsp;&nbsp; Pool G60440, 3.50%, 03/01/2046 | 2066593 | 1945211 |
| &nbsp;&nbsp; Pool G60722, 3.00%, 10/01/2046 | &nbsp;&nbsp; Pool G60722, 3.00%, 10/01/2046 | 23347580 | 21134885 |
| &nbsp;&nbsp; Pool G60774, 3.00%, 10/01/2045 | &nbsp;&nbsp; Pool G60774, 3.00%, 10/01/2045 | 10377277 | 9550739 |
| &nbsp;&nbsp; Pool G60785, 4.00%, 08/01/2046 | &nbsp;&nbsp; Pool G60785, 4.00%, 08/01/2046 | 3534940 | 3406764 |
| &nbsp;&nbsp; Pool G60864, 3.00%, 02/01/2047 | &nbsp;&nbsp; Pool G60864, 3.00%, 02/01/2047 | 14387027 | 13093140 |
| &nbsp;&nbsp; Pool G60988, 3.00%, 05/01/2047 | &nbsp;&nbsp; Pool G60988, 3.00%, 05/01/2047 | 26065684 | 23600666 |
| &nbsp;&nbsp; Pool G60994, 3.50%, 01/01/2045 | &nbsp;&nbsp; Pool G60994, 3.50%, 01/01/2045 | 7844561 | 7412388 |
| &nbsp;&nbsp; Pool G61195, 3.50%, 08/01/2044 | &nbsp;&nbsp; Pool G61195, 3.50%, 08/01/2044 | 9870787 | 9324938 |
| &nbsp;&nbsp; Pool G61225, 4.50%, 12/01/2043 | &nbsp;&nbsp; Pool G61225, 4.50%, 12/01/2043 | 3029931 | 3042735 |
| &nbsp;&nbsp; Pool G61297, 3.50%, 08/01/2047 | &nbsp;&nbsp; Pool G61297, 3.50%, 08/01/2047 | 6865667 | 6462418 |
| &nbsp;&nbsp; Pool G61581, 4.00%, 08/01/2048 | &nbsp;&nbsp; Pool G61581, 4.00%, 08/01/2048 | 6839487 | 6580064 |
| &nbsp;&nbsp; Pool G61849, 4.50%, 11/01/2046 | &nbsp;&nbsp; Pool G61849, 4.50%, 11/01/2046 | 21088349 | 21129775 |
| &nbsp;&nbsp; Pool G67701, 3.00%, 10/01/2046 | &nbsp;&nbsp; Pool G67701, 3.00%, 10/01/2046 | 91470480 | 83754939 |
| &nbsp;&nbsp; Pool G67702, 4.00%, 01/01/2047 | &nbsp;&nbsp; Pool G67702, 4.00%, 01/01/2047 | 13526177 | 13042273 |
| &nbsp;&nbsp; Pool G67710, 3.50%, 03/01/2048 | &nbsp;&nbsp; Pool G67710, 3.50%, 03/01/2048 | 32401822 | 30232135 |
| &nbsp;&nbsp; Pool G67712, 4.00%, 06/01/2048 | &nbsp;&nbsp; Pool G67712, 4.00%, 06/01/2048 | 22180579 | 21486634 |
| &nbsp;&nbsp; Pool Q08998, 3.50%, 06/01/2042 | &nbsp;&nbsp; Pool Q08998, 3.50%, 06/01/2042 | 1565427 | 1486147 |
| &nbsp;&nbsp; Pool Q10378, 3.00%, 08/01/2042 | &nbsp;&nbsp; Pool Q10378, 3.00%, 08/01/2042 | 5399734 | 4975746 |
| &nbsp;&nbsp; Pool Q11218, 3.50%, 09/01/2042 | &nbsp;&nbsp; Pool Q11218, 3.50%, 09/01/2042 | 3536621 | 3344379 |
| &nbsp;&nbsp; Pool Q13205, 3.00%, 11/01/2042 | &nbsp;&nbsp; Pool Q13205, 3.00%, 11/01/2042 | 18288949 | 16850985 |
| &nbsp;&nbsp; Pool Q14875, 3.00%, 01/01/2043 | &nbsp;&nbsp; Pool Q14875, 3.00%, 01/01/2043 | 10111428 | 9315451 |
| &nbsp;&nbsp; Pool Q16455, 3.00%, 03/01/2043 | &nbsp;&nbsp; Pool Q16455, 3.00%, 03/01/2043 | 6433753 | 5923934 |
| &nbsp;&nbsp; Pool Q17640, 3.00%, 04/01/2043 | &nbsp;&nbsp; Pool Q17640, 3.00%, 04/01/2043 | 4668321 | 4298379 |
| &nbsp;&nbsp; Pool Q50031, 3.50%, 08/01/2047 | &nbsp;&nbsp; Pool Q50031, 3.50%, 08/01/2047 | 18726704 | 17518193 |
| &nbsp;&nbsp; Pool QB1368, 2.50%, 07/01/2050 | &nbsp;&nbsp; Pool QB1368, 2.50%, 07/01/2050 | 23677115 | 20384966 |
| &nbsp;&nbsp; Pool QC5811, 2.00%, 08/01/2051 | &nbsp;&nbsp; Pool QC5811, 2.00%, 08/01/2051 | 12038610 | 9892660 |
| &nbsp;&nbsp; Pool RA4524, 1.50%, 02/01/2051 | &nbsp;&nbsp; Pool RA4524, 1.50%, 02/01/2051 | 17277556 | 13279515 |
| &nbsp;&nbsp; Pool RA4549, 2.50%, 02/01/2051 | &nbsp;&nbsp; Pool RA4549, 2.50%, 02/01/2051 | 51119153 | 44000483 |
| &nbsp;&nbsp; Pool RA5077, 2.50%, 05/01/2051 | &nbsp;&nbsp; Pool RA5077, 2.50%, 05/01/2051 | 20530240 | 17671107 |
| &nbsp;&nbsp; Pool RB0771, 2.50%, 02/01/2042 | &nbsp;&nbsp; Pool RB0771, 2.50%, 02/01/2042 | 13923377 | 12421179 |
| &nbsp;&nbsp; Pool RB0788, 2.50%, 03/01/2042 | &nbsp;&nbsp; Pool RB0788, 2.50%, 03/01/2042 | 18629471 | 16642589 |
| &nbsp;&nbsp; Pool RB5089, 1.50%, 12/01/2040 | &nbsp;&nbsp; Pool RB5089, 1.50%, 12/01/2040 | 72061399 | 60273102 |
| &nbsp;&nbsp; Pool RB5090, 2.00%, 12/01/2040 | &nbsp;&nbsp; Pool RB5090, 2.00%, 12/01/2040 | 57159012 | 49520099 |
| &nbsp;&nbsp; Pool RB5100, 2.00%, 02/01/2041 | &nbsp;&nbsp; Pool RB5100, 2.00%, 02/01/2041 | 18022255 | 15774441 |
| &nbsp;&nbsp; Pool RB5110, 1.50%, 05/01/2041 | &nbsp;&nbsp; Pool RB5110, 1.50%, 05/01/2041 | 67159535 | 56762238 |
| &nbsp;&nbsp; Pool RB5111, 2.00%, 05/01/2041 | &nbsp;&nbsp; Pool RB5111, 2.00%, 05/01/2041 | 15234827 | 13194276 |
| &nbsp;&nbsp; Pool RB5138, 2.00%, 12/01/2041 | &nbsp;&nbsp; Pool RB5138, 2.00%, 12/01/2041 | 87742339 | 75888092 |
| &nbsp;&nbsp; Pool SB0084, 3.00%, 02/01/2032 | &nbsp;&nbsp; Pool SB0084, 3.00%, 02/01/2032 | 4147879 | 4074990 |
| &nbsp;&nbsp; Pool SB0463, 2.50%, 01/01/2036 | &nbsp;&nbsp; Pool SB0463, 2.50%, 01/01/2036 | 21536565 | 20467498 |
| &nbsp;&nbsp; Pool SB8088, 1.50%, 02/01/2036 | &nbsp;&nbsp; Pool SB8088, 1.50%, 02/01/2036 | 38801120 | 34814560 |
| &nbsp;&nbsp; Pool SC0157, 2.50%, 07/01/2041 | &nbsp;&nbsp; Pool SC0157, 2.50%, 07/01/2041 | 32175772 | 28776484 |
| &nbsp;&nbsp; Pool SC0158, 2.50%, 04/01/2041 | &nbsp;&nbsp; Pool SC0158, 2.50%, 04/01/2041 | 14219449 | 12735015 |
| &nbsp;&nbsp; Pool SC0208, 2.00%, 11/01/2041 | &nbsp;&nbsp; Pool SC0208, 2.00%, 11/01/2041 | 30989752 | 26899206 |
| &nbsp;&nbsp; Pool SD0047, 3.50%, 07/01/2045 | &nbsp;&nbsp; Pool SD0047, 3.50%, 07/01/2045 | 6466883 | 6104103 |
| &nbsp;&nbsp; Pool SD0295, 3.00%, 02/01/2049 | &nbsp;&nbsp; Pool SD0295, 3.00%, 02/01/2049 | 24726018 | 22478976 |
| &nbsp;&nbsp; Pool SD2181, 5.50%, 01/01/2053 | &nbsp;&nbsp; Pool SD2181, 5.50%, 01/01/2053 | 11755475 | 11954055 |
| &nbsp;&nbsp; Pool SD2446, 5.50%, 03/01/2053 | &nbsp;&nbsp; Pool SD2446, 5.50%, 03/01/2053 | 43535448 | 44342372 |
| &nbsp;&nbsp; Pool SD2903, 2.00%, 03/01/2051 | &nbsp;&nbsp; Pool SD2903, 2.00%, 03/01/2051 | 164945041 | 134331393 |
| &nbsp;&nbsp; Pool SD3008, 4.50%, 05/01/2048 | &nbsp;&nbsp; Pool SD3008, 4.50%, 05/01/2048 | 11743105 | 11749738 |
| &nbsp;&nbsp; Pool SD3387, 6.00%, 07/01/2053 | &nbsp;&nbsp; Pool SD3387, 6.00%, 07/01/2053 | 55818620 | 57838471 |
| &nbsp;&nbsp; Pool SD4957, 2.00%, 03/01/2051 | &nbsp;&nbsp; Pool SD4957, 2.00%, 03/01/2051 | 47949214 | 38747634 |
| &nbsp;&nbsp; Pool SD5044, 6.00%, 03/01/2054 | &nbsp;&nbsp; Pool SD5044, 6.00%, 03/01/2054 | 44888178 | 46348094 |
| &nbsp;&nbsp; Pool SD5594, 5.50%, 07/01/2053 | &nbsp;&nbsp; Pool SD5594, 5.50%, 07/01/2053 | 25003007 | 25301438 |
| &nbsp;&nbsp; Pool SD7516, 4.00%, 05/01/2050 | &nbsp;&nbsp; Pool SD7516, 4.00%, 05/01/2050 | 40275398 | 38557273 |
| &nbsp;&nbsp; Pool SD7534, 2.50%, 02/01/2051 | &nbsp;&nbsp; Pool SD7534, 2.50%, 02/01/2051 | 82512295 | 71208781 |
| &nbsp;&nbsp; Pool SD7541, 2.00%, 05/01/2051 | &nbsp;&nbsp; Pool SD7541, 2.00%, 05/01/2051 | 60669263 | 49767657 |
| &nbsp;&nbsp; Pool SD7548, 2.50%, 11/01/2051 | &nbsp;&nbsp; Pool SD7548, 2.50%, 11/01/2051 | 82464999 | 70980082 |
| &nbsp;&nbsp; Pool SD7553, 3.00%, 03/01/2052 | &nbsp;&nbsp; Pool SD7553, 3.00%, 03/01/2052 | 69207762 | 61864090 |
| &nbsp;&nbsp; Pool SD7555, 3.00%, 08/01/2052 | &nbsp;&nbsp; Pool SD7555, 3.00%, 08/01/2052 | 21968288 | 19637369 |
| &nbsp;&nbsp; Pool SE5001, 2.00%, 06/01/2052 | &nbsp;&nbsp; Pool SE5001, 2.00%, 06/01/2052 | 58611320 | 48381024 |
| &nbsp;&nbsp; Pool U69907, 3.50%, 03/01/2043 | &nbsp;&nbsp; Pool U69907, 3.50%, 03/01/2043 | 16141059 | 15212807 |
| &nbsp;&nbsp; Pool V81992, 4.00%, 10/01/2045 | &nbsp;&nbsp; Pool V81992, 4.00%, 10/01/2045 | 4301277 | 4143972 |
| &nbsp;&nbsp; Pool Z40130, 3.00%, 01/01/2046 | &nbsp;&nbsp; Pool Z40130, 3.00%, 01/01/2046 | 35029113 | 32283296 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Pool 251967, 6.50%, 09/01/2028 | &nbsp;&nbsp; Pool 251967, 6.50%, 09/01/2028 | 1488 | 1535 |
| &nbsp;&nbsp; Pool 252255, 6.50%, 02/01/2029 | &nbsp;&nbsp; Pool 252255, 6.50%, 02/01/2029 | 3350 | 3457 |
| &nbsp;&nbsp; Pool 257203, 5.00%, 05/01/2028 | &nbsp;&nbsp; Pool 257203, 5.00%, 05/01/2028 | 4151 | 4175 |
| &nbsp;&nbsp; Pool 310209, 3.50%, 08/01/2043 | &nbsp;&nbsp; Pool 310209, 3.50%, 08/01/2043 | 48395971 | 46234433 |
| &nbsp;&nbsp; Pool 310210, 4.00%, 05/01/2044 | &nbsp;&nbsp; Pool 310210, 4.00%, 05/01/2044 | 51927390 | 50374782 |
| &nbsp;&nbsp; Pool 310213, 3.00%, 03/01/2047 | &nbsp;&nbsp; Pool 310213, 3.00%, 03/01/2047 | 58436420 | 51575836 |
| &nbsp;&nbsp; Pool 357426, 5.00%, 09/01/2033 | &nbsp;&nbsp; Pool 357426, 5.00%, 09/01/2033 | 2651785 | 2688137 |
| &nbsp;&nbsp; Pool 545407, 5.50%, 01/01/2032 | &nbsp;&nbsp; Pool 545407, 5.50%, 01/01/2032 | 1864 | 1922 |
| &nbsp;&nbsp; Pool 725025, 4.50%, 10/01/2033 | &nbsp;&nbsp; Pool 725025, 4.50%, 10/01/2033 | 5222452 | 5191953 |
| &nbsp;&nbsp; Pool 725424, 5.50%, 04/01/2034 | &nbsp;&nbsp; Pool 725424, 5.50%, 04/01/2034 | 187595 | 192548 |
| &nbsp;&nbsp; Pool 725773, 5.50%, 09/01/2034 | &nbsp;&nbsp; Pool 725773, 5.50%, 09/01/2034 | 8705 | 8947 |
| &nbsp;&nbsp; Pool 735228, 5.50%, 02/01/2035 | &nbsp;&nbsp; Pool 735228, 5.50%, 02/01/2035 | 7571 | 7858 |
| &nbsp;&nbsp; Pool 735382, 5.00%, 04/01/2035 | &nbsp;&nbsp; Pool 735382, 5.00%, 04/01/2035 | 316328 | 323536 |
| &nbsp;&nbsp; Pool 735676, 5.00%, 07/01/2035 | &nbsp;&nbsp; Pool 735676, 5.00%, 07/01/2035 | 959543 | 981396 |
| &nbsp;&nbsp; Pool 745275, 5.00%, 02/01/2036 | &nbsp;&nbsp; Pool 745275, 5.00%, 02/01/2036 | 593295 | 607557 |
| &nbsp;&nbsp; Pool 745355, 5.00%, 03/01/2036 | &nbsp;&nbsp; Pool 745355, 5.00%, 03/01/2036 | 275843 | 283377 |
| &nbsp;&nbsp; Pool 745418, 5.50%, 04/01/2036 | &nbsp;&nbsp; Pool 745418, 5.50%, 04/01/2036 | 889527 | 925533 |
| &nbsp;&nbsp; Pool 889579, 6.00%, 05/01/2038 | &nbsp;&nbsp; Pool 889579, 6.00%, 05/01/2038 | 1588285 | 1673755 |
| &nbsp;&nbsp; Pool 890355, 3.50%, 09/01/2041 | &nbsp;&nbsp; Pool 890355, 3.50%, 09/01/2041 | 7993858 | 7621181 |
| &nbsp;&nbsp; Pool AB0110, 5.00%, 02/01/2035 | &nbsp;&nbsp; Pool AB0110, 5.00%, 02/01/2035 | 4472033 | 4533423 |
| &nbsp;&nbsp; Pool AB0125, 5.00%, 02/01/2035 | &nbsp;&nbsp; Pool AB0125, 5.00%, 02/01/2035 | 3017271 | 3058646 |
| &nbsp;&nbsp; Pool AB0731, 4.00%, 06/01/2039 | &nbsp;&nbsp; Pool AB0731, 4.00%, 06/01/2039 | 2779746 | 2758525 |
| &nbsp;&nbsp; Pool AB5188, 3.50%, 05/01/2042 | &nbsp;&nbsp; Pool AB5188, 3.50%, 05/01/2042 | 5557620 | 5256046 |
| &nbsp;&nbsp; Pool AB6492, 3.00%, 10/01/2042 | &nbsp;&nbsp; Pool AB6492, 3.00%, 10/01/2042 | 18760867 | 17265105 |
| &nbsp;&nbsp; Pool AB6496, 3.00%, 10/01/2042 | &nbsp;&nbsp; Pool AB6496, 3.00%, 10/01/2042 | 7545139 | 6942788 |
| &nbsp;&nbsp; Pool AB9374, 3.50%, 05/01/2043 | &nbsp;&nbsp; Pool AB9374, 3.50%, 05/01/2043 | 6852311 | 6462060 |
| &nbsp;&nbsp; Pool AB9673, 3.50%, 06/01/2043 | &nbsp;&nbsp; Pool AB9673, 3.50%, 06/01/2043 | 3662490 | 3457161 |
| &nbsp;&nbsp; Pool AC6794, 4.50%, 01/01/2040 | &nbsp;&nbsp; Pool AC6794, 4.50%, 01/01/2040 | 2297516 | 2308017 |
| &nbsp;&nbsp; Pool AD6438, 5.00%, 06/01/2040 | &nbsp;&nbsp; Pool AD6438, 5.00%, 06/01/2040 | 3261978 | 3340627 |
| &nbsp;&nbsp; Pool AD8522, 4.00%, 08/01/2040 | &nbsp;&nbsp; Pool AD8522, 4.00%, 08/01/2040 | 246507 | 241274 |
| &nbsp;&nbsp; Pool AE0217, 4.50%, 08/01/2040 | &nbsp;&nbsp; Pool AE0217, 4.50%, 08/01/2040 | 1139544 | 1143348 |
| &nbsp;&nbsp; Pool AE0218, 4.50%, 08/01/2040 | &nbsp;&nbsp; Pool AE0218, 4.50%, 08/01/2040 | 3111670 | 3121097 |
| &nbsp;&nbsp; Pool AE0828, 3.50%, 02/01/2041 | &nbsp;&nbsp; Pool AE0828, 3.50%, 02/01/2041 | 571193 | 544978 |
| &nbsp;&nbsp; Pool AE0949, 4.00%, 02/01/2041 | &nbsp;&nbsp; Pool AE0949, 4.00%, 02/01/2041 | 97234 | 94770 |
| &nbsp;&nbsp; Pool AE5463, 4.00%, 10/01/2040 | &nbsp;&nbsp; Pool AE5463, 4.00%, 10/01/2040 | 429134 | 418964 |
| &nbsp;&nbsp; Pool AH0621, 3.50%, 01/01/2041 | &nbsp;&nbsp; Pool AH0621, 3.50%, 01/01/2041 | 571584 | 544345 |
| &nbsp;&nbsp; Pool AH1107, 4.00%, 12/01/2040 | &nbsp;&nbsp; Pool AH1107, 4.00%, 12/01/2040 | 1450413 | 1413950 |
| &nbsp;&nbsp; Pool AH3394, 4.00%, 01/01/2041 | &nbsp;&nbsp; Pool AH3394, 4.00%, 01/01/2041 | 1001761 | 976578 |
| &nbsp;&nbsp; Pool AH7007, 4.00%, 03/01/2041 | &nbsp;&nbsp; Pool AH7007, 4.00%, 03/01/2041 | 1911399 | 1863345 |
| &nbsp;&nbsp; Pool AI7784, 4.50%, 07/01/2041 | &nbsp;&nbsp; Pool AI7784, 4.50%, 07/01/2041 | 1443491 | 1443858 |
| &nbsp;&nbsp; Pool AJ1407, 4.00%, 09/01/2041 | &nbsp;&nbsp; Pool AJ1407, 4.00%, 09/01/2041 | 661662 | 643661 |
| &nbsp;&nbsp; Pool AJ7680, 3.50%, 12/01/2041 | &nbsp;&nbsp; Pool AJ7680, 3.50%, 12/01/2041 | 739518 | 703969 |
| &nbsp;&nbsp; Pool AJ7689, 4.00%, 12/01/2041 | &nbsp;&nbsp; Pool AJ7689, 4.00%, 12/01/2041 | 3362531 | 3270360 |
| &nbsp;&nbsp; Pool AK2400, 4.00%, 02/01/2042 | &nbsp;&nbsp; Pool AK2400, 4.00%, 02/01/2042 | 6793745 | 6607499 |
| &nbsp;&nbsp; Pool AL5075, 4.50%, 01/01/2040 | &nbsp;&nbsp; Pool AL5075, 4.50%, 01/01/2040 | 879480 | 876602 |
| &nbsp;&nbsp; Pool AL5097, 4.50%, 09/01/2043 | &nbsp;&nbsp; Pool AL5097, 4.50%, 09/01/2043 | 4299848 | 4286342 |
| &nbsp;&nbsp; Pool AL6441, 4.00%, 02/01/2045 | &nbsp;&nbsp; Pool AL6441, 4.00%, 02/01/2045 | 7265444 | 7001772 |
| &nbsp;&nbsp; Pool AL6715, 4.00%, 02/01/2045 | &nbsp;&nbsp; Pool AL6715, 4.00%, 02/01/2045 | 905808 | 873031 |
| &nbsp;&nbsp; Pool AL7521, 5.00%, 06/01/2039 | &nbsp;&nbsp; Pool AL7521, 5.00%, 06/01/2039 | 3999625 | 4051676 |
| &nbsp;&nbsp; Pool AL7822, 4.00%, 07/01/2043 | &nbsp;&nbsp; Pool AL7822, 4.00%, 07/01/2043 | 8948783 | 8703485 |
| &nbsp;&nbsp; Pool AL7941, 4.00%, 12/01/2045 | &nbsp;&nbsp; Pool AL7941, 4.00%, 12/01/2045 | 7413521 | 7226720 |
| &nbsp;&nbsp; Pool AL8385, 4.00%, 04/01/2046 | &nbsp;&nbsp; Pool AL8385, 4.00%, 04/01/2046 | 13571138 | 13107170 |
| &nbsp;&nbsp; Pool AL9267, 3.00%, 10/01/2046 | &nbsp;&nbsp; Pool AL9267, 3.00%, 10/01/2046 | 10469898 | 9468271 |
| &nbsp;&nbsp; Pool AL9555, 4.00%, 02/01/2045 | &nbsp;&nbsp; Pool AL9555, 4.00%, 02/01/2045 | 1938536 | 1886207 |
| &nbsp;&nbsp; Pool AL9764, 4.50%, 02/01/2046 | &nbsp;&nbsp; Pool AL9764, 4.50%, 02/01/2046 | 8265659 | 8269446 |
| &nbsp;&nbsp; Pool AO2970, 3.00%, 05/01/2042 | &nbsp;&nbsp; Pool AO2970, 3.00%, 05/01/2042 | 960157 | 883904 |
| &nbsp;&nbsp; Pool AO4137, 3.50%, 06/01/2042 | &nbsp;&nbsp; Pool AO4137, 3.50%, 06/01/2042 | 1747968 | 1657443 |
| &nbsp;&nbsp; Pool AO8044, 3.50%, 07/01/2042 | &nbsp;&nbsp; Pool AO8044, 3.50%, 07/01/2042 | 38116854 | 36213680 |
| &nbsp;&nbsp; Pool AP0489, 3.50%, 08/01/2042 | &nbsp;&nbsp; Pool AP0489, 3.50%, 08/01/2042 | 3086335 | 2930317 |
| &nbsp;&nbsp; Pool AR9197, 3.00%, 03/01/2043 | &nbsp;&nbsp; Pool AR9197, 3.00%, 03/01/2043 | 2062153 | 1896456 |
| &nbsp;&nbsp; Pool AS0303, 3.00%, 08/01/2043 | &nbsp;&nbsp; Pool AS0303, 3.00%, 08/01/2043 | 2651406 | 2436141 |
| &nbsp;&nbsp; Pool AS4257, 4.00%, 01/01/2045 | &nbsp;&nbsp; Pool AS4257, 4.00%, 01/01/2045 | 3386831 | 3263550 |
| &nbsp;&nbsp; Pool AS4582, 4.00%, 03/01/2045 | &nbsp;&nbsp; Pool AS4582, 4.00%, 03/01/2045 | 2981993 | 2872233 |
| &nbsp;&nbsp; Pool AS6312, 4.00%, 12/01/2045 | &nbsp;&nbsp; Pool AS6312, 4.00%, 12/01/2045 | 12164232 | 11695046 |
| &nbsp;&nbsp; Pool AS9392, 3.50%, 04/01/2047 | &nbsp;&nbsp; Pool AS9392, 3.50%, 04/01/2047 | 19268234 | 17981736 |
| &nbsp;&nbsp; Pool AT0682, 3.00%, 04/01/2043 | &nbsp;&nbsp; Pool AT0682, 3.00%, 04/01/2043 | 781861 | 718711 |
| &nbsp;&nbsp; Pool AT2720, 3.00%, 05/01/2043 | &nbsp;&nbsp; Pool AT2720, 3.00%, 05/01/2043 | 2873316 | 2642738 |
| &nbsp;&nbsp; Pool AT2725, 3.00%, 05/01/2043 | &nbsp;&nbsp; Pool AT2725, 3.00%, 05/01/2043 | 7752018 | 7127491 |
| &nbsp;&nbsp; Pool AT5900, 3.00%, 06/01/2043 | &nbsp;&nbsp; Pool AT5900, 3.00%, 06/01/2043 | 8400770 | 7722231 |
| &nbsp;&nbsp; Pool AU1629, 3.00%, 07/01/2043 | &nbsp;&nbsp; Pool AU1629, 3.00%, 07/01/2043 | 6893014 | 6335547 |
| &nbsp;&nbsp; Pool AW8165, 4.00%, 01/01/2042 | &nbsp;&nbsp; Pool AW8165, 4.00%, 01/01/2042 | 6728224 | 6552131 |
| &nbsp;&nbsp; Pool AX5316, 4.50%, 01/01/2042 | &nbsp;&nbsp; Pool AX5316, 4.50%, 01/01/2042 | 3204811 | 3206280 |
| &nbsp;&nbsp; Pool AZ9565, 3.50%, 12/01/2045 | &nbsp;&nbsp; Pool AZ9565, 3.50%, 12/01/2045 | 3570331 | 3356499 |
| &nbsp;&nbsp; Pool BF0212, 4.50%, 02/01/2041 | &nbsp;&nbsp; Pool BF0212, 4.50%, 02/01/2041 | 14846329 | 14848113 |
| &nbsp;&nbsp; Pool BF0231, 3.00%, 04/01/2042 | &nbsp;&nbsp; Pool BF0231, 3.00%, 04/01/2042 | 18962044 | 18077887 |
| &nbsp;&nbsp; Pool BF0246, 4.50%, 06/01/2051 | &nbsp;&nbsp; Pool BF0246, 4.50%, 06/01/2051 | 38778597 | 38297455 |
| &nbsp;&nbsp; Pool BF0534, 3.00%, 09/01/2050 | &nbsp;&nbsp; Pool BF0534, 3.00%, 09/01/2050 | 7035778 | 6322922 |
| &nbsp;&nbsp; Pool BM1047, 4.00%, 02/01/2045 | &nbsp;&nbsp; Pool BM1047, 4.00%, 02/01/2045 | 3486394 | 3390820 |
| &nbsp;&nbsp; Pool BM1155, 4.00%, 03/01/2047 | &nbsp;&nbsp; Pool BM1155, 4.00%, 03/01/2047 | 9355609 | 9004149 |
| &nbsp;&nbsp; Pool BM1428, 3.50%, 09/01/2043 | &nbsp;&nbsp; Pool BM1428, 3.50%, 09/01/2043 | 10654177 | 10046146 |
| &nbsp;&nbsp; Pool BM1753, 4.00%, 05/01/2037 | &nbsp;&nbsp; Pool BM1753, 4.00%, 05/01/2037 | 13785680 | 13583328 |
| &nbsp;&nbsp; Pool BM2005, 4.00%, 12/01/2047 | &nbsp;&nbsp; Pool BM2005, 4.00%, 12/01/2047 | 14359627 | 13805652 |
| &nbsp;&nbsp; Pool BM3108, 4.50%, 08/01/2046 | &nbsp;&nbsp; Pool BM3108, 4.50%, 08/01/2046 | 7415345 | 7375255 |
| &nbsp;&nbsp; Pool BM3926, 3.50%, 08/01/2037 | &nbsp;&nbsp; Pool BM3926, 3.50%, 08/01/2037 | 8050172 | 7781991 |
| &nbsp;&nbsp; Pool BM3972, 2.50%, 04/01/2038 | &nbsp;&nbsp; Pool BM3972, 2.50%, 04/01/2038 | 17211064 | 15992730 |
| &nbsp;&nbsp; Pool BM5136, 4.00%, 06/01/2046 | &nbsp;&nbsp; Pool BM5136, 4.00%, 06/01/2046 | 33265905 | 32258316 |
| &nbsp;&nbsp; Pool BM5387, 4.00%, 08/01/2034 | &nbsp;&nbsp; Pool BM5387, 4.00%, 08/01/2034 | 33408500 | 33100517 |
| &nbsp;&nbsp; Pool BM5538, 5.00%, 11/01/2048 | &nbsp;&nbsp; Pool BM5538, 5.00%, 11/01/2048 | 9114515 | 9222010 |
| &nbsp;&nbsp; Pool BM5803, 4.50%, 04/01/2039 | &nbsp;&nbsp; Pool BM5803, 4.50%, 04/01/2039 | 4798406 | 4830207 |
| &nbsp;&nbsp; Pool BM5919, 3.50%, 08/01/2043 | &nbsp;&nbsp; Pool BM5919, 3.50%, 08/01/2043 | 3207438 | 3019541 |
| &nbsp;&nbsp; Pool BM7089, 3.00%, 02/01/2052 | &nbsp;&nbsp; Pool BM7089, 3.00%, 02/01/2052 | 72739115 | 64197795 |
| &nbsp;&nbsp; Pool BP6586, 2.00%, 08/01/2035 | &nbsp;&nbsp; Pool BP6586, 2.00%, 08/01/2035 | 15021839 | 13881155 |
| &nbsp;&nbsp; Pool BT6857, 2.00%, 08/01/2051 | &nbsp;&nbsp; Pool BT6857, 2.00%, 08/01/2051 | 9057043 | 7440681 |
| &nbsp;&nbsp; Pool CA5146, 3.00%, 02/01/2050 | &nbsp;&nbsp; Pool CA5146, 3.00%, 02/01/2050 | 51374839 | 46141726 |
| &nbsp;&nbsp; Pool CA8230, 2.50%, 12/01/2050 | &nbsp;&nbsp; Pool CA8230, 2.50%, 12/01/2050 | 55152941 | 47287540 |
| &nbsp;&nbsp; Pool CA8868, 3.00%, 02/01/2051 | &nbsp;&nbsp; Pool CA8868, 3.00%, 02/01/2051 | 35520130 | 31908783 |
| &nbsp;&nbsp; Pool CB4140, 5.00%, 07/01/2052 | &nbsp;&nbsp; Pool CB4140, 5.00%, 07/01/2052 | 76296544 | 76156898 |
| &nbsp;&nbsp; Pool CB6541, 6.00%, 06/01/2053 | &nbsp;&nbsp; Pool CB6541, 6.00%, 06/01/2053 | 65969182 | 68001506 |
| &nbsp;&nbsp; Pool CB7443, 6.00%, 11/01/2053 | &nbsp;&nbsp; Pool CB7443, 6.00%, 11/01/2053 | 36340440 | 37336230 |
| &nbsp;&nbsp; Pool FA0109, 3.50%, 10/01/2051 | &nbsp;&nbsp; Pool FA0109, 3.50%, 10/01/2051 | 85018069 | 79185387 |
| &nbsp;&nbsp; Pool FA0795, 3.00%, 02/01/2050 | &nbsp;&nbsp; Pool FA0795, 3.00%, 02/01/2050 | 13907015 | 12621888 |
| &nbsp;&nbsp; Pool FA0999, 3.00%, 01/01/2049 | &nbsp;&nbsp; Pool FA0999, 3.00%, 01/01/2049 | 34421257 | 31176415 |
| &nbsp;&nbsp; Pool FA1022, 2.50%, 02/01/2052 | &nbsp;&nbsp; Pool FA1022, 2.50%, 02/01/2052 | 85788025 | 73841411 |
| &nbsp;&nbsp; Pool FA1249, 3.00%, 02/01/2050 | &nbsp;&nbsp; Pool FA1249, 3.00%, 02/01/2050 | 21677425 | 19577215 |
| &nbsp;&nbsp; Pool FA1277, 3.00%, 12/01/2047 | &nbsp;&nbsp; Pool FA1277, 3.00%, 12/01/2047 | 23114382 | 20959246 |
| &nbsp;&nbsp; Pool FA1599, 5.50%, 05/01/2055 | &nbsp;&nbsp; Pool FA1599, 5.50%, 05/01/2055 | 94186040 | 95666321 |
| &nbsp;&nbsp; Pool FA1990, 6.00%, 04/01/2055 | &nbsp;&nbsp; Pool FA1990, 6.00%, 04/01/2055 | 57140763 | 59149138 |
| &nbsp;&nbsp; Pool FM1255, 3.00%, 01/01/2048 | &nbsp;&nbsp; Pool FM1255, 3.00%, 01/01/2048 | 10542241 | 9530812 |
| &nbsp;&nbsp; Pool FM1402, 3.50%, 05/01/2048 | &nbsp;&nbsp; Pool FM1402, 3.50%, 05/01/2048 | 26655443 | 24894735 |
| &nbsp;&nbsp; Pool FM1540, 4.00%, 09/01/2049 | &nbsp;&nbsp; Pool FM1540, 4.00%, 09/01/2049 | 1751458 | 1676310 |
| &nbsp;&nbsp; Pool FM3031, 4.00%, 10/01/2036 | &nbsp;&nbsp; Pool FM3031, 4.00%, 10/01/2036 | 2890758 | 2866583 |
| &nbsp;&nbsp; Pool FM3117, 3.00%, 05/01/2050 | &nbsp;&nbsp; Pool FM3117, 3.00%, 05/01/2050 | 72359026 | 65142839 |
| &nbsp;&nbsp; Pool FM3612, 2.50%, 06/01/2050 | &nbsp;&nbsp; Pool FM3612, 2.50%, 06/01/2050 | 10794328 | 9247345 |
| &nbsp;&nbsp; Pool FM5017, 2.50%, 12/01/2050 | &nbsp;&nbsp; Pool FM5017, 2.50%, 12/01/2050 | 17229732 | 14636572 |
| &nbsp;&nbsp; Pool FM5397, 3.00%, 12/01/2050 | &nbsp;&nbsp; Pool FM5397, 3.00%, 12/01/2050 | 33745373 | 30227685 |
| &nbsp;&nbsp; Pool FM7064, 2.50%, 01/01/2051 | &nbsp;&nbsp; Pool FM7064, 2.50%, 01/01/2051 | 34651110 | 29761452 |
| &nbsp;&nbsp; Pool FM7615, 2.00%, 06/01/2036 | &nbsp;&nbsp; Pool FM7615, 2.00%, 06/01/2036 | 27731976 | 25769202 |
| &nbsp;&nbsp; Pool FM7731, 2.50%, 09/01/2050 | &nbsp;&nbsp; Pool FM7731, 2.50%, 09/01/2050 | 46884689 | 40313777 |
| &nbsp;&nbsp; Pool FM8215, 2.50%, 03/01/2051 | &nbsp;&nbsp; Pool FM8215, 2.50%, 03/01/2051 | 38941863 | 33446752 |
| &nbsp;&nbsp; Pool FM8348, 2.50%, 08/01/2051 | &nbsp;&nbsp; Pool FM8348, 2.50%, 08/01/2051 | 28723890 | 24647715 |
| &nbsp;&nbsp; Pool FM8804, 2.50%, 09/01/2051 | &nbsp;&nbsp; Pool FM8804, 2.50%, 09/01/2051 | 76154571 | 64966767 |
| &nbsp;&nbsp; Pool FM8869, 2.00%, 09/01/2036 | &nbsp;&nbsp; Pool FM8869, 2.00%, 09/01/2036 | 14134517 | 13094148 |
| &nbsp;&nbsp; Pool FM9283, 2.50%, 11/01/2051 | &nbsp;&nbsp; Pool FM9283, 2.50%, 11/01/2051 | 28569806 | 24367596 |
| &nbsp;&nbsp; Pool FM9284, 2.50%, 11/01/2051 | &nbsp;&nbsp; Pool FM9284, 2.50%, 11/01/2051 | 39514752 | 33824821 |
| &nbsp;&nbsp; Pool FM9294, 3.00%, 10/01/2051 | &nbsp;&nbsp; Pool FM9294, 3.00%, 10/01/2051 | 27969301 | 25014606 |
| &nbsp;&nbsp; Pool FM9630, 3.00%, 11/01/2051 | &nbsp;&nbsp; Pool FM9630, 3.00%, 11/01/2051 | 54266857 | 48533887 |
| &nbsp;&nbsp; Pool FM9732, 2.50%, 12/01/2051 | &nbsp;&nbsp; Pool FM9732, 2.50%, 12/01/2051 | 68979120 | 58832859 |
| &nbsp;&nbsp; Pool FM9770, 2.00%, 12/01/2051 | &nbsp;&nbsp; Pool FM9770, 2.00%, 12/01/2051 | 16182312 | 13426619 |
| &nbsp;&nbsp; Pool FM9771, 2.00%, 11/01/2051 | &nbsp;&nbsp; Pool FM9771, 2.00%, 11/01/2051 | 18810221 | 15449653 |
| &nbsp;&nbsp; Pool FM9781, 2.50%, 12/01/2051 | &nbsp;&nbsp; Pool FM9781, 2.50%, 12/01/2051 | 53215908 | 45540256 |
| &nbsp;&nbsp; Pool FM9873, 2.50%, 12/01/2051 | &nbsp;&nbsp; Pool FM9873, 2.50%, 12/01/2051 | 102472081 | 87445345 |
| &nbsp;&nbsp; Pool FM9876, 2.50%, 12/01/2051 | &nbsp;&nbsp; Pool FM9876, 2.50%, 12/01/2051 | 67527500 | 58004418 |
| &nbsp;&nbsp; Pool FS0176, 2.50%, 01/01/2052 | &nbsp;&nbsp; Pool FS0176, 2.50%, 01/01/2052 | 92851620 | 78698012 |
| &nbsp;&nbsp; Pool FS0316, 1.50%, 11/01/2041 | &nbsp;&nbsp; Pool FS0316, 1.50%, 11/01/2041 | 21663388 | 18262579 |
| &nbsp;&nbsp; Pool FS1789, 3.50%, 07/01/2047 | &nbsp;&nbsp; Pool FS1789, 3.50%, 07/01/2047 | 24560789 | 23226699 |
| &nbsp;&nbsp; Pool FS2018, 4.50%, 03/01/2050 | &nbsp;&nbsp; Pool FS2018, 4.50%, 03/01/2050 | 29803706 | 29402586 |
| &nbsp;&nbsp; Pool FS2128, 3.50%, 11/01/2049 | &nbsp;&nbsp; Pool FS2128, 3.50%, 11/01/2049 | 38518516 | 36209926 |
| &nbsp;&nbsp; Pool FS3136, 3.50%, 08/01/2048 | &nbsp;&nbsp; Pool FS3136, 3.50%, 08/01/2048 | 25495274 | 24060332 |
| &nbsp;&nbsp; Pool FS3220, 5.50%, 11/01/2052 | &nbsp;&nbsp; Pool FS3220, 5.50%, 11/01/2052 | 14737477 | 14961608 |
| &nbsp;&nbsp; Pool FS4207, 3.00%, 11/01/2048 | &nbsp;&nbsp; Pool FS4207, 3.00%, 11/01/2048 | 16189313 | 14840702 |
| &nbsp;&nbsp; Pool FS4654, 2.00%, 07/01/2051 | &nbsp;&nbsp; Pool FS4654, 2.00%, 07/01/2051 | 98751988 | 80403138 |
| &nbsp;&nbsp; Pool FS5120, 6.00%, 07/01/2053 | &nbsp;&nbsp; Pool FS5120, 6.00%, 07/01/2053 | 36658566 | 38166668 |
| &nbsp;&nbsp; Pool FS5208, 3.50%, 06/01/2041 | &nbsp;&nbsp; Pool FS5208, 3.50%, 06/01/2041 | 58513581 | 55807276 |
| &nbsp;&nbsp; Pool FS5788, 6.50%, 09/01/2053 | &nbsp;&nbsp; Pool FS5788, 6.50%, 09/01/2053 | 35870778 | 37677338 |
| &nbsp;&nbsp; Pool FS5832, 6.00%, 10/01/2053 | &nbsp;&nbsp; Pool FS5832, 6.00%, 10/01/2053 | 28279092 | 29208199 |
| &nbsp;&nbsp; Pool FS6281, 3.50%, 10/01/2045 | &nbsp;&nbsp; Pool FS6281, 3.50%, 10/01/2045 | 17856316 | 16836653 |
| &nbsp;&nbsp; Pool FS7499, 2.00%, 07/01/2051 | &nbsp;&nbsp; Pool FS7499, 2.00%, 07/01/2051 | 71040403 | 57799080 |
| &nbsp;&nbsp; Pool FS7887, 4.00%, 07/01/2052 | &nbsp;&nbsp; Pool FS7887, 4.00%, 07/01/2052 | 32138501 | 30379698 |
| &nbsp;&nbsp; Pool FS7969, 1.50%, 10/01/2036 | &nbsp;&nbsp; Pool FS7969, 1.50%, 10/01/2036 | 34187984 | 30760910 |
| &nbsp;&nbsp; Pool FS8397, 1.50%, 08/01/2037 | &nbsp;&nbsp; Pool FS8397, 1.50%, 08/01/2037 | 73495857 | 66126646 |
| &nbsp;&nbsp; Pool FS8579, 2.00%, 08/01/2042 | &nbsp;&nbsp; Pool FS8579, 2.00%, 08/01/2042 | 93609324 | 81311575 |
| &nbsp;&nbsp; Pool FS8752, 6.00%, 08/01/2054 | &nbsp;&nbsp; Pool FS8752, 6.00%, 08/01/2054 | 42302432 | 43795303 |
| &nbsp;&nbsp; Pool FS8771, 6.00%, 07/01/2054 | &nbsp;&nbsp; Pool FS8771, 6.00%, 07/01/2054 | 34009466 | 34827475 |
| &nbsp;&nbsp; Pool FS9122, 6.00%, 09/01/2054 | &nbsp;&nbsp; Pool FS9122, 6.00%, 09/01/2054 | 12142213 | 12427254 |
| &nbsp;&nbsp; Pool FS9401, 6.00%, 10/01/2054 | &nbsp;&nbsp; Pool FS9401, 6.00%, 10/01/2054 | 78766598 | 81230107 |
| &nbsp;&nbsp; Pool FS9404, 6.00%, 10/01/2054 | &nbsp;&nbsp; Pool FS9404, 6.00%, 10/01/2054 | 97758521 | 101066930 |
| &nbsp;&nbsp; Pool MA0461, 4.50%, 07/01/2030 | &nbsp;&nbsp; Pool MA0461, 4.50%, 07/01/2030 | 667190 | 669253 |
| &nbsp;&nbsp; Pool MA0561, 4.00%, 11/01/2040 | &nbsp;&nbsp; Pool MA0561, 4.00%, 11/01/2040 | 4857424 | 4739313 |
| &nbsp;&nbsp; Pool MA0949, 3.50%, 01/01/2032 | &nbsp;&nbsp; Pool MA0949, 3.50%, 01/01/2032 | 8886306 | 8732498 |
| &nbsp;&nbsp; Pool MA1164, 3.50%, 09/01/2042 | &nbsp;&nbsp; Pool MA1164, 3.50%, 09/01/2042 | 5166254 | 4879516 |
| &nbsp;&nbsp; Pool MA1237, 3.00%, 11/01/2032 | &nbsp;&nbsp; Pool MA1237, 3.00%, 11/01/2032 | 1950785 | 1883641 |
| &nbsp;&nbsp; Pool MA1401, 3.00%, 04/01/2033 | &nbsp;&nbsp; Pool MA1401, 3.00%, 04/01/2033 | 3436396 | 3305706 |
| &nbsp;&nbsp; Pool MA1432, 3.00%, 05/01/2033 | &nbsp;&nbsp; Pool MA1432, 3.00%, 05/01/2033 | 3457641 | 3328592 |
| &nbsp;&nbsp; Pool MA1764, 4.00%, 01/01/2034 | &nbsp;&nbsp; Pool MA1764, 4.00%, 01/01/2034 | 3184051 | 3155428 |
| &nbsp;&nbsp; Pool MA2019, 4.00%, 09/01/2034 | &nbsp;&nbsp; Pool MA2019, 4.00%, 09/01/2034 | 4469466 | 4421467 |
| &nbsp;&nbsp; Pool MA2588, 4.00%, 04/01/2036 | &nbsp;&nbsp; Pool MA2588, 4.00%, 04/01/2036 | 1939850 | 1918134 |
| &nbsp;&nbsp; Pool MA3183, 4.00%, 11/01/2047 | &nbsp;&nbsp; Pool MA3183, 4.00%, 11/01/2047 | 2823310 | 2713655 |
| &nbsp;&nbsp; Pool MA3547, 3.00%, 12/01/2033 | &nbsp;&nbsp; Pool MA3547, 3.00%, 12/01/2033 | 5805306 | 5642305 |
| &nbsp;&nbsp; Pool MA4047, 2.00%, 06/01/2050 | &nbsp;&nbsp; Pool MA4047, 2.00%, 06/01/2050 | 68096011 | 55499940 |
| &nbsp;&nbsp; Pool MA4093, 2.00%, 08/01/2040 | &nbsp;&nbsp; Pool MA4093, 2.00%, 08/01/2040 | 22166495 | 19497214 |
| &nbsp;&nbsp; Pool MA4154, 1.50%, 10/01/2035 | &nbsp;&nbsp; Pool MA4154, 1.50%, 10/01/2035 | 28399682 | 25640093 |
| &nbsp;&nbsp; Pool MA4157, 1.50%, 10/01/2050 | &nbsp;&nbsp; Pool MA4157, 1.50%, 10/01/2050 | 8949283 | 6880706 |
| &nbsp;&nbsp; Pool MA4182, 2.00%, 11/01/2050 | &nbsp;&nbsp; Pool MA4182, 2.00%, 11/01/2050 | 108027573 | 87955704 |
| &nbsp;&nbsp; Pool MA4202, 1.50%, 12/01/2040 | &nbsp;&nbsp; Pool MA4202, 1.50%, 12/01/2040 | 82720035 | 69190403 |
| &nbsp;&nbsp; Pool MA4208, 2.00%, 12/01/2050 | &nbsp;&nbsp; Pool MA4208, 2.00%, 12/01/2050 | 36586374 | 29780860 |
| &nbsp;&nbsp; Pool MA4282, 2.50%, 03/01/2051 | &nbsp;&nbsp; Pool MA4282, 2.50%, 03/01/2051 | 21788365 | 18457810 |
| &nbsp;&nbsp; Pool MA4424, 1.50%, 09/01/2031 | &nbsp;&nbsp; Pool MA4424, 1.50%, 09/01/2031 | 16172355 | 15198227 |
| &nbsp;&nbsp; Pool MA4501, 2.00%, 12/01/2041 | &nbsp;&nbsp; Pool MA4501, 2.00%, 12/01/2041 | 59196692 | 51199081 |
| &nbsp;&nbsp; Pool MA4520, 2.00%, 01/01/2042 | &nbsp;&nbsp; Pool MA4520, 2.00%, 01/01/2042 | 94991992 | 82157726 |
| &nbsp;&nbsp; Pool MA4569, 1.50%, 03/01/2042 | &nbsp;&nbsp; Pool MA4569, 1.50%, 03/01/2042 | 7709945 | 6480153 |
| &nbsp;&nbsp; Pool MA4570, 2.00%, 03/01/2042 | &nbsp;&nbsp; Pool MA4570, 2.00%, 03/01/2042 | 47008664 | 40598736 |
| &nbsp;&nbsp; Pool MA4842, 5.50%, 12/01/2052 | &nbsp;&nbsp; Pool MA4842, 5.50%, 12/01/2052 | 40032006 | 40599602 |
| Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust |
| &nbsp;&nbsp; Series 2019-4, Class MA, 3.00%, 02/25/2059 (Callable 07/25/2050) | &nbsp;&nbsp; Series 2019-4, Class MA, 3.00%, 02/25/2059 (Callable 07/25/2050) | 23923339 | 22167682 |
| &nbsp;&nbsp; Series 2020-3, Class MT, 2.00%, 05/25/2060 (Callable 01/25/2045) | &nbsp;&nbsp; Series 2020-3, Class MT, 2.00%, 05/25/2060 (Callable 01/25/2045) | 23005637 | 18337297 |
| Ginnie Mae I Pool | Ginnie Mae I Pool | Ginnie Mae I Pool | Ginnie Mae I Pool |
| &nbsp;&nbsp; Pool 779395, 3.50%, 06/15/2042 | &nbsp;&nbsp; Pool 779395, 3.50%, 06/15/2042 | 15407450 | 14436954 |
| &nbsp;&nbsp; Pool 783629, 3.00%, 08/15/2042 | &nbsp;&nbsp; Pool 783629, 3.00%, 08/15/2042 | 79422562 | 72724524 |
| Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool |
| &nbsp;&nbsp; Pool 4922, 4.00%, 01/20/2041 | &nbsp;&nbsp; Pool 4922, 4.00%, 01/20/2041 | 2596795 | 2513434 |
| &nbsp;&nbsp; Pool 734341, 4.50%, 04/20/2041 | &nbsp;&nbsp; Pool 734341, 4.50%, 04/20/2041 | 4967580 | 4879172 |
| &nbsp;&nbsp; Pool 784106, 3.50%, 01/20/2046 | &nbsp;&nbsp; Pool 784106, 3.50%, 01/20/2046 | 11514887 | 10723839 |
| &nbsp;&nbsp; Pool 784717, 3.50%, 02/20/2048 | &nbsp;&nbsp; Pool 784717, 3.50%, 02/20/2048 | 17417121 | 15729318 |
| &nbsp;&nbsp; Pool 785558, 2.50%, 07/20/2051 | &nbsp;&nbsp; Pool 785558, 2.50%, 07/20/2051 | 37416197 | 32219170 |
| &nbsp;&nbsp; Pool 785563, 2.50%, 07/20/2051 | &nbsp;&nbsp; Pool 785563, 2.50%, 07/20/2051 | 34000882 | 29014073 |
| &nbsp;&nbsp; Pool 785575, 2.50%, 08/20/2051 | &nbsp;&nbsp; Pool 785575, 2.50%, 08/20/2051 | 72586038 | 61824714 |
| &nbsp;&nbsp; Pool 786472, 4.50%, 11/20/2048 | &nbsp;&nbsp; Pool 786472, 4.50%, 11/20/2048 | 7895060 | 7771347 |
| &nbsp;&nbsp; Pool 786812, 5.50%, 07/20/2053 | &nbsp;&nbsp; Pool 786812, 5.50%, 07/20/2053 | 10288284 | 10536463 |
| &nbsp;&nbsp; Pool 786910, 5.50%, 07/20/2053 | &nbsp;&nbsp; Pool 786910, 5.50%, 07/20/2053 | 19687816 | 20036203 |
| &nbsp;&nbsp; Pool 787304, 6.00%, 03/20/2054 | &nbsp;&nbsp; Pool 787304, 6.00%, 03/20/2054 | 46551482 | 48240705 |
| &nbsp;&nbsp; Pool 787313, 2.50%, 09/20/2051 | &nbsp;&nbsp; Pool 787313, 2.50%, 09/20/2051 | 48125536 | 41184968 |
| &nbsp;&nbsp; Pool 787486, 5.50%, 05/20/2054 | &nbsp;&nbsp; Pool 787486, 5.50%, 05/20/2054 | 22106410 | 22544095 |
| &nbsp;&nbsp; Pool MA0154, 3.50%, 06/20/2042 | &nbsp;&nbsp; Pool MA0154, 3.50%, 06/20/2042 | 55257744 | 52413158 |
| &nbsp;&nbsp; Pool MA0318, 3.50%, 08/20/2042 | &nbsp;&nbsp; Pool MA0318, 3.50%, 08/20/2042 | 34243455 | 32494663 |
| &nbsp;&nbsp; Pool MA0462, 3.50%, 10/20/2042 | &nbsp;&nbsp; Pool MA0462, 3.50%, 10/20/2042 | 40334492 | 38291124 |
| &nbsp;&nbsp; Pool MA1376, 4.00%, 10/20/2043 | &nbsp;&nbsp; Pool MA1376, 4.00%, 10/20/2043 | 19537752 | 18869620 |
| &nbsp;&nbsp; Pool MA3663, 3.50%, 05/20/2046 | &nbsp;&nbsp; Pool MA3663, 3.50%, 05/20/2046 | 19512950 | 18166356 |
| &nbsp;&nbsp; Pool MA3711, 3.00%, 06/20/2031 | &nbsp;&nbsp; Pool MA3711, 3.00%, 06/20/2031 | 5395384 | 5279535 |
| &nbsp;&nbsp; Pool MA4721, 4.50%, 09/20/2047 | &nbsp;&nbsp; Pool MA4721, 4.50%, 09/20/2047 | 17313512 | 17221169 |
| &nbsp;&nbsp; Pool MA5765, 5.00%, 02/20/2049 | &nbsp;&nbsp; Pool MA5765, 5.00%, 02/20/2049 | 55123730 | 55783897 |
| &nbsp;&nbsp; Pool MA8571, 6.00%, 01/20/2053 | &nbsp;&nbsp; Pool MA8571, 6.00%, 01/20/2053 | 13207962 | 13455582 |
| Government National Mortgage Association (GNMA) | Government National Mortgage Association (GNMA) | Government National Mortgage Association (GNMA) | Government National Mortgage Association (GNMA) |
| &nbsp;&nbsp; Pool 2687, 6.00%, 12/20/2028 | &nbsp;&nbsp; Pool 2687, 6.00%, 12/20/2028 | 2570 | 2613 |
| &nbsp;&nbsp; Pool 2701, 6.50%, 01/20/2029 | &nbsp;&nbsp; Pool 2701, 6.50%, 01/20/2029 | 1329 | 1364 |
| &nbsp;&nbsp; Pool 3474, 6.00%, 11/20/2033 | &nbsp;&nbsp; Pool 3474, 6.00%, 11/20/2033 | 3470 | 3603 |
| &nbsp;&nbsp; Pool 4747, 5.00%, 07/20/2040 | &nbsp;&nbsp; Pool 4747, 5.00%, 07/20/2040 | 167830 | 172175 |
| &nbsp;&nbsp; Pool 5139, 4.00%, 08/20/2041 | &nbsp;&nbsp; Pool 5139, 4.00%, 08/20/2041 | 1536472 | 1487135 |
| &nbsp;&nbsp; Pool 5202, 3.50%, 10/20/2041 | &nbsp;&nbsp; Pool 5202, 3.50%, 10/20/2041 | 3020116 | 2860317 |
| &nbsp;&nbsp; Pool 5259, 4.00%, 12/20/2041 | &nbsp;&nbsp; Pool 5259, 4.00%, 12/20/2041 | 2120113 | 2052033 |
| &nbsp;&nbsp; Pool 5305, 4.00%, 02/20/2042 | &nbsp;&nbsp; Pool 5305, 4.00%, 02/20/2042 | 3963313 | 3836037 |
| &nbsp;&nbsp; Pool MA0155, 4.00%, 06/20/2042 | &nbsp;&nbsp; Pool MA0155, 4.00%, 06/20/2042 | 3490801 | 3378687 |
| &nbsp;&nbsp; Pool MA0392, 3.50%, 09/20/2042 | &nbsp;&nbsp; Pool MA0392, 3.50%, 09/20/2042 | 2290407 | 2173906 |
| &nbsp;&nbsp; Pool MA2753, 3.00%, 04/20/2045 | &nbsp;&nbsp; Pool MA2753, 3.00%, 04/20/2045 | 3261380 | 2964285 |
| &nbsp;&nbsp; Pool MA2754, 3.50%, 04/20/2045 | &nbsp;&nbsp; Pool MA2754, 3.50%, 04/20/2045 | 4524135 | 4224963 |
| &nbsp;&nbsp; Pool MA2827, 4.00%, 05/20/2045 | &nbsp;&nbsp; Pool MA2827, 4.00%, 05/20/2045 | 4406566 | 4237762 |
| &nbsp;&nbsp; Pool MA2892, 3.50%, 06/20/2045 | &nbsp;&nbsp; Pool MA2892, 3.50%, 06/20/2045 | 4534515 | 4226237 |
| &nbsp;&nbsp; Pool MA3173, 3.50%, 10/20/2045 | &nbsp;&nbsp; Pool MA3173, 3.50%, 10/20/2045 | 15008994 | 13982352 |
| &nbsp;&nbsp; Pool MA3378, 4.50%, 01/20/2046 | &nbsp;&nbsp; Pool MA3378, 4.50%, 01/20/2046 | 4218051 | 4180586 |
| &nbsp;&nbsp; Pool MA3598, 4.00%, 04/20/2046 | &nbsp;&nbsp; Pool MA3598, 4.00%, 04/20/2046 | 5275919 | 5062429 |
| &nbsp;&nbsp; Pool MA3664, 4.00%, 05/20/2046 | &nbsp;&nbsp; Pool MA3664, 4.00%, 05/20/2046 | 1957945 | 1878353 |
| &nbsp;&nbsp; Pool MA3873, 3.00%, 08/20/2046 | &nbsp;&nbsp; Pool MA3873, 3.00%, 08/20/2046 | 9427459 | 8548708 |
| &nbsp;&nbsp; Pool MA4512, 4.50%, 06/20/2047 | &nbsp;&nbsp; Pool MA4512, 4.50%, 06/20/2047 | 5177503 | 5137893 |
| &nbsp;&nbsp; Pool MA4588, 4.50%, 07/20/2047 | &nbsp;&nbsp; Pool MA4588, 4.50%, 07/20/2047 | 3392383 | 3366429 |
| **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $6,739,070,765) | **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $6,739,070,765) | **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $6,739,070,765) | 6479349958 |
| **NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 5.1%** | **NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 5.1%** | **Par** | **Value**  |
|  A&D Mortgage LLC, Series 2023-NQM3, Class A1, 6.73%, 07/25/2068 (Callable 07/25/2026) <sup>(a)(e)</sup> | A&D Mortgage LLC, Series 2023-NQM3, Class A1, 6.73%, 07/25/2068 (Callable 07/25/2026) <sup>(a)(e)</sup> | 61227937 | 61816533 |
|  Angel Oak Mortgage Trust 2024-2, Series 2024-3, Class A1, 4.80%, 11/26/2068 (Callable 03/25/2027) <sup>(a)(e)</sup> | Angel Oak Mortgage Trust 2024-2, Series 2024-3, Class A1, 4.80%, 11/26/2068 (Callable 03/25/2027) <sup>(a)(e)</sup> | 43591753 | 43358293 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |
| &nbsp;&nbsp; Series 2019-3, Class A1, 2.96%, 10/25/2048 (Callable 10/25/2025) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-3, Class A1, 2.96%, 10/25/2048 (Callable 10/25/2025) <sup>(a)(g)</sup> | 5928272 | 5681675 |
| &nbsp;&nbsp; Series 2022-1, Class A1B, 3.27%, 12/25/2056 (Callable 10/25/2025) <sup>(a)(e)</sup> | &nbsp;&nbsp; Series 2022-1, Class A1B, 3.27%, 12/25/2056 (Callable 10/25/2025) <sup>(a)(e)</sup> | 11500000 | 10764892 |
|  Banc of America Alternative Loan Trust, Series 2004-6, Class 4A1, 5.00%, 05/25/2048 | Banc of America Alternative Loan Trust, Series 2004-6, Class 4A1, 5.00%, 05/25/2048 | 211855 | 184026 |
|  Banc of America Funding Corp., Series 2007-C, Class 1A3, 4.75%, 05/20/2036 (Callable 10/20/2025) <sup>(g)</sup> | Banc of America Funding Corp., Series 2007-C, Class 1A3, 4.75%, 05/20/2036 (Callable 10/20/2025) <sup>(g)</sup> | 617767 | 537831 |
|  Bayview Financial Acquisition Trust, Series 2007-B, Class 1A2, 7.33%, 08/28/2047 (Callable 10/28/2025) <sup>(e)</sup> | Bayview Financial Acquisition Trust, Series 2007-B, Class 1A2, 7.33%, 08/28/2047 (Callable 10/28/2025) <sup>(e)</sup> | 44077 | 39213 |
|  Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1, 6.42% (1 yr. CMT Rate + 2.30%), 10/25/2035 (Callable 10/25/2025) | Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1, 6.42% (1 yr. CMT Rate + 2.30%), 10/25/2035 (Callable 10/25/2025) | 157085 | 150173 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |
| &nbsp;&nbsp; Series 2020-RPL2, Class A1, 2.00%, 05/25/2059 (Callable 06/25/2048) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2020-RPL2, Class A1, 2.00%, 05/25/2059 (Callable 06/25/2048) <sup>(a)(g)</sup> | 30582077 | 28820895 |
| &nbsp;&nbsp; Series 2024-RPL1, Class A1, 3.25%, 10/25/2063 (Callable 07/25/2051) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2024-RPL1, Class A1, 3.25%, 10/25/2063 (Callable 07/25/2051) <sup>(a)(g)</sup> | 115884090 | 107906131 |
| &nbsp;&nbsp; Series 2025-NQM7, Class A1, 5.46%, 07/25/2065 (Callable 07/25/2028) <sup>(a)(e)</sup> | &nbsp;&nbsp; Series 2025-NQM7, Class A1, 5.46%, 07/25/2065 (Callable 07/25/2028) <sup>(a)(e)</sup> | 78151201 | 78760976 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |
| &nbsp;&nbsp; Series 2005-A2, Class 1A5, 4.85%, 01/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2005-A2, Class 1A5, 4.85%, 01/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | 262824 | 243691 |
| &nbsp;&nbsp; Series 2007-A1, Class 2A3, 5.89%, 02/25/2037 (Callable 11/25/2026) <sup>(g)</sup> | &nbsp;&nbsp; Series 2007-A1, Class 2A3, 5.89%, 02/25/2037 (Callable 11/25/2026) <sup>(g)</sup> | 248735 | 236695 |
| &nbsp;&nbsp; Series 2023-RPL1, Class A1, 3.50%, 06/25/2062 (Callable 02/25/2049) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2023-RPL1, Class A1, 3.50%, 06/25/2062 (Callable 02/25/2049) <sup>(a)(g)</sup> | 45975701 | 42570193 |
| &nbsp;&nbsp; Series 2023-RPL2, Class A1, 3.25%, 03/25/2063 (Callable 02/25/2048) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2023-RPL2, Class A1, 3.25%, 03/25/2063 (Callable 02/25/2048) <sup>(a)(g)</sup> | 74826717 | 67891396 |
| &nbsp;&nbsp; Series 2024-RPL4, Class A1A, 3.38%, 12/25/2064 (Callable 05/25/2051) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2024-RPL4, Class A1A, 3.38%, 12/25/2064 (Callable 05/25/2051) <sup>(a)(g)</sup> | 96527812 | 87361125 |
| &nbsp;&nbsp; Series 2025-RPL1, Class A1A, 3.38%, 04/25/2065 (Callable 06/25/2047) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2025-RPL1, Class A1A, 3.38%, 04/25/2065 (Callable 06/25/2047) <sup>(a)(g)</sup> | 22467925 | 20361443 |
|  CIM Trust, Series 2022-R1, Class A1, 3.00%, 01/25/2061 (Callable 02/25/2027) <sup>(a)(g)</sup> | CIM Trust, Series 2022-R1, Class A1, 3.00%, 01/25/2061 (Callable 02/25/2027) <sup>(a)(g)</sup> | 15447847 | 14449842 |
|  Citicorp Mortgage Securities, Inc., Series 2006-3, Class 1A4, 6.00%, 06/25/2036 (Callable 10/25/2025) | Citicorp Mortgage Securities, Inc., Series 2006-3, Class 1A4, 6.00%, 06/25/2036 (Callable 10/25/2025) | 1935783 | 1784855 |
|  Citicorp Residential Mortgage Securities, Inc., Series 2007-1, Class A6, 6.20%, 03/25/2037 (Callable 10/25/2025) <sup>(e)</sup> | Citicorp Residential Mortgage Securities, Inc., Series 2007-1, Class A6, 6.20%, 03/25/2037 (Callable 10/25/2025) <sup>(e)</sup> | 0 | 0<br> <sup>(h)</sup>  |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |
| &nbsp;&nbsp; Series 2005-9, Class 2A2, 5.50%, 11/25/2035 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2005-9, Class 2A2, 5.50%, 11/25/2035 (Callable 10/25/2025) | 17787 | 12462 |
| &nbsp;&nbsp; Series 2006-AR1, Class 1A1, 6.56% (1 yr. CMT Rate + 2.40%), 10/25/2035 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2006-AR1, Class 1A1, 6.56% (1 yr. CMT Rate + 2.40%), 10/25/2035 (Callable 10/25/2025) | 2079164 | 2004329 |
| &nbsp;&nbsp; Series 2018-RP2, Class A1, 3.08%, 02/25/2058 (Callable 10/25/2049) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2018-RP2, Class A1, 3.08%, 02/25/2058 (Callable 10/25/2049) <sup>(a)(g)</sup> | 5116700 | 5053715 |
|  COLT 2023-2 Mortgage Loan Trust, Series 2024-1, Class A1, 5.84%, 02/25/2069 (Callable 01/25/2027) <sup>(a)(e)</sup> | COLT 2023-2 Mortgage Loan Trust, Series 2024-1, Class A1, 5.84%, 02/25/2069 (Callable 01/25/2027) <sup>(a)(e)</sup> | 24750285 | 24944713 |
| Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust |
| &nbsp;&nbsp; Series 2004-18CB, Class 1A1, 6.00%, 09/25/2034 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2004-18CB, Class 1A1, 6.00%, 09/25/2034 (Callable 10/25/2025) | 548073 | 563293 |
| &nbsp;&nbsp; Series 2005-11CB, Class 2A6, 5.50%, 05/25/2035 | &nbsp;&nbsp; Series 2005-11CB, Class 2A6, 5.50%, 05/25/2035 | 2489730 | 1994365 |
| &nbsp;&nbsp; Series 2005-29CB, Class A1, 5.50%, 07/25/2035 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2005-29CB, Class A1, 5.50%, 07/25/2035 (Callable 10/25/2025) | 972142 | 554216 |
| &nbsp;&nbsp; Series 2005-3CB, Class 2A1, 5.00%, 10/25/2025 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2005-3CB, Class 2A1, 5.00%, 10/25/2025 (Callable 10/25/2025) | 33272 | 30328 |
| &nbsp;&nbsp; Series 2005-49CB, Class A5, 5.50%, 11/25/2035 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2005-49CB, Class A5, 5.50%, 11/25/2035 (Callable 10/25/2025) | 1098466 | 691078 |
| &nbsp;&nbsp; Series 2005-6CB, Class 1A4, 5.50%, 04/25/2035 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2005-6CB, Class 1A4, 5.50%, 04/25/2035 (Callable 10/25/2025) | 5633316 | 4809306 |
| &nbsp;&nbsp; Series 2005-85CB, Class 2A2, 5.50%, 02/25/2036 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2005-85CB, Class 2A2, 5.50%, 02/25/2036 (Callable 10/25/2025) | 1400990 | 1113498 |
| &nbsp;&nbsp; Series 2006-28CB, Class A17, 6.00%, 10/25/2036 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2006-28CB, Class A17, 6.00%, 10/25/2036 (Callable 10/25/2025) | 331736 | 153883 |
|  Countrywide Asset-Backed Certificates, Series 2005-10, Class AF6, 4.13%, 02/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | Countrywide Asset-Backed Certificates, Series 2005-10, Class AF6, 4.13%, 02/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | 1284 | 1279 |
|  Countrywide Home Loan Mortgage Pass Through Trust, Series 2005-6, Class 2A1, 5.50%, 04/25/2035 (Callable 10/25/2025) | Countrywide Home Loan Mortgage Pass Through Trust, Series 2005-6, Class 2A1, 5.50%, 04/25/2035 (Callable 10/25/2025) | 119011 | 104285 |
|  Credit Suisse Management LLC, Series 2005-7, Class 3A1, 5.00%, 10/25/2030 | Credit Suisse Management LLC, Series 2005-7, Class 3A1, 5.00%, 10/25/2030 | 11493 | 10929 |
|  Deutsche ALT-A Securities, Inc., Series 2005-2, Class 1A7, 4.96%, 04/25/2035 (Callable 10/25/2025) <sup>(g)</sup> | Deutsche ALT-A Securities, Inc., Series 2005-2, Class 1A7, 4.96%, 04/25/2035 (Callable 10/25/2025) <sup>(g)</sup> | 3203974 | 3082648 |
| First Horizon Alternative Mortgage Securities | First Horizon Alternative Mortgage Securities | First Horizon Alternative Mortgage Securities | First Horizon Alternative Mortgage Securities |
| &nbsp;&nbsp; Series 2004-AA1, Class A1, 5.86%, 06/25/2034 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2004-AA1, Class A1, 5.86%, 06/25/2034 (Callable 10/25/2025) <sup>(g)</sup> | 1250476 | 1250776 |
| &nbsp;&nbsp; Series 2005-AA2, Class 2A1, 5.03%, 04/25/2035 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2005-AA2, Class 2A1, 5.03%, 04/25/2035 (Callable 10/25/2025) <sup>(g)</sup> | 518295 | 510852 |
| FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust |
| &nbsp;&nbsp; Series 2021-SFR1, Class A, 1.54%, 08/17/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-SFR1, Class A, 1.54%, 08/17/2038 <sup>(a)</sup> | 83025164 | 81080274 |
| &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> | 35341861 | 34384959 |
| &nbsp;&nbsp; Series 2022-SFR1, Class A, 4.15%, 05/19/2039 <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-SFR1, Class A, 4.15%, 05/19/2039 <sup>(a)</sup> | 56331520 | 56108217 |
| &nbsp;&nbsp; Series 2022-SFR2, Class A, 4.25%, 07/17/2039 <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-SFR2, Class A, 4.25%, 07/17/2039 <sup>(a)</sup> | 38430088 | 38339320 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> | 68845334 | 68621394 |
|  GS Mortgage-Backed Securities Trust, Series 2018-RPL1, Class A1A, 3.75%, 10/25/2057 (Callable 01/25/2041) <sup>(a)</sup> | GS Mortgage-Backed Securities Trust, Series 2018-RPL1, Class A1A, 3.75%, 10/25/2057 (Callable 01/25/2041) <sup>(a)</sup> | 14575292 | 14298638 |
| GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2004-15F, Class 5A1, 5.50%, 11/25/2034 | &nbsp;&nbsp; Series 2004-15F, Class 5A1, 5.50%, 11/25/2034 | 18016 | 15335 |
| &nbsp;&nbsp; Series 2005-3F, Class 2A4, 6.00%, 03/25/2035 (Callable 05/25/2033) | &nbsp;&nbsp; Series 2005-3F, Class 2A4, 6.00%, 03/25/2035 (Callable 05/25/2033) | 1048104 | 850111 |
|  Home Partners of America Trust, Series 2021-2, Class A, 1.90%, 12/17/2026 <sup>(a)</sup> | Home Partners of America Trust, Series 2021-2, Class A, 1.90%, 12/17/2026 <sup>(a)</sup> | 71346781 | 69297016 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2005-A8, Class 2A3, 5.42%, 11/25/2035 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2005-A8, Class 2A3, 5.42%, 11/25/2035 (Callable 10/25/2025) <sup>(g)</sup> | 1825788 | 1484906 |
| &nbsp;&nbsp; Series 2006-A2, Class 2A1, 5.23%, 04/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2006-A2, Class 2A1, 5.23%, 04/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | 403615 | 350808 |
| &nbsp;&nbsp; Series 2006-A2, Class 3A3, 5.73%, 04/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2006-A2, Class 3A3, 5.73%, 04/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | 437916 | 381822 |
| &nbsp;&nbsp; Series 2006-A7, Class 2A4R, 4.47%, 01/25/2037 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2006-A7, Class 2A4R, 4.47%, 01/25/2037 (Callable 10/25/2025) <sup>(g)</sup> | 669239 | 536889 |
| &nbsp;&nbsp; Series 2007-A2, Class 2A3, 5.46%, 04/25/2037 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2007-A2, Class 2A3, 5.46%, 04/25/2037 (Callable 10/25/2025) <sup>(g)</sup> | 1504277 | 1124625 |
| &nbsp;&nbsp; Series 2007-A4, Class 2A3, 4.84%, 06/25/2037 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2007-A4, Class 2A3, 4.84%, 06/25/2037 (Callable 10/25/2025) <sup>(g)</sup> | 1578667 | 1231088 |
| MASTR Alternative Loans Trust | MASTR Alternative Loans Trust | MASTR Alternative Loans Trust | MASTR Alternative Loans Trust |
| &nbsp;&nbsp; Series 2004-2, Class 2A1, 6.00%, 02/25/2034 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2004-2, Class 2A1, 6.00%, 02/25/2034 (Callable 10/25/2025) | 745931 | 751640 |
| &nbsp;&nbsp; Series 2004-8, Class 2A1, 6.00%, 09/25/2034 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2004-8, Class 2A1, 6.00%, 09/25/2034 (Callable 10/25/2025) | 453418 | 456238 |
| &nbsp;&nbsp; Series 2005-6, Class 1A5, 5.50%, 12/25/2035 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2005-6, Class 1A5, 5.50%, 12/25/2035 (Callable 10/25/2025) | 1090520 | 697963 |
|  Merrill Lynch Mortgage Investors, Inc., Series 2005-A5, Class A3, 4.68%, 06/25/2035 (Callable 10/25/2025) <sup>(g)</sup> | Merrill Lynch Mortgage Investors, Inc., Series 2005-A5, Class A3, 4.68%, 06/25/2035 (Callable 10/25/2025) <sup>(g)</sup> | 479356 | 464630 |
| Mill City Mortgage Trust | Mill City Mortgage Trust | Mill City Mortgage Trust | Mill City Mortgage Trust |
| &nbsp;&nbsp; Series 2018-3, Class A1, 3.50%, 08/25/2058 (Callable 05/25/2036) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2018-3, Class A1, 3.50%, 08/25/2058 (Callable 05/25/2036) <sup>(a)(g)</sup> | 2778779 | 2744933 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.25%, 10/25/2069 (Callable 05/25/2036) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-1, Class A1, 3.25%, 10/25/2069 (Callable 05/25/2036) <sup>(a)(g)</sup> | 9072517 | 8863636 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2016-1A, Class A1, 3.75%, 03/25/2056 (Callable 01/25/2031) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2016-1A, Class A1, 3.75%, 03/25/2056 (Callable 01/25/2031) <sup>(a)(g)</sup> | 3706122 | 3587757 |
| &nbsp;&nbsp; Series 2017-1A, Class A1, 4.00%, 02/25/2057 (Callable 04/25/2031) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2017-1A, Class A1, 4.00%, 02/25/2057 (Callable 04/25/2031) <sup>(a)(g)</sup> | 7188188 | 7006856 |
| &nbsp;&nbsp; Series 2017-3A, Class A1, 4.00%, 04/25/2057 (Callable 05/25/2032) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2017-3A, Class A1, 4.00%, 04/25/2057 (Callable 05/25/2032) <sup>(a)(g)</sup> | 6084421 | 5893331 |
| &nbsp;&nbsp; Series 2017-6A, Class A1, 4.00%, 08/27/2057 (Callable 02/25/2035) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2017-6A, Class A1, 4.00%, 08/27/2057 (Callable 02/25/2035) <sup>(a)(g)</sup> | 7705108 | 7502847 |
| &nbsp;&nbsp; Series 2018-1A, Class A1A, 4.00%, 12/25/2057 (Callable 04/25/2033) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2018-1A, Class A1A, 4.00%, 12/25/2057 (Callable 04/25/2033) <sup>(a)(g)</sup> | 4099470 | 4008496 |
| &nbsp;&nbsp; Series 2019-RPL2, Class A1, 3.25%, 02/25/2059 (Callable 07/25/2039) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-RPL2, Class A1, 3.25%, 02/25/2059 (Callable 07/25/2039) <sup>(a)(g)</sup> | 8528398 | 8306089 |
| Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2022-NQM3, Class A1, 3.41%, 01/25/2062 (Callable 10/25/2025) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2022-NQM3, Class A1, 3.41%, 01/25/2062 (Callable 10/25/2025) <sup>(a)(g)</sup> | 29341515 | 28078460 |
| &nbsp;&nbsp; Series 2022-NQM5, Class A1, 4.31%, 05/25/2062 (Callable 10/25/2025) <sup>(a)(e)</sup> | &nbsp;&nbsp; Series 2022-NQM5, Class A1, 4.31%, 05/25/2062 (Callable 10/25/2025) <sup>(a)(e)</sup> | 50918890 | 50463711 |
| &nbsp;&nbsp; Series 2023-NQM9, Class A1, 7.16%, 10/25/2063 (Callable 10/25/2026) <sup>(a)(e)</sup> | &nbsp;&nbsp; Series 2023-NQM9, Class A1, 7.16%, 10/25/2063 (Callable 10/25/2026) <sup>(a)(e)</sup> | 14605212 | 14849020 |
| &nbsp;&nbsp; Series 2024-HYB1, Class A1, 3.63%, 03/25/2053 (Callable 03/25/2040) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2024-HYB1, Class A1, 3.63%, 03/25/2053 (Callable 03/25/2040) <sup>(a)(g)</sup> | 19969364 | 19648380 |
| &nbsp;&nbsp; Series 2025-NQM13, Class A1, 5.44%, 05/25/2065 (Callable 07/25/2028) <sup>(a)(e)</sup> | &nbsp;&nbsp; Series 2025-NQM13, Class A1, 5.44%, 05/25/2065 (Callable 07/25/2028) <sup>(a)(e)</sup> | 114824479 | 115799328 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp; Series 2024-SFR1, Class A, 3.35%, 02/17/2041 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-SFR1, Class A, 3.35%, 02/17/2041 <sup>(a)</sup> | 72802026 | 70272083 |
| &nbsp;&nbsp; Series 2024-SFR2, Class A, 3.30%, 04/17/2041 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-SFR2, Class A, 3.30%, 04/17/2041 <sup>(a)</sup> | 20461322 | 19673373 |
| RALI Trust | RALI Trust | RALI Trust | RALI Trust |
| &nbsp;&nbsp; Series 2004-QS13, Class CB, 5.00%, 01/25/2032 | &nbsp;&nbsp; Series 2004-QS13, Class CB, 5.00%, 01/25/2032 | 2831 | 2747 |
| &nbsp;&nbsp; Series 2005-QA7, Class A22, 5.37%, 07/25/2035 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2005-QA7, Class A22, 5.37%, 07/25/2035 (Callable 10/25/2025) <sup>(g)</sup> | 588269 | 542019 |
| &nbsp;&nbsp; Series 2005-QS11, Class A2, 4.77% (1 mo. Term SOFR + 0.61%), 07/25/2035 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2005-QS11, Class A2, 4.77% (1 mo. Term SOFR + 0.61%), 07/25/2035 (Callable 10/25/2025) | 1699249 | 1232149 |
| Renaissance NIM Trust | Renaissance NIM Trust | Renaissance NIM Trust | Renaissance NIM Trust |
| &nbsp;&nbsp; Series 2006-2, Class AF3, 5.80%, 08/25/2036 (Callable 05/25/2027) <sup>(e)</sup> | &nbsp;&nbsp; Series 2006-2, Class AF3, 5.80%, 08/25/2036 (Callable 05/25/2027) <sup>(e)</sup> | 14782419 | 5159419 |
| &nbsp;&nbsp; Series 2006-3, Class AF2, 5.58%, 11/25/2036 (Callable 09/25/2029) <sup>(e)</sup> | &nbsp;&nbsp; Series 2006-3, Class AF2, 5.58%, 11/25/2036 (Callable 09/25/2029) <sup>(e)</sup> | 9847275 | 3110679 |
| &nbsp;&nbsp; Series 2007-1, Class AF3, 5.61%, 04/25/2037 (Callable 04/25/2033) <sup>(e)</sup> | &nbsp;&nbsp; Series 2007-1, Class AF3, 5.61%, 04/25/2037 (Callable 04/25/2033) <sup>(e)</sup> | 278136 | 70593 |
| &nbsp;&nbsp; Series 2007-2, Class AF2, Pool 2007-2, 5.68%, 06/25/2037 (Callable 05/25/2029) <sup>(e)</sup> | &nbsp;&nbsp; Series 2007-2, Class AF2, Pool 2007-2, 5.68%, 06/25/2037 (Callable 05/25/2029) <sup>(e)</sup> | 1435659 | 347067 |
| Rithm Capital Corp. | Rithm Capital Corp. | Rithm Capital Corp. | Rithm Capital Corp. |
| &nbsp;&nbsp; Series 2022-NQM2, Class A1, 3.08%, 03/27/2062 (Callable 10/25/2025) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2022-NQM2, Class A1, 3.08%, 03/27/2062 (Callable 10/25/2025) <sup>(a)(g)</sup> | 25355189 | 24071349 |
| &nbsp;&nbsp; Series 2023-1, Class A, 3.50%, 01/25/2063 (Callable 09/25/2038) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2023-1, Class A, 3.50%, 01/25/2063 (Callable 09/25/2038) <sup>(a)(g)</sup> | 46684536 | 44269984 |
| &nbsp;&nbsp; Series 2024-NQM2, Class A1, 5.12%, 09/25/2064 (Callable 01/25/2030) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2024-NQM2, Class A1, 5.12%, 09/25/2064 (Callable 01/25/2030) <sup>(a)(g)</sup> | 79681576 | 79795585 |
|  Starwood Mortgage Residential Trust, Series 2020-3, Class A1, 1.49%, 04/25/2065 (Callable 10/25/2025) <sup>(a)(g)</sup> | Starwood Mortgage Residential Trust, Series 2020-3, Class A1, 1.49%, 04/25/2065 (Callable 10/25/2025) <sup>(a)(g)</sup> | 1489686 | 1452719 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2017-6, Class A1, 2.75%, 10/25/2057 (Callable 02/25/2030) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2017-6, Class A1, 2.75%, 10/25/2057 (Callable 02/25/2030) <sup>(a)(g)</sup> | 3838821 | 3778946 |
| &nbsp;&nbsp; Series 2018-4, Class A1, 3.00%, 06/25/2058 (Callable 11/25/2033) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2018-4, Class A1, 3.00%, 06/25/2058 (Callable 11/25/2033) <sup>(a)(g)</sup> | 16116955 | 15315423 |
| &nbsp;&nbsp; Series 2018-6, Class A1A, 3.75%, 03/25/2058 (Callable 08/25/2030) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2018-6, Class A1A, 3.75%, 03/25/2058 (Callable 08/25/2030) <sup>(a)(g)</sup> | 1670111 | 1658451 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.75%, 03/25/2058 (Callable 05/25/2028) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-1, Class A1, 3.75%, 03/25/2058 (Callable 05/25/2028) <sup>(a)(g)</sup> | 3959265 | 3856681 |
| &nbsp;&nbsp; Series 2019-4, Class A1, 2.90%, 10/25/2059 (Callable 11/25/2031) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2019-4, Class A1, 2.90%, 10/25/2059 (Callable 11/25/2031) <sup>(a)(g)</sup> | 26926082 | 25875547 |
| &nbsp;&nbsp; Series 2020-2, Class A1A, 1.64%, 04/25/2060 (Callable 12/25/2031) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2020-2, Class A1A, 1.64%, 04/25/2060 (Callable 12/25/2031) <sup>(a)(g)</sup> | 19071598 | 17416868 |
| &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 (Callable 09/25/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 (Callable 09/25/2030) <sup>(a)</sup> | 48094011 | 43813634 |
| &nbsp;&nbsp; Series 2022-2, Class A1, 3.75%, 07/01/2062 (Callable 09/25/2031) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2022-2, Class A1, 3.75%, 07/01/2062 (Callable 09/25/2031) <sup>(a)(g)</sup> | 82622949 | 78635986 |
| &nbsp;&nbsp; Series 2022-3, Class A1, 3.75%, 08/01/2062 (Callable 09/25/2032) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2022-3, Class A1, 3.75%, 08/01/2062 (Callable 09/25/2032) <sup>(a)(g)</sup> | 80049472 | 76388497 |
| &nbsp;&nbsp; Series 2024-1, Class A1, 4.88%, 03/25/2064 (Callable 10/25/2031) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2024-1, Class A1, 4.88%, 03/25/2064 (Callable 10/25/2031) <sup>(a)(g)</sup> | 72195975 | 73347638 |
| &nbsp;&nbsp; Series 2024-2, Class A1A, 4.82%, 12/25/2064 (Callable 09/25/2028) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2024-2, Class A1A, 4.82%, 12/25/2064 (Callable 09/25/2028) <sup>(a)(g)</sup> | 105285354 | 107032069 |
| &nbsp;&nbsp; Series 2024-5, Class A1A, 4.56%, 10/25/2064 (Callable 02/25/2033) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2024-5, Class A1A, 4.56%, 10/25/2064 (Callable 02/25/2033) <sup>(a)(g)</sup> | 105193768 | 105916092 |
| WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2004-CB3, Class 1A, 6.00%, 10/25/2034 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2004-CB3, Class 1A, 6.00%, 10/25/2034 (Callable 10/25/2025) | 351920 | 359559 |
| &nbsp;&nbsp; Series 2004-CB3, Class 2A, 6.50%, 10/25/2034 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2004-CB3, Class 2A, 6.50%, 10/25/2034 (Callable 10/25/2025) | 885072 | 916595 |
| &nbsp;&nbsp; Series 2006-AR10, Class 1A1, 4.50%, 09/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2006-AR10, Class 1A1, 4.50%, 09/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | 389830 | 341367 |
| &nbsp;&nbsp; Series 2007-HY3, Class 4A1, 4.99%, 03/25/2037 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2007-HY3, Class 4A1, 4.99%, 03/25/2037 (Callable 10/25/2025) <sup>(g)</sup> | 4183784 | 3861187 |
|  Washington Mutual Alternative Mortgage Pass-Through Certificates, Series 2005-6, Class 2A4, 5.50%, 08/25/2035 (Callable 10/25/2025) | Washington Mutual Alternative Mortgage Pass-Through Certificates, Series 2005-6, Class 2A4, 5.50%, 08/25/2035 (Callable 10/25/2025) | 2143407 | 1903604 |
| Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust |
| &nbsp;&nbsp; Series 2006-AR14, Class 2A3, 6.50%, 10/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | &nbsp;&nbsp; Series 2006-AR14, Class 2A3, 6.50%, 10/25/2036 (Callable 10/25/2025) <sup>(g)</sup> | 529178 | 486412 |
| &nbsp;&nbsp; Series 2007-7, Class A49, 6.00%, 06/25/2037 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2007-7, Class A49, 6.00%, 06/25/2037 (Callable 10/25/2025) | 770384 | 692228 |
| **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $2,099,261,838) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $2,099,261,838) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $2,099,261,838) | 2078631100 |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.1%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.1%** | **Par** | **Value**  |
| BANK-2017 | BANK-2017 | BANK-2017 | BANK-2017 |
| &nbsp;&nbsp; Series 2017-BNK4, Class A4, 3.63%, 05/15/2050 (Callable 04/15/2027) | &nbsp;&nbsp; Series 2017-BNK4, Class A4, 3.63%, 05/15/2050 (Callable 04/15/2027) | 30037000 | 29705764 |
| &nbsp;&nbsp; Series 2017-BNK5, Class A5, 3.39%, 06/15/2060 (Callable 07/15/2027) | &nbsp;&nbsp; Series 2017-BNK5, Class A5, 3.39%, 06/15/2060 (Callable 07/15/2027) | 2070000 | 2042399 |
| &nbsp;&nbsp; Series 2017-BNK8, Class A4, 3.49%, 11/15/2050 (Callable 11/15/2027) | &nbsp;&nbsp; Series 2017-BNK8, Class A4, 3.49%, 11/15/2050 (Callable 11/15/2027) | 70921751 | 68947396 |
| &nbsp;&nbsp; Series 2017-BNK9, Class A4, 3.54%, 11/15/2054 (Callable 12/15/2029) | &nbsp;&nbsp; Series 2017-BNK9, Class A4, 3.54%, 11/15/2054 (Callable 12/15/2029) | 32737000 | 32100285 |
|  BANK-2018, Series 2018-BN10, Class A5, 3.69%, 02/15/2061 (Callable 02/15/2028) | BANK-2018, Series 2018-BN10, Class A5, 3.69%, 02/15/2061 (Callable 02/15/2028) | 6400000 | 6316970 |
|  BANK-2021, Series 2021-BN33, Class A5, 2.56%, 05/15/2064 (Callable 05/15/2031) | BANK-2021, Series 2021-BN33, Class A5, 2.56%, 05/15/2064 (Callable 05/15/2031) | 7919000 | 7124716 |
|  BANK-2022, Series 2022-BNK44, Class A5, 5.94%, 11/15/2055 (Callable 11/15/2032) <sup>(g)</sup> | BANK-2022, Series 2022-BNK44, Class A5, 5.94%, 11/15/2055 (Callable 11/15/2032) <sup>(g)</sup> | 32650000 | 34560009 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust | BANK5 Trust |
| &nbsp;&nbsp; Series 2023-5YR3, Class A2, 6.26%, 09/15/2056 (Callable 09/15/2028) | &nbsp;&nbsp; Series 2023-5YR3, Class A2, 6.26%, 09/15/2056 (Callable 09/15/2028) | 44143767 | 46055554 |
| &nbsp;&nbsp; Series 2023-5YR4, Class A3, 6.50%, 12/15/2056 (Callable 12/15/2028) | &nbsp;&nbsp; Series 2023-5YR4, Class A3, 6.50%, 12/15/2056 (Callable 12/15/2028) | 14693791 | 15499597 |
| &nbsp;&nbsp; Series 2024-5YR10, Class A2, 4.83%, 10/15/2057 (Callable 10/15/2029) | &nbsp;&nbsp; Series 2024-5YR10, Class A2, 4.83%, 10/15/2057 (Callable 10/15/2029) | 69800000 | 70735529 |
| &nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/2057 (Callable 06/15/2029) | &nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/2057 (Callable 06/15/2029) | 73525000 | 76735851 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust | BBCMS Trust |
| &nbsp;&nbsp; Series 2017-C1, Class A4, 3.67%, 02/15/2050 (Callable 02/15/2027) | &nbsp;&nbsp; Series 2017-C1, Class A4, 3.67%, 02/15/2050 (Callable 02/15/2027) | 7837000 | 7730445 |
| &nbsp;&nbsp; Series 2024-5C29, Class A2, 4.74%, 09/15/2057 (Callable 09/15/2029) | &nbsp;&nbsp; Series 2024-5C29, Class A2, 4.74%, 09/15/2057 (Callable 09/15/2029) | 50000000 | 50522845 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2018-B1, Class A5, 3.67%, 01/15/2051 (Callable 01/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2018-B1, Class A5, 3.67%, 01/15/2051 (Callable 01/15/2028) <sup>(g)</sup> | 18620000 | 18340871 |
| &nbsp;&nbsp; Series 2018-B3, Class A5, 4.03%, 04/10/2051 (Callable 04/10/2028) | &nbsp;&nbsp; Series 2018-B3, Class A5, 4.03%, 04/10/2051 (Callable 04/10/2028) | 21150000 | 20952239 |
| &nbsp;&nbsp; Series 2020-B21, Class A5, 1.98%, 12/17/2053 (Callable 12/15/2030) | &nbsp;&nbsp; Series 2020-B21, Class A5, 1.98%, 12/17/2053 (Callable 12/15/2030) | 47030000 | 41376759 |
| &nbsp;&nbsp; Series 2021-B24, Class A5, 2.58%, 03/15/2054 (Callable 03/15/2031) | &nbsp;&nbsp; Series 2021-B24, Class A5, 2.58%, 03/15/2054 (Callable 03/15/2031) | 19075000 | 17030389 |
| &nbsp;&nbsp; Series 2023-V3, Class A2, 5.90%, 07/15/2056 (Callable 07/15/2028) | &nbsp;&nbsp; Series 2023-V3, Class A2, 5.90%, 07/15/2056 (Callable 07/15/2028) | 22950000 | 23760817 |
| &nbsp;&nbsp; Series 2023-V3, Class A3, 6.36%, 07/15/2056 (Callable 07/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2023-V3, Class A3, 6.36%, 07/15/2056 (Callable 07/15/2028) <sup>(g)</sup> | 10025000 | 10509444 |
| &nbsp;&nbsp; Series 2024-V10, Class A2, 4.80%, 09/15/2057 (Callable 10/15/2029) | &nbsp;&nbsp; Series 2024-V10, Class A2, 4.80%, 09/15/2057 (Callable 10/15/2029) | 48225000 | 48906429 |
| &nbsp;&nbsp; Series 2024-V11, Class A2, 5.42%, 11/15/2057 (Callable 11/15/2029) | &nbsp;&nbsp; Series 2024-V11, Class A2, 5.42%, 11/15/2057 (Callable 11/15/2029) | 79500000 | 82202754 |
| &nbsp;&nbsp; Series 2025-V17, Class A2, 4.36%, 09/15/2058 (Callable 09/15/2030) | &nbsp;&nbsp; Series 2025-V17, Class A2, 4.36%, 09/15/2058 (Callable 09/15/2030) | 5000000 | 4973723 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| &nbsp;&nbsp; Series 2022-C1, Class A5, 3.37%, 02/15/2055 <sup>(g)</sup> | &nbsp;&nbsp; Series 2022-C1, Class A5, 3.37%, 02/15/2055 <sup>(g)</sup> | 31900000 | 29569466 |
| &nbsp;&nbsp; Series 2025-5C12, Class A3, 5.18%, 10/15/2058 (Callable 10/15/2030) | &nbsp;&nbsp; Series 2025-5C12, Class A3, 5.18%, 10/15/2058 (Callable 10/15/2030) | 69700000 | 71672106 |
|  CFCRE Commercial Mortgage Trust, Series 2016-C4, Class A4, 3.28%, 05/10/2058 (Callable 11/10/2026) | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class A4, 3.28%, 05/10/2058 (Callable 11/10/2026) | 8500000 | 8461522 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C2, Class A4, 2.83%, 08/10/2049 (Callable 08/10/2026) | &nbsp;&nbsp; Series 2016-C2, Class A4, 2.83%, 08/10/2049 (Callable 08/10/2026) | 33387000 | 32913302 |
| &nbsp;&nbsp; Series 2017-P8, Class A4, 3.47%, 09/15/2050 (Callable 09/15/2027) | &nbsp;&nbsp; Series 2017-P8, Class A4, 3.47%, 09/15/2050 (Callable 09/15/2027) | 35645000 | 34720583 |
| &nbsp;&nbsp; Series 2019-GC43, Class A4, 3.04%, 11/10/2052 (Callable 11/10/2029) | &nbsp;&nbsp; Series 2019-GC43, Class A4, 3.04%, 11/10/2052 (Callable 11/10/2029) | 7350000 | 6877388 |
|  Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2017-CD4, Class A4, 3.51%, 05/10/2050 (Callable 05/10/2027) <sup>(g)</sup> | Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2017-CD4, Class A4, 3.51%, 05/10/2050 (Callable 05/10/2027) <sup>(g)</sup> | 15959780 | 15760393 |
| Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust |
| &nbsp;&nbsp; Series 2016-BNK1, Class A3, 2.65%, 08/15/2049 (Callable 08/15/2026) | &nbsp;&nbsp; Series 2016-BNK1, Class A3, 2.65%, 08/15/2049 (Callable 08/15/2026) | 16807000 | 16538286 |
| &nbsp;&nbsp; Series 2017-C40, Class A4, 3.58%, 10/15/2050 (Callable 10/15/2027) | &nbsp;&nbsp; Series 2017-C40, Class A4, 3.58%, 10/15/2050 (Callable 10/15/2027) | 48894000 | 48219057 |
| &nbsp;&nbsp; Series 2017-C42, Class A4, 3.59%, 12/15/2050 (Callable 12/15/2027) | &nbsp;&nbsp; Series 2017-C42, Class A4, 3.59%, 12/15/2050 (Callable 12/15/2027) | 53620521 | 52628563 |
| &nbsp;&nbsp; Series 2017-RC1, Class A4, 3.63%, 01/15/2060 (Callable 03/15/2027) | &nbsp;&nbsp; Series 2017-RC1, Class A4, 3.63%, 01/15/2060 (Callable 03/15/2027) | 11875000 | 11771462 |
| &nbsp;&nbsp; Series 2018-C46, Class A4, 4.15%, 08/15/2051 (Callable 08/15/2028) | &nbsp;&nbsp; Series 2018-C46, Class A4, 4.15%, 08/15/2051 (Callable 08/15/2028) | 23500000 | 23338374 |
| &nbsp;&nbsp; Series 2018-C47, Class A4, 4.44%, 09/15/2061 (Callable 10/15/2028) | &nbsp;&nbsp; Series 2018-C47, Class A4, 4.44%, 09/15/2061 (Callable 10/15/2028) | 10850000 | 10894221 |
| &nbsp;&nbsp; Series 2025-5C5, Class A2, 5.11%, 07/15/2058 (Callable 07/15/2030) | &nbsp;&nbsp; Series 2025-5C5, Class A2, 5.11%, 07/15/2058 (Callable 07/15/2030) | 56475000 | 57931886 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2017-C8, Class A4, 3.39%, 06/15/2050 (Callable 06/15/2027) | &nbsp;&nbsp; Series 2017-C8, Class A4, 3.39%, 06/15/2050 (Callable 06/15/2027) | 4900000 | 4796314 |
| &nbsp;&nbsp; Series 2018-C14, Class A4, 4.42%, 11/15/2051 (Callable 11/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2018-C14, Class A4, 4.42%, 11/15/2051 (Callable 11/15/2028) <sup>(g)</sup> | 39100000 | 38803673 |
| &nbsp;&nbsp; Series 2019-C16, Class A3, 3.33%, 06/15/2052 (Callable 06/15/2029) | &nbsp;&nbsp; Series 2019-C16, Class A3, 3.33%, 06/15/2052 (Callable 06/15/2029) | 33264000 | 32094198 |
| &nbsp;&nbsp; Series 2019-C17, Class A5, 3.02%, 09/15/2052 (Callable 09/15/2029) | &nbsp;&nbsp; Series 2019-C17, Class A5, 3.02%, 09/15/2052 (Callable 09/15/2029) | 5000000 | 4694685 |
| &nbsp;&nbsp; Series 2020-C19, Class A3, 2.56%, 03/15/2053 (Callable 03/15/2030) | &nbsp;&nbsp; Series 2020-C19, Class A3, 2.56%, 03/15/2053 (Callable 03/15/2030) | 6000000 | 5444153 |
| GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II |
| &nbsp;&nbsp; Series 2017-GS5, Class A4, 3.67%, 03/10/2050 (Callable 03/10/2027) | &nbsp;&nbsp; Series 2017-GS5, Class A4, 3.67%, 03/10/2050 (Callable 03/10/2027) | 14402969 | 14227058 |
| &nbsp;&nbsp; Series 2017-GS8, Class A4, 3.47%, 11/10/2050 (Callable 11/10/2027) | &nbsp;&nbsp; Series 2017-GS8, Class A4, 3.47%, 11/10/2050 (Callable 11/10/2027) | 25225000 | 24771687 |
| &nbsp;&nbsp; Series 2019-GC42, Class A4, 3.00%, 09/10/2052 (Callable 09/10/2029) | &nbsp;&nbsp; Series 2019-GC42, Class A4, 3.00%, 09/10/2052 (Callable 09/10/2029) | 24620000 | 23111951 |
| JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities |
| &nbsp;&nbsp; Series 2016-JP2, Class A4, 2.82%, 08/15/2049 (Callable 07/15/2026) | &nbsp;&nbsp; Series 2016-JP2, Class A4, 2.82%, 08/15/2049 (Callable 07/15/2026) | 15150000 | 14967673 |
| &nbsp;&nbsp; Series 2017-JP5, Class A5, 3.72%, 03/15/2050 (Callable 04/15/2027) | &nbsp;&nbsp; Series 2017-JP5, Class A5, 3.72%, 03/15/2050 (Callable 04/15/2027) | 20950000 | 20748159 |
| &nbsp;&nbsp; Series 2017-JP7, Class A5, 3.45%, 09/15/2050 (Callable 04/15/2028) | &nbsp;&nbsp; Series 2017-JP7, Class A5, 3.45%, 09/15/2050 (Callable 04/15/2028) | 42766184 | 41979509 |
| JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust | JPMBB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2014-C25, Class A5, 3.67%, 11/15/2047 (Callable 12/15/2027) | &nbsp;&nbsp; Series 2014-C25, Class A5, 3.67%, 11/15/2047 (Callable 12/15/2027) | 5305847 | 5245891 |
| &nbsp;&nbsp; Series 2015-C32, Class A5, 3.60%, 11/15/2048 (Callable 10/15/2025) | &nbsp;&nbsp; Series 2015-C32, Class A5, 3.60%, 11/15/2048 (Callable 10/15/2025) | 17719425 | 17577670 |
| JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2016-C4, Class A3, 3.14%, 12/15/2049 (Callable 04/15/2027) | &nbsp;&nbsp; Series 2016-C4, Class A3, 3.14%, 12/15/2049 (Callable 04/15/2027) | 44268000 | 43471490 |
| &nbsp;&nbsp; Series 2017-C5, Class A5, 3.69%, 03/15/2050 (Callable 08/15/2027) | &nbsp;&nbsp; Series 2017-C5, Class A5, 3.69%, 03/15/2050 (Callable 08/15/2027) | 22721000 | 22385427 |
| &nbsp;&nbsp; Series 2018-C8, Class A4, 4.21%, 06/15/2051 (Callable 06/15/2028) | &nbsp;&nbsp; Series 2018-C8, Class A4, 4.21%, 06/15/2051 (Callable 06/15/2028) | 4070000 | 4052930 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp; Series 2016-C30, Class A5, 2.86%, 09/15/2049 (Callable 10/15/2026) | &nbsp;&nbsp; Series 2016-C30, Class A5, 2.86%, 09/15/2049 (Callable 10/15/2026) | 9062000 | 8909281 |
| &nbsp;&nbsp; Series 2016-C32, Class A4, 3.72%, 12/15/2049 (Callable 01/15/2027) | &nbsp;&nbsp; Series 2016-C32, Class A4, 3.72%, 12/15/2049 (Callable 01/15/2027) | 14175000 | 14063974 |
| &nbsp;&nbsp; Series 2017-C34, Class A4, 3.54%, 11/15/2052 (Callable 10/15/2027) | &nbsp;&nbsp; Series 2017-C34, Class A4, 3.54%, 11/15/2052 (Callable 10/15/2027) | 30055000 | 29574460 |
| &nbsp;&nbsp; Series 2025-5C1, Class A2, 4.91%, 03/15/2058 (Callable 03/15/2030) | &nbsp;&nbsp; Series 2025-5C1, Class A2, 4.91%, 03/15/2058 (Callable 03/15/2030) | 77125000 | 78460674 |
|  Morgan Stanley Capital I, Inc., Series 2017-H1, Class A5, 3.53%, 06/15/2050 (Callable 06/15/2027) | Morgan Stanley Capital I, Inc., Series 2017-H1, Class A5, 3.53%, 06/15/2050 (Callable 06/15/2027) | 17228100 | 16999362 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2017-C3, Class A4, 3.43%, 08/15/2050 (Callable 08/15/2027) | &nbsp;&nbsp; Series 2017-C3, Class A4, 3.43%, 08/15/2050 (Callable 08/15/2027) | 9240000 | 9014878 |
| &nbsp;&nbsp; Series 2018-C11, Class A5, 4.24%, 06/15/2051 (Callable 07/15/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series 2018-C11, Class A5, 4.24%, 06/15/2051 (Callable 07/15/2028) <sup>(g)</sup> | 14950000 | 14878546 |
| &nbsp;&nbsp; Series 2019-C16, Class A4, 3.60%, 04/15/2052 (Callable 04/15/2029) | &nbsp;&nbsp; Series 2019-C16, Class A4, 3.60%, 04/15/2052 (Callable 04/15/2029) | 2275000 | 2193725 |
|  Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2024-5C2, Class A2, 5.44%, 11/15/2057 (Callable 11/15/2029) | Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2024-5C2, Class A2, 5.44%, 11/15/2057 (Callable 11/15/2029) | 20575000 | 21274270 |
| **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $1,659,412,581) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $1,659,412,581) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $1,659,412,581) | 1651169032 |
| **ASSET-BACKED SECURITIES - 2.5%** | **ASSET-BACKED SECURITIES - 2.5%** | **Par** | **Value**  |
| Financial Holding Corp. | Financial Holding Corp. | Financial Holding Corp. | Financial Holding Corp. |
| &nbsp;&nbsp; Series 2023-C, Class A, 5.52%, 10/15/2028 <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-C, Class A, 5.52%, 10/15/2028 <sup>(a)</sup> | 23091000 | 23426464 |
| &nbsp;&nbsp; Series 2024-B, Class A, 4.95%, 02/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-B, Class A, 4.95%, 02/15/2029 <sup>(a)</sup> | 35035000 | 35447614 |
| &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | 26000000 | 26480964 |
| &nbsp;&nbsp; Series 2025-B, Class A, 4.85%, 02/15/2030 <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-B, Class A, 4.85%, 02/15/2030 <sup>(a)</sup> | 25575000 | 25993103 |
|  First National Master Note Trust, Series 2023-2, Class A, 5.77%, 09/15/2029 | First National Master Note Trust, Series 2023-2, Class A, 5.77%, 09/15/2029 | 45000000 | 45746689 |
|  Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28%, 02/15/2036 (Callable 08/15/2028) <sup>(a)</sup> | Ford Credit Auto Owner Trust, Series 2023-2, Class A, 5.28%, 02/15/2036 (Callable 08/15/2028) <sup>(a)</sup> | 89010000 | 91839218 |
|  Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 (Callable 02/15/2030) <sup>(a)(e)</sup> | Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 (Callable 02/15/2030) <sup>(a)(e)</sup> | 40125000 | 41165722 |
| Ford Credit Floorplan LLC | Ford Credit Floorplan LLC | Ford Credit Floorplan LLC | Ford Credit Floorplan LLC |
| &nbsp;&nbsp; Series 2024-3, Class A1, 4.30%, 09/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-3, Class A1, 4.30%, 09/15/2029 <sup>(a)</sup> | 31762000 | 31903605 |
| &nbsp;&nbsp; Series 2025-1, Class A1, 4.63%, 04/15/2030 | &nbsp;&nbsp; Series 2025-1, Class A1, 4.63%, 04/15/2030 | 71800000 | 72812466 |
| General Motors Co. | General Motors Co. | General Motors Co. | General Motors Co. |
| &nbsp;&nbsp; Series 2024-1A, Class A1, 5.13%, 03/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-1A, Class A1, 5.13%, 03/15/2029 <sup>(a)</sup> | 1050000 | 1066329 |
| &nbsp;&nbsp; Series 2024-2A, Class A, 5.06%, 03/15/2031 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-2A, Class A, 5.06%, 03/15/2031 <sup>(a)</sup> | 17050000 | 17572814 |
|  GM Financial Revolving Receivables Trust, Series 2023-1, Class A, 5.12%, 04/11/2035 (Callable 05/11/2028) <sup>(a)</sup> | GM Financial Revolving Receivables Trust, Series 2023-1, Class A, 5.12%, 04/11/2035 (Callable 05/11/2028) <sup>(a)</sup> | 85750000 | 87847745 |
|  Huntington Bank Auto Credit-Linked Notes Series 2024-1, Series 2024-1, Class B1, 6.15%, 05/20/2032 (Callable 10/20/2027) <sup>(a)</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-1, Series 2024-1, Class B1, 6.15%, 05/20/2032 (Callable 10/20/2027) <sup>(a)</sup> | 16778613 | 17053577 |
|  MMAF Equipment Finance LLC, Series 2024-A, Class A3, 4.95%, 07/14/2031 (Callable 11/13/2030) <sup>(a)</sup> | MMAF Equipment Finance LLC, Series 2024-A, Class A3, 4.95%, 07/14/2031 (Callable 11/13/2030) <sup>(a)</sup> | 21775000 | 22118755 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2021-EA, Class A, 0.97%, 12/16/2069 (Callable 07/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-EA, Class A, 0.97%, 12/16/2069 (Callable 07/15/2030) <sup>(a)</sup> | 6960485 | 6273938 |
| &nbsp;&nbsp; Series 2021-GA, Class A, 1.58%, 04/15/2070 (Callable 06/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-GA, Class A, 1.58%, 04/15/2070 (Callable 06/15/2030) <sup>(a)</sup> | 6735641 | 6087691 |
| &nbsp;&nbsp; Series 2022-A, Class A, 2.23%, 07/15/2070 (Callable 08/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-A, Class A, 2.23%, 07/15/2070 (Callable 08/15/2030) <sup>(a)</sup> | 60562701 | 55282493 |
| &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 08/15/2033) <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-A, Class A, 5.51%, 10/15/2071 (Callable 08/15/2033) <sup>(a)</sup> | 36597708 | 37489568 |
| &nbsp;&nbsp; Series 2025-A, Class A, 5.02%, 07/15/2055 <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-A, Class A, 5.02%, 07/15/2055 <sup>(a)</sup> | 2785268 | 2812584 |
|  Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36%, 04/20/2062 (Callable 09/20/2029) <sup>(a)</sup> | Nelnet Student Loan Trust, Series 2021-A, Class APT1, 1.36%, 04/20/2062 (Callable 09/20/2029) <sup>(a)</sup> | 14153142 | 13359738 |
|  SBA Depositor LLC, 1.84%, 04/15/2027 (Callable 04/15/2026) <sup>(a)</sup> | SBA Depositor LLC, 1.84%, 04/15/2027 (Callable 04/15/2026) <sup>(a)</sup> | 45100000 | 43076368 |
|  SMB Private Education Loan Trust, Series 2024-D, Class A1A, 5.38%, 07/15/2053 <sup>(a)</sup> | SMB Private Education Loan Trust, Series 2024-D, Class A1A, 5.38%, 07/15/2053 <sup>(a)</sup> | 65308013 | 66992150 |
| Synchrony Bank | Synchrony Bank | Synchrony Bank | Synchrony Bank |
| &nbsp;&nbsp; Series 2024-A1, Class A, 5.04%, 03/15/2030 | &nbsp;&nbsp; Series 2024-A1, Class A, 5.04%, 03/15/2030 | 26030000 | 26414369 |
| &nbsp;&nbsp; Series 2025-A2, Class A, 4.49%, 05/15/2031 | &nbsp;&nbsp; Series 2025-A2, Class A, 4.49%, 05/15/2031 | 12525000 | 12675125 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2020-MH1, Class A1, 2.25%, 02/25/2060 (Callable 10/25/2025) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2020-MH1, Class A1, 2.25%, 02/25/2060 (Callable 10/25/2025) <sup>(a)(g)</sup> | 6092133 | 5971774 |
| &nbsp;&nbsp; Series 2020-MH1, Class A1A, 2.18%, 02/25/2060 (Callable 10/25/2025) <sup>(a)(g)</sup> | &nbsp;&nbsp; Series 2020-MH1, Class A1A, 2.18%, 02/25/2060 (Callable 10/25/2025) <sup>(a)(g)</sup> | 8388147 | 8218953 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |
| &nbsp;&nbsp; Series 2024-2, Class A, 4.83%, 12/22/2031 (Callable 12/20/2028) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-2, Class A, 4.83%, 12/22/2031 (Callable 12/20/2028) <sup>(a)</sup> | 35887000 | 36720476 |
| &nbsp;&nbsp; Series 2024-5, Class A, 5.00%, 06/21/2032 (Callable 06/20/2029) <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-5, Class A, 5.00%, 06/21/2032 (Callable 06/20/2029) <sup>(a)</sup> | 5150000 | 5307464 |
| &nbsp;&nbsp; Series 2024-6, Class A1A, 4.17%, 08/20/2030 (Callable 08/20/2027) | &nbsp;&nbsp; Series 2024-6, Class A1A, 4.17%, 08/20/2030 (Callable 08/20/2027) | 130175000 | 130783659 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $985,348,000) | **TOTAL ASSET-BACKED SECURITIES** (Cost $985,348,000) | **TOTAL ASSET-BACKED SECURITIES** (Cost $985,348,000) | 997941415 |
| **MUNICIPAL BONDS - 0.6%** | **MUNICIPAL BONDS - 0.6%** | **Par** | **Value**  |
|  Black Belt Energy Gas District, 6.00%, 02/01/2029 (Callable 11/01/2028) | Black Belt Energy Gas District, 6.00%, 02/01/2029 (Callable 11/01/2028) | 9120000 | 9379435 |
| Brazos Higher Education Authority, Inc. | Brazos Higher Education Authority, Inc. | Brazos Higher Education Authority, Inc. | Brazos Higher Education Authority, Inc. |
| &nbsp;&nbsp; 2.08%, 04/01/2026 | &nbsp;&nbsp; 2.08%, 04/01/2026 | 1000000 | 989281 |
| &nbsp;&nbsp; 2.18%, 04/01/2027 | &nbsp;&nbsp; 2.18%, 04/01/2027 | 1300000 | 1259597 |
| &nbsp;&nbsp; 2.31%, 04/01/2028 | &nbsp;&nbsp; 2.31%, 04/01/2028 | 1000000 | 950703 |
| &nbsp;&nbsp; 2.41%, 04/01/2029 | &nbsp;&nbsp; 2.41%, 04/01/2029 | 2360000 | 2203300 |
| &nbsp;&nbsp; 2.51%, 04/01/2030 | &nbsp;&nbsp; 2.51%, 04/01/2030 | 1175000 | 1078060 |
| &nbsp;&nbsp; 2.76%, 04/01/2040 (Callable 04/01/2030) | &nbsp;&nbsp; 2.76%, 04/01/2040 (Callable 04/01/2030) | 125000 | 115441 |
|  California Community Choice Financing Authority, 6.13%, 04/01/2030 | California Community Choice Financing Authority, 6.13%, 04/01/2030 | 4000000 | 4152618 |
|  Colton Joint Unified School District, 6.01%, 08/01/2026 | Colton Joint Unified School District, 6.01%, 08/01/2026 | 1250000 | 1271439 |
|  County of Hamilton OH, 3.76%, 06/01/2042 | County of Hamilton OH, 3.76%, 06/01/2042 | 25725000 | 21304233 |
|  District of Columbia, 7.63%, 10/01/2035 | District of Columbia, 7.63%, 10/01/2035 | 8040000 | 8747713 |
|  Illinois Housing Development Authority, 5.75%, 10/01/2053 (Callable 10/01/2032) | Illinois Housing Development Authority, 5.75%, 10/01/2053 (Callable 10/01/2032) | 4905000 | 5060682 |
|  Illinois International Port District, 5.00%, 01/01/2035 (Callable 01/01/2026) <sup>(a)</sup> | Illinois International Port District, 5.00%, 01/01/2035 (Callable 01/01/2026) <sup>(a)</sup> | 2865000 | 2663743 |
| Iowa Finance Authority | Iowa Finance Authority | Iowa Finance Authority | Iowa Finance Authority |
| &nbsp;&nbsp; 7.00%, 11/01/2027 <sup>(a)</sup> | &nbsp;&nbsp; 7.00%, 11/01/2027 <sup>(a)</sup> | 4550000 | 4610332 |
| &nbsp;&nbsp; 6.25%, 07/01/2054 (Callable 07/01/2033) | &nbsp;&nbsp; 6.25%, 07/01/2054 (Callable 07/01/2033) | 10415000 | 10916087 |
|  Iowa Student Loan Liquidity Corp., 2.99%, 12/01/2039 (Callable 12/01/2029) | Iowa Student Loan Liquidity Corp., 2.99%, 12/01/2039 (Callable 12/01/2029) | 290000 | 283883 |
|  Maricopa County Industrial Development Authority, 7.38%, 10/01/2029 (Callable 09/01/2029) <sup>(a)</sup> | Maricopa County Industrial Development Authority, 7.38%, 10/01/2029 (Callable 09/01/2029) <sup>(a)</sup> | 19400000 | 20347558 |
|  Maryland Economic Development Corp., 4.00%, 04/01/2034 (Callable 01/01/2034) | Maryland Economic Development Corp., 4.00%, 04/01/2034 (Callable 01/01/2034) | 39305000 | 28768540 |
| Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority |
| &nbsp;&nbsp; 2.46%, 07/01/2030 | &nbsp;&nbsp; 2.46%, 07/01/2030 | 8375000 | 7705517 |
| &nbsp;&nbsp; 2.56%, 07/01/2031 | &nbsp;&nbsp; 2.56%, 07/01/2031 | 5000000 | 4516995 |
| &nbsp;&nbsp; 3.78%, 07/01/2035 (Callable 07/01/2029) | &nbsp;&nbsp; 3.78%, 07/01/2035 (Callable 07/01/2029) | 3890000 | 3631579 |
|  Massachusetts Housing Finance Agency, 6.00%, 12/01/2054 (Callable 06/01/2033) | Massachusetts Housing Finance Agency, 6.00%, 12/01/2054 (Callable 06/01/2033) | 22240000 | 23179845 |
| Minnesota Housing Finance Agency | Minnesota Housing Finance Agency | Minnesota Housing Finance Agency | Minnesota Housing Finance Agency |
| &nbsp;&nbsp; 2.68%, 10/01/2046 (Callable 01/01/2026) | &nbsp;&nbsp; 2.68%, 10/01/2046 (Callable 01/01/2026) | 8480026 | 7302345 |
| &nbsp;&nbsp; 2.65%, 11/01/2046 (Callable 01/01/2026) | &nbsp;&nbsp; 2.65%, 11/01/2046 (Callable 01/01/2026) | 8993602 | 7730267 |
| &nbsp;&nbsp; 6.25%, 07/01/2053 (Callable 01/01/2033) | &nbsp;&nbsp; 6.25%, 07/01/2053 (Callable 01/01/2033) | 2635000 | 2748232 |
| New Hampshire Business Finance Authority | New Hampshire Business Finance Authority | New Hampshire Business Finance Authority | New Hampshire Business Finance Authority |
| &nbsp;&nbsp; 3.25%, 04/01/2028 (Callable 01/01/2028) | &nbsp;&nbsp; 3.25%, 04/01/2028 (Callable 01/01/2028) | 33000000 | 15557464 |
| &nbsp;&nbsp; 3.30%, 04/01/2032 (Callable 01/01/2032) | &nbsp;&nbsp; 3.30%, 04/01/2032 (Callable 01/01/2032) | 21000000 | 14710557 |
| &nbsp;&nbsp; 2.87%, 07/01/2035 (Callable 01/01/2035) | &nbsp;&nbsp; 2.87%, 07/01/2035 (Callable 01/01/2035) | 17025000 | 12078841 |
|  North Carolina Housing Finance Agency, 2.87%, 07/01/2032 (Callable 11/01/2025) | North Carolina Housing Finance Agency, 2.87%, 07/01/2032 (Callable 11/01/2025) | 75000 | 74613 |
|  North Dakota Housing Finance Agency, 6.25%, 01/01/2054 (Callable 07/01/2032) | North Dakota Housing Finance Agency, 6.25%, 01/01/2054 (Callable 07/01/2032) | 6865000 | 7164407 |
|  Ohio Housing Finance Agency, 6.50%, 03/01/2054 (Callable 09/01/2033) | Ohio Housing Finance Agency, 6.50%, 03/01/2054 (Callable 09/01/2033) | 7675000 | 8087064 |
| Rhode Island Student Loan Authority | Rhode Island Student Loan Authority | Rhode Island Student Loan Authority | Rhode Island Student Loan Authority |
| &nbsp;&nbsp; 2.53%, 12/01/2025 | &nbsp;&nbsp; 2.53%, 12/01/2025 | 2310000 | 2302805 |
| &nbsp;&nbsp; 2.73%, 12/01/2026 | &nbsp;&nbsp; 2.73%, 12/01/2026 | 1490000 | 1468040 |
| &nbsp;&nbsp; 2.88%, 12/01/2027 | &nbsp;&nbsp; 2.88%, 12/01/2027 | 1800000 | 1755187 |
| &nbsp;&nbsp; 5.00%, 12/01/2028 <sup>(i)</sup> | &nbsp;&nbsp; 5.00%, 12/01/2028 <sup>(i)</sup> | 1265000 | 1332428 |
| &nbsp;&nbsp; 5.00%, 12/01/2029 <sup>(i)</sup> | &nbsp;&nbsp; 5.00%, 12/01/2029 <sup>(i)</sup> | 1295000 | 1376718 |
|  Western Michigan University Homer Stryker MD School of Medicine, 4.75%, 11/15/2028 | Western Michigan University Homer Stryker MD School of Medicine, 4.75%, 11/15/2028 | 11630000 | 11883070 |
| **TOTAL MUNICIPAL BONDS** (Cost $304,808,872) | **TOTAL MUNICIPAL BONDS** (Cost $304,808,872) | **TOTAL MUNICIPAL BONDS** (Cost $304,808,872) | 258708619 |
| **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.6%** | **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.6%** | **Par** | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series K072, Class A2, 3.44%, 12/25/2027 (Callable 12/25/2027) | &nbsp;&nbsp; Series K072, Class A2, 3.44%, 12/25/2027 (Callable 12/25/2027) | 12000000 | 11878364 |
| &nbsp;&nbsp; Series K074, Class A2, 3.60%, 01/25/2028 (Callable 01/25/2028) | &nbsp;&nbsp; Series K074, Class A2, 3.60%, 01/25/2028 (Callable 01/25/2028) | 26320000 | 26130633 |
| &nbsp;&nbsp; Series K077, Class A2, 3.85%, 05/25/2028 (Callable 05/25/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series K077, Class A2, 3.85%, 05/25/2028 (Callable 05/25/2028) <sup>(g)</sup> | 27749000 | 27694282 |
| &nbsp;&nbsp; Series K080, Class A2, 3.93%, 07/25/2028 (Callable 07/25/2028) <sup>(g)</sup> | &nbsp;&nbsp; Series K080, Class A2, 3.93%, 07/25/2028 (Callable 07/25/2028) <sup>(g)</sup> | 9720000 | 9717466 |
| &nbsp;&nbsp; Series K122, Class A2, 1.52%, 11/25/2030 (Callable 11/25/2030) | &nbsp;&nbsp; Series K122, Class A2, 1.52%, 11/25/2030 (Callable 11/25/2030) | 23000000 | 20287343 |
| &nbsp;&nbsp; Series K153, Class A3, 3.12%, 10/25/2031 (Callable 10/25/2031) <sup>(g)</sup> | &nbsp;&nbsp; Series K153, Class A3, 3.12%, 10/25/2031 (Callable 10/25/2031) <sup>(g)</sup> | 17905000 | 16785878 |
| &nbsp;&nbsp; Series K752, Class A2, 4.28%, 07/25/2030 (Callable 07/25/2030) | &nbsp;&nbsp; Series K752, Class A2, 4.28%, 07/25/2030 (Callable 07/25/2030) | 31575000 | 31821175 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Series 2017-M4, Class A2, 2.66%, 12/25/2026 <sup>(g)</sup> | &nbsp;&nbsp; Series 2017-M4, Class A2, 2.66%, 12/25/2026 <sup>(g)</sup> | 17328737 | 17023247 |
| &nbsp;&nbsp; Series 2022-M10, Class A2, 1.99%, 01/25/2032 <sup>(g)</sup> | &nbsp;&nbsp; Series 2022-M10, Class A2, 1.99%, 01/25/2032 <sup>(g)</sup> | 97375000 | 85117523 |
| **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $250,824,891) | **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $250,824,891) | **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $250,824,891) | 246455911 |
| **OTHER GOVERNMENT RELATED SECURITIES - 0.2%** | **OTHER GOVERNMENT RELATED SECURITIES - 0.2%** | **Par** | **Value**  |
| Electricite de France SA | Electricite de France SA | Electricite de France SA | Electricite de France SA |
| &nbsp;&nbsp; 5.65%, 04/22/2029 (Callable 03/22/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.65%, 04/22/2029 (Callable 03/22/2029) <sup>(a)</sup> | 24450000 | 25496436 |
| &nbsp;&nbsp; 6.25%, 05/23/2033 (Callable 02/23/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 05/23/2033 (Callable 02/23/2033) <sup>(a)</sup> | 7000000 | 7629692 |
| &nbsp;&nbsp; 5.95%, 04/22/2034 (Callable 01/22/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.95%, 04/22/2034 (Callable 01/22/2034) <sup>(a)</sup> | 10900000 | 11593784 |
| &nbsp;&nbsp; 4.75%, 10/13/2035 (Callable 04/13/2035) <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 10/13/2035 (Callable 04/13/2035) <sup>(a)</sup> | 10000000 | 9888915 |
|  NBN Co. Ltd., 2.63%, 05/05/2031 (Callable 02/05/2031) <sup>(a)</sup> | NBN Co. Ltd., 2.63%, 05/05/2031 (Callable 02/05/2031) <sup>(a)</sup> | 5000000 | 4562677 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| &nbsp;&nbsp; 5.95%, 01/28/2031 (Callable 10/28/2030) | &nbsp;&nbsp; 5.95%, 01/28/2031 (Callable 10/28/2030) | 1005000 | 973453 |
| &nbsp;&nbsp; 6.70%, 02/16/2032 (Callable 11/16/2031) | &nbsp;&nbsp; 6.70%, 02/16/2032 (Callable 11/16/2031) | 31343000 | 31061007 |
| **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $87,532,204) | **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $87,532,204) | **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $87,532,204) | 91205964 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 2.7%** | **MONEY MARKET FUNDS - 2.7%** | **Shares** | **Value**  |
| First American Government Obligations Fund - Class U, 4.07%<sup>(j)</sup> | First American Government Obligations Fund - Class U, 4.07%<sup>(j)</sup> | 1080327130 | 1080327130 |
| **TOTAL MONEY MARKET FUNDS** (Cost $1,080,327,130) | **TOTAL MONEY MARKET FUNDS** (Cost $1,080,327,130) | **TOTAL MONEY MARKET FUNDS** (Cost $1,080,327,130) | 1080327130 |
| **TOTAL INVESTMENTS - 100.7% (**Cost $41,938,876,193**)** | **TOTAL INVESTMENTS - 100.7% (**Cost $41,938,876,193**)** | **TOTAL INVESTMENTS - 100.7% (**Cost $41,938,876,193**)** | 40987794825 |
| Liabilities in Excess of Other Assets - (0.7)% | Liabilities in Excess of Other Assets - (0.7)% | Liabilities in Excess of Other Assets - (0.7)% | (273842071) |
| **TOTAL NET ASSETS - 100.0%** | 0.0% | 0.0% | $40713952754 |
| two | two | two | –% |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| GNMA - Government National Mortgage Association |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PCA Pollution Control Authority |
| PIK - Payment in Kind |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |
| SOFR - Secured Overnight Financing Rate |

---

(a) 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 September 30, 2025, the value of these securities total $9,949,793,498 or 24.4% of the Fund's net assets.

(b) Issuer is currently in default.

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

(d) 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 September 30, 2025.

(e) Step coupon bond. The rate disclosed is as of September 30, 2025.

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

(g) 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 September 30, 2025.

(h) Rounds to zero.

(i) Security subject to the Alternative Minimum Tax ("AMT"). As of September 30, 2025, the total value of securities subject to the AMT was $2,709,146 or 0.0% of net assets.

(j) The rate shown represents the 7-day annualized yield as of September 30, 2025.

------

#### Summary of Fair Value Disclosure as of September 30, 2025 (Unaudited)
Baird Core Plus Bond Fund (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 September 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | $– | $18167584359 | $– | $18167584359 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 9936421337 | – | 9936421337 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Residential Mortgage-Backed Securities | – | 6479349958 | – | 6479349958 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Residential Mortgage-Backed Securities | – | 2078631100 | – | 2078631100 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage-Backed Securities | – | 1651169032 | – | 1651169032 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 997941415 | – | 997941415 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 258708619 | – | 258708619 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Commercial Mortgage-Backed Securities | – | 246455911 | – | 246455911 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Other Government Related Securities | – | 91205964 | – | 91205964 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 1080327130 | – | – | 1080327130 |
| Total Investments | $1080327130 | $39907467695 | $– | $40987794825 |
| 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. |

---

Changes in valuation techniques may result in transfers into or out of assigned levels within the fair value hierarchy. There were no transfers into or out of Level 3 during the reporting period, as compared to the security classifications from the prior year's core financial statements. <br>

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Baird Funds Inc

- **b. Investment Company Act file number:** 811-09997

- **c. CIK number of Registrant:** 0001282693

- **d. LEI of Registrant:** 5493007JR2NWYBC7PO06

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

  - **Street Address 1:** 777 East Wisconsin Avenue

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

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

- **b. EDGAR series identifier (if any):** S000000754

- **c. LEI of Series:** 549300S4MBFCLLUH2X28

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $40672774055.56

**Total Liabilities:** $84513364.72

**Net Assets:** $40588260690.84

**Delayed Delivery Securities:** $73870974.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 215485.774077000000 | **1-Year:** 1731273.595782000000 | **5-Year:** 4573654.078895000000 | **10-Year:** 8108059.290668000000 | **30-Year:** 7296616.877861000000

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

- **3-Month:** 78447.105081000000 | **1-Year:** 128828.386111000000 | **5-Year:** 149552.800562000000 | **10-Year:** 61814.934960000000 | **30-Year:** 11367.144065000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002165 | -0.12%               | 1.14%                | 1.12%                |
| Class ID C000002166 | -0.13%               | 1.15%                | 1.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7293449.60             | $-178245401.33                             |
| Month 2  | $3494676.80              | $303540523.13                              |
| Month 3  | $8163980.22              | $284538690.47                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417GXB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3662490 | PA      | $3457161.24    | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417TRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2297516 | PA      | $2308016.90    | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ASW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3457641 | PA      | $3328592.41    | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   13625000 | PA      | $12153464.71   | 0.03%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12700943.13   | 0.03%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5122267.02    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VALE CANADA LTD                | Vale Canada Ltd                                                                 | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |    1600000 | PA      | $1769840.00    | 0.00%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8113038.08    | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10035000 | PA      | $10046112.96   | 0.02%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  849850000 | PA      | $753976296.88  | 1.86%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  541275000 | PA      | $548654099.23  | 1.35%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD             | Trane Technologies Financing Ltd                                                | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    1300000 | PA      | $1181700.49    | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13632204.90   | 0.03%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $14382725.31   | 0.04%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25213602.00   | 0.06%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   19000000 | PA      | $19326456.48   | 0.05%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   21575000 | PA      | $21456093.06   | 0.05%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9392533.50    | 0.02%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   19560000 | PA      | $17639138.37   | 0.04%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3429882.05    | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   15375000 | PA      | $15802141.79   | 0.04%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   77125000 | PA      | $78460673.89   | 0.19%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   17025000 | PA      | $12078840.82   | 0.03%             | 2035-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    8005000 | PA      | $7936168.21    | 0.02%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5205939.25    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   58055000 | PA      | $57782514.79   | 0.14%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP          | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $12200981.40   | 0.03%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP         | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10424374.40   | 0.03%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680BW2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8770000 | PA      | $6804179.51    | 0.02%             | 2045-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10003200.60   | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6678504.53    | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35035000 | PA      | $35447614.20   | 0.09%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5356234.26    | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| POSCO                          | POSCO                                                                           | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5000000 | PA      | $5159286.00    | 0.01%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10257376.90   | 0.03%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR1 Trust                                            | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   72802026 | PA      | $70272083.13   | 0.17%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                     | Terex Corp                                                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     250000 | PA      | $254674.00     | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   17500000 | PA      | $15373354.68   | 0.04%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6159626.46    | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC          | AAR Escrow Issuer LLC                                                           | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $257356.16     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10360907.60   | 0.03%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   12000000 | PA      | $12089846.40   | 0.03%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD       | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    6500000 | PA      | $6139683.29    | 0.02%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                 | Alpek SAB de CV                                                                 | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   10000000 | PA      | $8768839.00    | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL               | Ambipar Lux Sarl                                                                | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $85250.00      | 0.00%             | 2031-02-06      | None          | 9.88%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL               | Ambipar Lux Sarl                                                                | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $165610.00     | 0.00%             | 2033-02-05      | None          | 10.88%                | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6172350.12    | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15163025.25   | 0.04%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS MORTGAGE TRUST 2017-C1                                                    | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7837000 | PA      | $7730445.01    | 0.02%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    6613000 | PA      | $6564893.40    | 0.02%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4694685.50    | 0.01%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2005-10                                   | CUSIP: 126670AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1284 | PA      | $1279.22       | 0.00%             | 2036-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $10709272.32   | 0.03%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   18775000 | PA      | $19199938.33   | 0.05%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $25089289.92   | 0.06%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10682836.70   | 0.03%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   13047000 | PA      | $12324229.73   | 0.03%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   22900000 | PA      | $14884036.60   | 0.04%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5275100.55    | 0.01%             | 2033-07-05      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15813448.35   | 0.04%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   18264000 | PA      | $18676453.90   | 0.05%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8395000 | PA      | $8441694.42    | 0.02%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5472804.33    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5500000 | PA      | $5024177.24    | 0.01%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5000000 | PA      | $5250695.30    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7020000 | PA      | $7191031.63    | 0.02%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                 | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    7625000 | PA      | $6896597.09    | 0.02%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $7750953.21    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8841553.64    | 0.02%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10102763.90   | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4487037.20    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   18925000 | PA      | $19471239.09   | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FMR LLC                        | FMR LLC                                                                         | CUSIP: 30251BAC2<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $2030037.03    | 0.01%             | 2040-12-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21968288 | PA      | $19637368.75   | 0.05%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133A7QV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23677115 | PA      | $20384965.95   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371HE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3350 | PA      | $3457.14       | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31376KA30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2651785 | PA      | $2688136.81    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138AMUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1443491 | PA      | $1443857.68    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E0RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     739518 | PA      | $703969.42     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WDWT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3386831 | PA      | $3263550.29    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8400770 | PA      | $7722230.59    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     593295 | PA      | $607557.09     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7035778 | PA      | $6322921.58    | 0.02%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7415345 | PA      | $7375255.30    | 0.02%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JANV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4798406 | PA      | $4830207.25    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3207438 | PA      | $3019541.36    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140KEJ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15021839 | PA      | $13881154.83   | 0.03%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140LVTP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9057043 | PA      | $7440680.47    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QTHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36340440 | PA      | $37336230.33   | 0.09%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1L76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21677425 | PA      | $19577214.90   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4MD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10542241 | PA      | $9530811.72    | 0.02%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4RY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26655443 | PA      | $24894735.02   | 0.06%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6PB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   72359026 | PA      | $65142839.03   | 0.16%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X87K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33745373 | PA      | $30227684.89   | 0.07%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8SF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17229732 | PA      | $14636572.03   | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27731976 | PA      | $25769201.65   | 0.06%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDJ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39514752 | PA      | $33824821.31   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQWN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42302432 | PA      | $43795303.06   | 0.11%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   97758521 | PA      | $101066930.45  | 0.25%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417DGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7545139 | PA      | $6942787.90    | 0.02%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2823310 | PA      | $2713655.03    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68096011 | PA      | $55499939.74   | 0.14%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47008664 | PA      | $40598736.44   | 0.10%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1139544 | PA      | $1143347.81    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                     | FedEx Corp                                                                      | CUSIP: 31428XCM6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6378182.51    | 0.02%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   83025164 | PA      | $81080274.26   | 0.20%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    8810000 | PA      | $8562785.76    | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   10000000 | PA      | $10330849.20   | 0.03%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   71800000 | PA      | $72812466.16   | 0.18%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16964078.08   | 0.04%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                                               | CUSIP: 36176XUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15407450 | PA      | $14436954.15   | 0.04%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4524135 | PA      | $4224963.01    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4534515 | PA      | $4226237.29    | 0.01%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15008994 | PA      | $13982352.27   | 0.03%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9427459 | PA      | $8548707.95    | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                                               | CUSIP: 3622A2A69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   79422562 | PA      | $72724524.12   | 0.18%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622A2R38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11514887 | PA      | $10723838.89   | 0.03%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACCH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7895060 | PA      | $7771346.76    | 0.02%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2023-1                                 | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   85750000 | PA      | $87847745.13   | 0.22%             | 2035-04-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX         | Goodman US Finance Six LLC                                                      | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10094532.00   | 0.02%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAD6<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    9575000 | PA      | $8621030.30    | 0.02%             | 2044-06-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6534214.00    | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   19471000 | PA      | $19608737.08   | 0.05%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4775000 | PA      | $4702709.60    | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   22654000 | PA      | $21703054.85   | 0.05%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   31529000 | PA      | $28577852.49   | 0.07%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4053400.00    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   35556000 | PA      | $37151617.81   | 0.09%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   28805000 | PA      | $27448039.66   | 0.07%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   12000000 | PA      | $12155566.68   | 0.03%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   16751000 | PA      | $15133301.66   | 0.04%             | 2032-06-23      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10227241.90   | 0.03%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AJ5<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     450000 | PA      | $481015.51     | 0.00%             | 2037-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4646472.90    | 0.01%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP FED  | Maryland Economic Development Corp                                              | CUSIP: 57422LAA1<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   39305000 | PA      | $28768540.09   | 0.07%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA         | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17374673.71   | 0.04%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8960349.63    | 0.02%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   11101000 | PA      | $11456064.37   | 0.03%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3323902.12    | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10268519.50   | 0.03%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   57037000 | PA      | $58945032.52   | 0.15%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    9200000 | PA      | $6867796.32    | 0.02%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   14275000 | PA      | $14862460.50   | 0.04%             | 2029-01-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $4202636.04    | 0.01%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  237925000 | PA      | $215944819.93  | 0.53%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $303128.91     | 0.00%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5544335.60    | 0.01%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS         | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20155830.20   | 0.05%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15710000 | PA      | $15482729.71   | 0.04%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust Series 2024-5                                              | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5150000 | PA      | $5307464.34    | 0.01%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $15008915.90   | 0.04%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4934000 | PA      | $5376263.14    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19889362.07   | 0.05%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   15175000 | PA      | $15373252.88   | 0.04%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO            | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $10674251.60   | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                 | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   54200000 | PA      | $55757992.01   | 0.14%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   36775000 | PA      | $36455734.90   | 0.09%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9792766.80    | 0.02%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC               | Williams Cos Inc/The                                                            | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $4034525.88    | 0.01%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10063621.77   | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   31353000 | PA      | $31838157.26   | 0.08%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   49178000 | PA      | $52204312.81   | 0.13%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   41350000 | PA      | $43499588.02   | 0.11%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $6065747.52    | 0.01%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMER GLOB FIN X         | AIG SunAmerica Global Financing X                                               | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |   10549000 | PA      | $11773723.39   | 0.03%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2023-NQM3                                                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   61227937 | PA      | $61816533.16   | 0.15%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| AECOM                          | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   25675000 | PA      | $26249863.25   | 0.06%             | 2033-08-01      | Fixed         | 6.00%                 | 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        |    8000000 | PA      | $7859878.24    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    7575000 | PA      | $7641372.98    | 0.02%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $6100667.96    | 0.02%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12493603.32   | 0.03%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    8025000 | PA      | $7738259.45    | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   15500000 | PA      | $16165025.95   | 0.04%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   12250000 | PA      | $12761186.38   | 0.03%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   14267000 | PA      | $14554176.59   | 0.04%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   42125000 | PA      | $41408055.67   | 0.10%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                 | Alpek SAB de CV                                                                 | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    6000000 | PA      | $5762668.20    | 0.01%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-28CB                                                | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     331736 | PA      | $153883.19     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25752910.50   | 0.06%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3078000 | PA      | $3201327.36    | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    6000000 | PA      | $6512632.26    | 0.02%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6674749.61    | 0.02%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   12000000 | PA      | $12309423.72   | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   18330000 | PA      | $19476651.30   | 0.05%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $14993937.45   | 0.04%             | 2026-10-06      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2038272.00    | 0.01%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19539000 | PA      | $19240896.41   | 0.05%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   89609000 | PA      | $92929398.77   | 0.23%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15329668.80   | 0.04%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   24400000 | PA      | $23612804.03   | 0.06%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7220242.75    | 0.02%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   25000000 | PA      | $25571672.25   | 0.06%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   41750000 | PA      | $42370574.09   | 0.10%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4973723.50    | 0.01%             | 2058-09-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6346782.00    | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                  | BGC Group Inc                                                                   | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16016954.40   | 0.04%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $980489.09     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS            | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $747000.00     | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1300000 | PA      | $1259596.91    | 0.00%             | 2027-04-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $950702.60     | 0.00%             | 2028-04-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   63955000 | PA      | $78746123.55   | 0.19%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15937054.72   | 0.04%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $11463444.73   | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14806443.69   | 0.04%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14823150.75   | 0.04%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9444147.00    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14140005.53   | 0.03%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-18CB                                                | CUSIP: 12667FQG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     548073 | PA      | $563293.11     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-11CB                                                | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2489730 | PA      | $1994365.14    | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   16000000 | PA      | $16248154.08   | 0.04%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $6906134.68    | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10255133.70   | 0.03%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $13493025.78   | 0.03%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   28000000 | PA      | $22309823.20   | 0.05%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3839692.97    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6700000 | PA      | $4420054.12    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12075000 | PA      | $7526108.42    | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-A2                                     | CUSIP: 16162WPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262824 | PA      | $243691.13     | 0.00%             | 2036-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA       | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8210864.56    | 0.02%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA       | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5252377.20    | 0.01%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25694000 | PA      | $25589108.36   | 0.06%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   80000000 | PA      | $73607089.60   | 0.18%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $10719770.83   | 0.03%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2024-1 Mortgage Loan Trust                                                 | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   24750285 | PA      | $24944713.15   | 0.06%             | 2069-02-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6367779.08    | 0.02%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10984000 | PA      | $6272050.18    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   12450000 | PA      | $11783257.06   | 0.03%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR       | Cia de Minas Buenaventura SAA                                                   | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    7875000 | PA      | $8098650.00    | 0.02%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9107000 | PA      | $9111050.16    | 0.02%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   15200000 | PA      | $13956339.65   | 0.03%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7146176.73    | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $7365828.31    | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP        | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7052741.36    | 0.02%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $29558273.00   | 0.07%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA REVENUE       | District of Columbia                                                            | CUSIP: 25483VEC4<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    8040000 | PA      | $8747712.96    | 0.02%             | 2035-10-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   10900000 | PA      | $11593784.35   | 0.03%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $6230861.33    | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31385H3Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1864 | PA      | $1922.13       | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12002003.04   | 0.03%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   14415000 | PA      | $14601848.82   | 0.04%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    6545000 | PA      | $6509825.40    | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2290407 | PA      | $2173905.89    | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   12250000 | PA      | $12008906.40   | 0.03%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   31325000 | PA      | $28271059.34   | 0.07%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5177503 | PA      | $5137893.03    | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3392383 | PA      | $3366428.96    | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     167830 | PA      | $172174.80     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5643917.33    | 0.01%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2741105.72    | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     300000 | PA      | $336119.68     | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10920887.01   | 0.03%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN       | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5112510.00    | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    9400000 | PA      | $9716670.68    | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3676087.55    | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC       | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1038189.00    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   60085000 | PA      | $57903463.26   | 0.14%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   10440000 | PA      | $10061331.18   | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1421483.67    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   12450000 | PA      | $12892542.72   | 0.03%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                 | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $5437860.00    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   11096000 | PA      | $12461434.26   | 0.03%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                     | Arcosa Inc                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2917158.30    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8923604.76    | 0.02%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   13000000 | PA      | $11593341.63   | 0.03%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   36120000 | PA      | $38629597.37   | 0.10%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10151703.60   | 0.03%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   16910000 | PA      | $16878096.41   | 0.04%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9985732.35    | 0.02%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2004-6                                   | CUSIP: 05948KSN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     211855 | PA      | $184026.39     | 0.00%             | 2048-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-C Trust                                            | CUSIP: 059522AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     617767 | PA      | $537830.93     | 0.00%             | 2036-05-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition  | Bayview Financial Mortgage Pass-Through Trust 2007-B                            | CUSIP: 07324FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44077 | PA      | $39213.29      | 0.00%             | 2047-08-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   18000000 | PA      | $18651717.72   | 0.05%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     500000 | PA      | $487781.25     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                                  | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4900787.47    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     125000 | PA      | $115441.36     | 0.00%             | 2040-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BP4<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $22657306.98   | 0.06%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2645195.78    | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R1                                                               | CUSIP: 12571YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15447847 | PA      | $14449841.52   | 0.04%             | 2061-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-C14 Commercial Mortgage Trust                                        | CUSIP: 12596GAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39100000 | PA      | $38803672.83   | 0.10%             | 2051-11-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV         | Minera Mexico SA de CV                                                          | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    8000000 | PA      | $6593497.28    | 0.02%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14788950.11   | 0.04%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                  | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   22000000 | PA      | $21685523.20   | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10657166.30   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6237536.52    | 0.02%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD          | Mineral Resources Ltd                                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    8000000 | PA      | $8154352.64    | 0.02%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Residential Mortgage  | Citicorp Residential Mortgage Trust Series 2007-1                               | CUSIP: 173109AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          0 | PA      | $0.06          | 0.00%             | 2037-03-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $37869160.80   | 0.09%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC              | Clean Harbors Inc                                                               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99168.99      | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COLTON CA JT UNIF SCH DIST     | Colton Joint Unified School District                                            | CUSIP: 197036JR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1250000 | PA      | $1271439.25    | 0.00%             | 2026-08-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9963805.70    | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5059820.80    | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L       | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10333530.00   | 0.03%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6V39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1346430 | PA      | $1379871.92    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2558073 | PA      | $2403557.38    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-AA2                    | CUSIP: 32051GHL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     518295 | PA      | $510851.62     | 0.00%             | 2035-04-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4994787 | PA      | $4829656.33    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32884 | PA      | $34256.78      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   47025000 | PA      | $47093137.34   | 0.12%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   22000000 | PA      | $22813215.26   | 0.06%             | 2035-12-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    5800000 | PA      | $5971516.32    | 0.01%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   25315000 | PA      | $18050798.22   | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR III        | Five Corners Funding Trust III                                                  | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5800000 | PA      | $6132858.58    | 0.02%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR IV         | Five Corners Funding Trust IV                                                   | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6800000 | PA      | $7116956.91    | 0.02%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    5000000 | PA      | $5254196.30    | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    3000000 | PA      | $2897239.08    | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   28300000 | PA      | $28193320.89   | 0.07%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP         | Louisiana-Pacific Corp                                                          | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23933523.25   | 0.06%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7XJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3033899 | PA      | $2942873.49    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8A35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4438091 | PA      | $4221080.02    | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC     | MMAF Equipment Finance LLC 2024-A                                               | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21775000 | PA      | $22118755.39   | 0.05%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $4426099.66    | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    9025000 | PA      | $8534352.27    | 0.02%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   12656000 | PA      | $13110500.75   | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292GXS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2009 | PA      | $2075.32       | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     555626 | PA      | $557119.18     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23347580 | PA      | $21134885.36   | 0.05%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                 | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17328737 | PA      | $17023247.12   | 0.04%             | 2026-12-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1D42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   85788025 | PA      | $73841411.12   | 0.18%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16182312 | PA      | $13426618.60   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   22000000 | PA      | $21672379.30   | 0.05%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   14719000 | PA      | $15339045.09   | 0.04%             | 2029-07-06      | Variable      | 5.78%                 | 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        |    3000000 | PA      | $3089796.00    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                 | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   16719000 | PA      | $17921998.93   | 0.04%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53215908 | PA      | $45540256.31   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFFS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   92851620 | PA      | $78698012.39   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22350000 | PA      | $22114791.51   | 0.05%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26052223.75   | 0.06%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10215479.60   | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                   | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5913258.26    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   25105000 | PA      | $28587343.67   | 0.07%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                    | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $12032011.25   | 0.03%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15469570.50   | 0.04%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $28343980.80   | 0.07%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NORTH MISSISSIPPI HEALTH       | North Mississippi Health Services Inc                                           | CUSIP: 661169AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11800000 | PA      | $7978491.88    | 0.02%             | 2051-10-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP              | NorthWestern Corp                                                               | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5428922.13    | 0.01%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    6550000 | PA      | $6065029.62    | 0.01%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                   | Fibercop SpA                                                                    | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    2378000 | PA      | $2395544.53    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21663388 | PA      | $18262578.75   | 0.04%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQW94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34009466 | PA      | $34827475.33   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10279846.00   | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5073444.25    | 0.01%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1588285 | PA      | $1673755.26    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418A6A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3184051 | PA      | $3155427.57    | 0.01%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY       | Standard Industries Inc/NY                                                      | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4527840.15    | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                     | Arcosa Inc                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1044493.00    | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4043583.22    | 0.01%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                  | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26001426.25   | 0.06%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   35000000 | PA      | $37523757.60   | 0.09%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ARX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3436396 | PA      | $3305705.69    | 0.01%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28399682 | PA      | $25640092.59   | 0.06%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59196692 | PA      | $51199081.18   | 0.13%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                     | FedEx Corp                                                                      | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $11685221.87   | 0.03%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   14000000 | PA      | $14140914.48   | 0.03%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   47389000 | PA      | $48585022.54   | 0.12%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   11150000 | PA      | $11159478.95   | 0.03%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4911443.90    | 0.01%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   46700000 | PA      | $41238841.76   | 0.10%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABB35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37416197 | PA      | $32219169.96   | 0.08%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   29455000 | PA      | $26219256.32   | 0.06%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   15350000 | PA      | $15402757.34   | 0.04%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                 | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    6400000 | PA      | $6316969.60    | 0.02%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48225000 | PA      | $48906428.90   | 0.12%             | 2057-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10288284 | PA      | $10536462.72   | 0.03%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   18700000 | PA      | $19133038.52   | 0.05%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10055084.10   | 0.02%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8092482.80    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10875000 | PA      | $11203286.45   | 0.03%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10127446.80   | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                             | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4740047.50    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   22900000 | PA      | $22948807.23   | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22950000 | PA      | $23760816.62   | 0.06%             | 2056-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6825000 | PA      | $6888562.45    | 0.02%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                                         | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4900000 | PA      | $4796314.53    | 0.01%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                          | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16454509 | PA      | $17534767.20   | 0.04%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4324984.96    | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5895606.60    | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4129129.72    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24522548.25   | 0.06%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11054255.30   | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION       | Hess Midstream Operations LP                                                    | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5620775.75    | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $30603640.00   | 0.08%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   71346781 | PA      | $69297016.29   | 0.17%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6360503.50    | 0.02%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8283521.10    | 0.02%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS        | Horizon Mutual Holdings Inc                                                     | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9775932.00    | 0.02%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO       | Horace Mann Educators Corp                                                      | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   19200000 | PA      | $19010083.58   | 0.05%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1371415.57    | 0.00%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $8050581.60    | 0.02%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   13000000 | PA      | $13249391.22   | 0.03%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17364468.44   | 0.04%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4026388.76    | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                    | Hubbell Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11834879.52   | 0.03%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9113252.70    | 0.02%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   20800000 | PA      | $21640817.12   | 0.05%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    8983000 | PA      | $10922283.19   | 0.03%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $8383177.78    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   20016000 | PA      | $20875085.12   | 0.05%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2236299.16    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN       | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   28015000 | PA      | $33021524.51   | 0.08%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13519672.65   | 0.03%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR       | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   12111000 | PA      | $12153130.05   | 0.03%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   15600000 | PA      | $15801856.04   | 0.04%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5391433.87    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IOWA ST FIN AUTH SF MTGE REVEN | Iowa Finance Authority                                                          | CUSIP: 46247EAZ8<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |   10415000 | PA      | $10916087.52   | 0.03%             | 2054-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A4                                                | CUSIP: 46631JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1578667 | PA      | $1231088.18    | 0.00%             | 2037-06-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| KB HOME                        | KB Home                                                                         | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5155960.00    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    9275000 | PA      | $9461052.51    | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4749586.19    | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1646734.16    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   23298000 | PA      | $27309489.25   | 0.07%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10325794.80   | 0.03%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   54084000 | PA      | $46844889.59   | 0.12%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5265954.50    | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP           | Kioxia Holdings Corp                                                            | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   65125000 | PA      | $66427760.50   | 0.16%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    7000000 | PA      | $6872395.60    | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   13000000 | PA      | $12810427.89   | 0.03%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4615783.15    | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5311000 | PA      | $5269768.10    | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38801120 | PA      | $34814560.23   | 0.09%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9GR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30989752 | PA      | $26899205.80   | 0.07%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAG9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     750000 | PA      | $804436.79     | 0.00%             | 2035-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP               | NTT Finance Corp                                                                | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   15000000 | PA      | $15515818.35   | 0.04%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20530240 | PA      | $17671107.20   | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57159012 | PA      | $49520098.56   | 0.12%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   24495000 | PA      | $22342421.78   | 0.06%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    6000000 | PA      | $6304383.00    | 0.02%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15234827 | PA      | $13194276.19   | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LTJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     960157 | PA      | $883904.05     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10087691.70   | 0.02%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                | 180 Medical Inc                                                                 | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     500000 | PA      | $478648.18     | 0.00%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LY5E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38116854 | PA      | $36213679.78   | 0.09%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WGAN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12164232 | PA      | $11695046.00   | 0.03%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1005000 | PA      | $973452.65     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1711372.80    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138XYCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6728224 | PA      | $6552131.24    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8705 | PA      | $8946.55       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7571 | PA      | $7858.43       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     889527 | PA      | $925532.61     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14846329 | PA      | $14848113.00   | 0.04%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JB2X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   72739115 | PA      | $64197795.19   | 0.16%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S       | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $591991.03     | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2522537.65    | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA         | Yara International ASA                                                          | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   20250000 | PA      | $20143134.07   | 0.05%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1DD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34421257 | PA      | $31176414.98   | 0.08%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23114382 | PA      | $20959246.46   | 0.05%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6LM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2890758 | PA      | $2866582.63    | 0.01%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7AN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10794328 | PA      | $9247344.92    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9439385.30    | 0.02%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP            | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15605028.15   | 0.04%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20950000 | PA      | $20748159.32   | 0.05%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15015233.10   | 0.04%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10211642.00   | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE       | Liberty Mutual Insurance Co                                                     | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |     375000 | PA      | $430654.95     | 0.00%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BM0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   33383000 | PA      | $30197648.55   | 0.07%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $31449054.30   | 0.08%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   25363000 | PA      | $25814644.77   | 0.06%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6519000 | PA      | $6525349.11    | 0.02%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   16800000 | PA      | $17120729.30   | 0.04%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    7562000 | PA      | $7388071.50    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNB CORP                       | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25386157.75   | 0.06%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7947337 | PA      | $7311722.38    | 0.02%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7TX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2549268 | PA      | $2480735.39    | 0.01%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7W58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1958120 | PA      | $1903783.99    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                     | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    8762000 | PA      | $8661170.93    | 0.02%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19537752 | PA      | $18869619.85   | 0.05%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19512950 | PA      | $18166355.68   | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AF8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10951567.80   | 0.03%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    6440000 | PA      | $6364696.37    | 0.02%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1957945 | PA      | $1878353.26    | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   17875000 | PA      | $17722602.93   | 0.04%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    8605000 | PA      | $9217712.40    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3026693.34    | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10980000 | PA      | $11003904.45   | 0.03%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15466845.00   | 0.04%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $3125567.19    | 0.01%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14175000 | PA      | $14063974.31   | 0.03%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II        | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10475000 | PA      | $10995731.21   | 0.03%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   31050000 | PA      | $31086228.21   | 0.08%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION            | Insulet Corp                                                                    | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     500000 | PA      | $519816.00     | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31324544.40   | 0.08%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $27567774.52   | 0.07%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK Hynix Inc                                                                    | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   21123000 | PA      | $21820485.26   | 0.05%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   18760000 | PA      | $16812986.27   | 0.04%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                    | Acushnet Co                                                                     | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1036835.00    | 0.00%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6841781.50    | 0.02%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE            | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   12500000 | PA      | $12914776.75   | 0.03%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC             | AmFam Holdings Inc                                                              | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6079078.46    | 0.01%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8225128.00    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10305310.00   | 0.03%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15743131.35   | 0.04%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8907753.06    | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1489686 | PA      | $1452719.12    | 0.00%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3712973.05    | 0.01%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A2                                                | CUSIP: 46630PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1504277 | PA      | $1124625.01    | 0.00%             | 2037-04-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30500000 | PA      | $28289668.97   | 0.07%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                 | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   16375000 | PA      | $16684651.25   | 0.04%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC           | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $995284.50     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $7410878.56    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $55837889.80   | 0.14%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   30930000 | PA      | $30922551.75   | 0.08%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   28467000 | PA      | $31667609.15   | 0.08%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    7207000 | PA      | $5694723.84    | 0.01%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20434101.40   | 0.05%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5928272 | PA      | $5681674.98    | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4299780.12    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15380850.00   | 0.04%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5140200.00    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   14625000 | PA      | $14743212.41   | 0.04%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8716249.78    | 0.02%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   18379000 | PA      | $19159061.55   | 0.05%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5880171.48    | 0.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10421271.10   | 0.03%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4149886.75    | 0.01%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC        | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9206989.40    | 0.02%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TR I       | Maple Grove Funding Trust I                                                     | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $10547252.40   | 0.03%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                     | Masco Corp                                                                      | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   15834000 | PA      | $17378212.12   | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RQK8<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    3890000 | PA      | $3631579.52    | 0.01%             | 2035-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RRX9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    8375000 | PA      | $7705516.74    | 0.02%             | 2030-07-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   19253000 | PA      | $12948671.96   | 0.03%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4873773.22    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5500000 | PA      | $5667265.12    | 0.01%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP         | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15562262.55   | 0.04%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12805133.04   | 0.03%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $4562677.55    | 0.01%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   42204000 | PA      | $42306758.30   | 0.10%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING             | NLG Global Funding                                                              | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $10152721.11   | 0.03%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20863418.40   | 0.05%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $8182144.48    | 0.02%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   11775000 | PA      | $9361032.80    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9175370.00    | 0.02%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NORTH DAKOTA ST HSG FIN AGY    | North Dakota Housing Finance Agency                                             | CUSIP: 6589094J2<br>LEI: 549300DVQAGW0B16JX70 | Long             | DBT              | MUN               | US        |    6865000 | PA      | $7164406.68    | 0.02%             | 2054-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   14050000 | PA      | $14602093.20   | 0.04%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III          | Pine Street Trust III                                                           | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10301767.40   | 0.03%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6381031.40    | 0.02%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL         | Protective Life Global Funding                                                  | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   15850000 | PA      | $16399310.91   | 0.04%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                              | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24659254.75   | 0.06%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                | Rand Parent LLC                                                                 | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6753922.50    | 0.02%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $10085713.56   | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2006-2                                       | CUSIP: 759676AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14782419 | PA      | $5159419.14    | 0.01%             | 2036-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2007-2                                       | CUSIP: 75970QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1435659 | PA      | $347067.16     | 0.00%             | 2037-06-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5128815.40    | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2005-QA7 Trust                                                      | CUSIP: 76110H7D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     588269 | PA      | $542019.18     | 0.00%             | 2035-07-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9795291.30    | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC            | Silgan Holdings Inc                                                             | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3904244.52    | 0.01%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $16061702.70   | 0.04%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                | CUSIP: 06604AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   69800000 | PA      | $70735529.40   | 0.17%             | 2057-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10001462.20   | 0.02%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $4161413.24    | 0.01%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3236482.50    | 0.01%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $30527807.40   | 0.08%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $30950658.90   | 0.08%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   14525000 | PA      | $14800478.68   | 0.04%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26030000 | PA      | $26414369.39   | 0.07%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8932109.30    | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   22570000 | PA      | $23924034.56   | 0.06%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13276816.00   | 0.03%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    6000000 | PA      | $6247306.44    | 0.02%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   31650000 | PA      | $34048401.24   | 0.08%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15263198.25   | 0.04%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV           | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   13750000 | PA      | $15886350.29   | 0.04%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3935337.55    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12525000 | PA      | $12675124.65   | 0.03%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4854648.15    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL         | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     797000 | PA      | $860179.78     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    4925000 | PA      | $5556386.48    | 0.01%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $1859178.72    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1670111 | PA      | $1658450.50    | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-2                                                | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19071598 | PA      | $17416868.17   | 0.04%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-5                                                | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  105193768 | PA      | $105916091.97  | 0.26%             | 2064-10-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   34108000 | PA      | $30659179.81   | 0.08%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   20803000 | PA      | $20433174.88   | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT       | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   15563000 | PA      | $13896187.14   | 0.03%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21550000 | PA      | $19014446.18   | 0.05%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2024-3                                                 | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43591753 | PA      | $43358292.92   | 0.11%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   12033000 | PA      | $12120763.77   | 0.03%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9274090.95    | 0.02%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6593966.79    | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8003000 | PA      | $8315100.91    | 0.02%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $4108766.16    | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C3                                           | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9240000 | PA      | $9014877.56    | 0.02%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   33700000 | PA      | $34701193.30   | 0.09%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19075000 | PA      | $17030388.90   | 0.04%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11126900.62   | 0.03%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-6CB                                                 | CUSIP: 12667F5F8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5633316 | PA      | $4809305.93    | 0.01%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-3CB                                                 | CUSIP: 12667FY58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33272 | PA      | $30327.79      | 0.00%             | 2028-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-29CB                                                | CUSIP: 12667GUD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     972142 | PA      | $554215.98     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-6                                          | CUSIP: 12669GTE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     119011 | PA      | $104284.76     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   11970000 | PA      | $11322831.78   | 0.03%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   35000000 | PA      | $33595980.95   | 0.08%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13166832.32   | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5444152.80    | 0.01%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA               | CSN Resources SA                                                                | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   15000000 | PA      | $15137325.00   | 0.04%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 225458G28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11493 | PA      | $10929.24      | 0.00%             | 2030-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7435239.00    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   18225000 | PA      | $18416901.60   | 0.05%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26926082 | PA      | $25875547.30   | 0.06%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-2                                                | CUSIP: 89180HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   82622949 | PA      | $78635986.44   | 0.19%             | 2062-07-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   56166000 | PA      | $52617985.92   | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                 | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   14650000 | PA      | $13611561.12   | 0.03%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMPEER FIN FLCA / PCA         | Compeer Financial FLCA/Compeer Financial PCA                                    | CUSIP: 20454PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4378771.10    | 0.01%             | 2036-06-01      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   69277000 | PA      | $72511969.88   | 0.18%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-3                                                | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   80049472 | PA      | $76388497.30   | 0.19%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAB7<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   23630000 | PA      | $24299792.11   | 0.06%             | 2043-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $12106202.01   | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $56549719.20   | 0.14%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $4191144.90    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10232349.00   | 0.03%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC         | Trinity Industries Inc                                                          | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5171990.00    | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RXO INC                        | RXO Inc                                                                         | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7117821.34    | 0.02%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO            | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $7003003.56    | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   13043000 | PA      | $12305292.62   | 0.03%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   21636000 | PA      | $21656084.70   | 0.05%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1111000 | PA      | $1149817.37    | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV        | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   28000000 | PA      | $26179356.00   | 0.06%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   24450000 | PA      | $25496436.28   | 0.06%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7629691.86    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   43850000 | PA      | $43482687.84   | 0.11%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5000000 | PA      | $5275216.35    | 0.01%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT             | UBS AG/Stamford CT                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    4800000 | PA      | $5167935.94    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6000000 | PA      | $5868734.28    | 0.01%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4000000 | PA      | $4396973.32    | 0.01%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   10492000 | PA      | $10749218.41   | 0.03%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $9888914.60    | 0.02%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7258905.36    | 0.02%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   25900000 | PA      | $27056205.27   | 0.07%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24978110.75   | 0.06%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST           | Beacon Funding Trust                                                            | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   25675000 | PA      | $26273952.05   | 0.06%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7123479.51    | 0.02%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34412448.35   | 0.08%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES              | Amsted Industries Inc                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1026380.00    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $8973752.40    | 0.02%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   32775000 | PA      | $33795364.41   | 0.08%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   27248000 | PA      | $31945725.50   | 0.08%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   14475000 | PA      | $10792188.86   | 0.03%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                  | BGC Group Inc                                                                   | CUSIP: 088929AB0<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $13682643.06   | 0.03%             | 2025-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC         | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3781530.55    | 0.01%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   25000000 | PA      | $22711906.50   | 0.06%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C12 Mortgage Trust                                                    | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   69700000 | PA      | $71672105.74   | 0.18%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $26680044.82   | 0.07%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC              | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   10922000 | PA      | $10531386.14   | 0.03%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   11275000 | PA      | $13681209.93   | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1721882.58    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   11000000 | PA      | $11061721.88   | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3131214.63    | 0.01%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   16025000 | PA      | $14707757.02   | 0.04%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    9975000 | PA      | $10306333.49   | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK5                                                                  | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2070000 | PA      | $2042399.03    | 0.01%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL1                                     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45975701 | PA      | $42570193.14   | 0.10%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8461522.20    | 0.02%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   16450000 | PA      | $16615864.69   | 0.04%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                  | ZF North America Capital Inc                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   17225000 | PA      | $16809520.94   | 0.04%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $962563.08     | 0.00%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7604894.07    | 0.02%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-85CB                                                | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400990 | PA      | $1113497.92    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2024-RPL4                                     | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   96527812 | PA      | $87361125.14   | 0.22%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2005-9                                            | CUSIP: 17307GM62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17787 | PA      | $12461.77      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7350000 | PA      | $6877388.39    | 0.02%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5332722.00    | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   14876000 | PA      | $15362281.56   | 0.04%             | 2029-07-15      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8935373.60    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA       | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    8000000 | PA      | $8487040.00    | 0.02%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $5310317.12    | 0.01%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   74850000 | PA      | $64476837.90   | 0.16%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5658956.28    | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    4286000 | PA      | $4486171.59    | 0.01%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   20000000 | PA      | $23057267.40   | 0.06%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   19400000 | PA      | $19198098.19   | 0.05%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA       | Kinder Morgan Inc                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   15384000 | PA      | $17682624.05   | 0.04%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15334509.00   | 0.04%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6182289.49    | 0.02%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FMR LLC                        | FMR LLC                                                                         | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $4272476.95    | 0.01%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L       | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $954737.50     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371NU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4151 | PA      | $4174.99       | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51927390 | PA      | $50374782.31   | 0.12%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31374CSA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   58436420 | PA      | $51575836.33   | 0.13%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12000000 | PA      | $11878364.40   | 0.03%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4927702.95    | 0.01%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE       | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4751516.11    | 0.01%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL2                                     | CUSIP: 16159RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   74826717 | PA      | $67891395.68   | 0.17%             | 2063-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13761768.28   | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6AX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18786 | PA      | $19562.91      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30499 | PA      | $31635.05      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC         | EquipmentShare.com Inc                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     500000 | PA      | $539822.00     | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9NV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5498738 | PA      | $5213465.71    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4WA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1751458 | PA      | $1676310.35    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   76154571 | PA      | $64966767.33   | 0.16%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMBQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6466883 | PA      | $6104103.21    | 0.02%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQXQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55818620 | PA      | $57838471.10   | 0.14%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6878259.52    | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35645000 | PA      | $34720582.57   | 0.09%             | 2050-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DSS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44888178 | PA      | $46348094.03   | 0.11%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HPR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18288949 | PA      | $16850985.42   | 0.04%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J7TM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6433753 | PA      | $5923933.69    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132LVU87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16141059 | PA      | $15212806.78   | 0.04%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4472033 | PA      | $4533422.76    | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14758263.00   | 0.04%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18266252.04   | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC          | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3125300.25    | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2018-RP2                                          | CUSIP: 17326UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5116700 | PA      | $5053715.33    | 0.01%             | 2058-02-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $32710457.28   | 0.08%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32401822 | PA      | $30232134.96   | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLAZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17277556 | PA      | $13279514.77   | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10220807.30   | 0.03%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                           | CUSIP: 43475RAG1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1725613.47    | 0.00%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   17650000 | PA      | $17657401.70   | 0.04%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   52000000 | PA      | $54869993.88   | 0.14%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   21800000 | PA      | $22652054.31   | 0.06%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    8318000 | PA      | $8523041.11    | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   27958000 | PA      | $25566583.67   | 0.06%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1019085.61    | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST         | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10127589.20   | 0.02%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A1VP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     571584 | PA      | $544345.00     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1001761 | PA      | $976577.54     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                   | ADT Security Corp/The                                                           | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2175786.23    | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12203343.00   | 0.03%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418C5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5805306 | PA      | $5642304.81    | 0.01%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ECF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7709945 | PA      | $6480152.51    | 0.02%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   38501000 | PA      | $39704781.12   | 0.10%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC           | AEGON Funding Co LLC                                                            | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10174898.30   | 0.03%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7227000 | PA      | $5078230.64    | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   46714000 | PA      | $43808135.08   | 0.11%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3362531 | PA      | $3270359.75    | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WMXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     781861 | PA      | $718711.24     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   22896000 | PA      | $25542196.73   | 0.06%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust     | BMO 2022-C1 Mortgage Trust                                                      | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31900000 | PA      | $29569465.75   | 0.07%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419GB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     429134 | PA      | $418964.16     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                      | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        | 1080174810 | NS      | $1080174809.87 | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12637137.36   | 0.03%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M | Bear Stearns ARM Trust 2005-9                                                   | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     157085 | PA      | $150173.18     | 0.00%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7752018 | PA      | $7127491.16    | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18810221 | PA      | $15449652.75   | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   67758000 | PA      | $62409373.20   | 0.15%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   79500000 | PA      | $82202753.55   | 0.20%             | 2057-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BLACK BELT ENERGY GAS DIST AL  | Black Belt Energy Gas District                                                  | CUSIP: 09182TCS4<br>LEI: 549300I8V0Z68JQCB679 | Long             | DBT              | MUN               | US        |    9120000 | PA      | $9379434.82    | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   26800000 | PA      | $27120330.75   | 0.07%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II         | Five Corners Funding Trust II                                                   | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14050858.80   | 0.03%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $4481768.50    | 0.01%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   16000000 | PA      | $15255735.20   | 0.04%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   20000000 | PA      | $20382157.60   | 0.05%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     475000 | PA      | $524961.99     | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   45075000 | PA      | $42245970.85   | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-49CB                                                | CUSIP: 12668AMK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1098466 | PA      | $691078.35     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2025-RPL1                                     | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22467925 | PA      | $20361442.47   | 0.05%             | 2065-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5108063.15    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    4733000 | PA      | $4710470.35    | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   32454000 | PA      | $29359380.63   | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | 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        |   40125000 | PA      | $41165722.13   | 0.10%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9091046.61    | 0.02%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6478524.36    | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   15225000 | PA      | $15863599.53   | 0.04%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   26406000 | PA      | $26572677.05   | 0.07%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   28916000 | PA      | $29332405.73   | 0.07%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   32600000 | PA      | $29005443.80   | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $11312039.32   | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A | California Community Choice Financing Authority                                 | CUSIP: 13013JDE3<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    4000000 | PA      | $4152617.60    | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $12391163.16   | 0.03%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15049276.35   | 0.04%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $9534646.16    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10005405.80   | 0.02%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   13575000 | PA      | $13035853.81   | 0.03%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12780246.30   | 0.03%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $18853213.66   | 0.05%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $6548838.07    | 0.02%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   28813000 | PA      | $31369966.18   | 0.08%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC       | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     845000 | PA      | $908541.73     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $19772879.40   | 0.05%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5475453.00    | 0.01%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUVG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3205172 | PA      | $3108176.29    | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93507.42      | 0.00%             | 2031-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    8606000 | PA      | $9493495.13    | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6027092 | PA      | $5883857.46    | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7XX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1483756 | PA      | $1439439.28    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2702000 | PA      | $2667772.23    | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $8638564.87    | 0.02%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CWQQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21536565 | PA      | $20467497.99   | 0.05%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A2S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3534940 | PA      | $3406764.14    | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3769766.36    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                | Fair Isaac Corp                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101244.32     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26065684 | PA      | $23600665.66   | 0.06%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                 | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   97375000 | PA      | $85117522.64   | 0.21%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   67527500 | PA      | $58004417.75   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27969301 | PA      | $25014606.10   | 0.06%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31374CR65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48395971 | PA      | $46234432.53   | 0.11%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BXHC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17905000 | PA      | $16785878.41   | 0.04%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLBS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51119153 | PA      | $44000482.57   | 0.11%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   87742339 | PA      | $75888091.96   | 0.19%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26320000 | PA      | $26130632.86   | 0.06%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F82N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23000000 | PA      | $20287343.20   | 0.05%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5H93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9355609 | PA      | $9004149.06    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8MW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17211064 | PA      | $15992730.09   | 0.04%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27749000 | PA      | $27694281.75   | 0.07%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9720000 | PA      | $9717466.00    | 0.02%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QSHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65969182 | PA      | $68001505.58   | 0.17%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   85018069 | PA      | $79185386.76   | 0.20%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419AG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3111670 | PA      | $3121096.85    | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                   | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23005637 | PA      | $18337296.67   | 0.05%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $11482544.77   | 0.03%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34243455 | PA      | $32494662.60   | 0.08%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1050000 | PA      | $1066328.66    | 0.00%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10617788.75   | 0.03%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   36925000 | PA      | $38413780.18   | 0.09%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    9150000 | PA      | $9311469.04    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A8YD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1911399 | PA      | $1863345.19    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EPEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7265444 | PA      | $7001772.24    | 0.02%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   22321000 | PA      | $23198930.69   | 0.06%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9232113.87    | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $20290415.80   | 0.05%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC              | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10283118.70   | 0.03%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18918776.52   | 0.05%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $9092420.15    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11270450.28   | 0.03%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29269158.90   | 0.07%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8265659 | PA      | $8269445.92    | 0.02%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W9KR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2651406 | PA      | $2436141.13    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5SS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10654177 | PA      | $10046146.03   | 0.02%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14359627 | PA      | $13805651.75   | 0.03%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24560789 | PA      | $23226699.12   | 0.06%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29803706 | PA      | $29402586.34   | 0.07%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15482359.35   | 0.04%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10238993.60   | 0.03%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST INTERNATIONAL PORT | Illinois International Port District                                            | CUSIP: 45202PAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2865000 | PA      | $2663742.92    | 0.01%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1020015.00    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12685083.38   | 0.03%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP            | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6151067.64    | 0.02%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   11300000 | PA      | $11721219.70   | 0.03%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7800000 | PA      | $7769638.81    | 0.02%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDVY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54266857 | PA      | $48533887.41   | 0.12%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31410LE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7993858 | PA      | $7621180.64    | 0.02%             | 2041-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $23632265.80   | 0.06%             | 2069-02-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   30931000 | PA      | $30848001.61   | 0.08%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   29799000 | PA      | $29458753.83   | 0.07%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3261380 | PA      | $2964284.77    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RD89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4406566 | PA      | $4237761.98    | 0.01%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SDQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5395384 | PA      | $5279534.64    | 0.01%             | 2031-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   94991992 | PA      | $82157726.02   | 0.20%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3261978 | PA      | $3340626.74    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418WPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246507 | PA      | $241274.42     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4044966.56    | 0.01%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP           | Wrangler Holdco Corp                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10426990.00   | 0.03%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                | Goat Holdco LLC                                                                 | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1024999.71    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2004-AA1                    | CUSIP: 32051D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250476 | PA      | $1250775.67    | 0.00%             | 2034-06-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK            | First Republic Bank/CA                                                          | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $2312.50       | 0.00%             | 2047-02-13      | None          | 4.62%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2005-6                                             | CUSIP: 576434V92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1090520 | PA      | $697962.62     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                     | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9062000 | PA      | $8909280.83    | 0.02%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $39709395.00   | 0.10%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9072192.30    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14413369.20   | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   68845334 | PA      | $68621394.24   | 0.17%             | 2038-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   60200000 | PA      | $54186162.07   | 0.13%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14153142 | PA      | $13359738.32   | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   56331520 | PA      | $56108216.70   | 0.14%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3863910.99    | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2023-1                                      | CUSIP: 647915AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   46684536 | PA      | $44269983.48   | 0.11%             | 2063-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4099470 | PA      | $4008496.45    | 0.01%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION          | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4426737.65    | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15600000 | PA      | $15867181.82   | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2019-RPL2                                   | CUSIP: 64830HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8714125 | PA      | $8486975.15    | 0.02%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $11520192.58   | 0.03%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC          | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10688343.30   | 0.03%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   30599000 | PA      | $28036333.75   | 0.07%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4816451.20    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8586000 | PA      | $8511576.64    | 0.02%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495397.30     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                   | Novelis Corp                                                                    | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7072349.90    | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9705000 | PA      | $8571399.23    | 0.02%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5495207.25    | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-HYB1 Trust                                                             | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19969364 | PA      | $19648379.95   | 0.05%             | 2053-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12790000 | PA      | $14542859.01   | 0.04%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DR3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7398860.00    | 0.02%             | 2028-05-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   19873000 | PA      | $22960051.95   | 0.06%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AC1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $8203793.43    | 0.02%             | 2031-12-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36597708 | PA      | $37489568.40   | 0.09%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-1                                      | CUSIP: 64829FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3706122 | PA      | $3587757.02    | 0.01%             | 2056-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-NQM2                                   | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25355189 | PA      | $24071349.14   | 0.06%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   12775000 | PA      | $12961757.21   | 0.03%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST        | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36300000 | PA      | $30501144.70   | 0.08%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I        | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     125000 | PA      | $133549.75     | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C32                             | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17719425 | PA      | $17577670.07   | 0.04%             | 2048-11-15      | Fixed         | 3.60%                 | 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: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    7825000 | PA      | $6152142.55    | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP7                             | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42766184 | PA      | $41979508.60   | 0.10%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5068180.00    | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM5 Trust                                                             | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50918890 | PA      | $50463710.49   | 0.12%             | 2062-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13207962 | PA      | $13455582.20   | 0.03%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17050000 | PA      | $17572814.38   | 0.04%             | 2031-03-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM13 Trust                                                            | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |  114824479 | PA      | $115799327.48  | 0.29%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR       | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4794432.95    | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY             | Ohio Power Co                                                                   | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $8261123.21    | 0.02%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST HSG FIN AGY RSDL MTGE  | Ohio Housing Finance Agency                                                     | CUSIP: 67756Q5R4<br>LEI: 549300K10X7VPG6JVX38 | Long             | DBT              | MUN               | US        |    7675000 | PA      | $8087063.84    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A2                                                | CUSIP: 466247J46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     403615 | PA      | $350808.02     | 0.00%             | 2036-04-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   51000000 | PA      | $50328148.95   | 0.12%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                  | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   13205000 | PA      | $15094984.90   | 0.04%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10376431.00   | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP         | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   12550000 | PA      | $9101638.26    | 0.02%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8912367.24    | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4419838.00    | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | 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        |    8000000 | PA      | $8404018.80    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7606878.79    | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC        | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6545619.33    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202C6Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2570 | PA      | $2612.88       | 0.00%             | 2028-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2596795 | PA      | $2513433.96    | 0.01%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3620AMZE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4967580 | PA      | $4879171.88    | 0.01%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACR77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19687816 | PA      | $20036203.30   | 0.05%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   11825000 | PA      | $11427521.55   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                              | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13489369.92   | 0.03%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48125536 | PA      | $41184967.90   | 0.10%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS5                                           | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14402969 | PA      | $14227058.34   | 0.04%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $24453519.96   | 0.06%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                    | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5522894.04    | 0.01%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                 | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5131600.00    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   10014000 | PA      | $10480857.19   | 0.03%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA              | National Grid USA                                                               | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    8375000 | PA      | $9571585.66    | 0.02%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO              | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |     700000 | PA      | $7000.00       | 0.00%             | 2033-01-15      | None          | 15.84%                | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   13925000 | PA      | $13795185.44   | 0.03%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   22095000 | PA      | $21895618.48   | 0.05%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S           | AP Moller - Maersk A/S                                                          | CUSIP: 00203QAE7<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |   20575000 | PA      | $20818527.14   | 0.05%             | 2029-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14329000 | PA      | $12201276.04   | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10183158.50   | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RRY7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4516995.00    | 0.01%             | 2031-07-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $14252208.99   | 0.04%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS             | Advance Auto Parts Inc                                                          | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4641872.00    | 0.01%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO        | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $6484451.07    | 0.02%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15445774.20   | 0.04%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE       | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   25250000 | PA      | $24643070.55   | 0.06%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12550000 | PA      | $11993632.65   | 0.03%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                      | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1030633.00    | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   16935000 | PA      | $18077096.40   | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM       | Advanced Drainage Systems Inc                                                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1526566.50    | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    6110000 | PA      | $5823011.77    | 0.01%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                    | Polaris Inc                                                                     | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15923199.30   | 0.04%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14946589.20   | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  244850000 | PA      | $246418570.31  | 0.61%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16975000 | PA      | $17640738.28   | 0.04%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  206375000 | PA      | $207439121.09  | 0.51%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   22989000 | PA      | $26679666.47   | 0.07%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5138193.15    | 0.01%             | 2054-04-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO           | Appalachian Power Co                                                            | CUSIP: 037735CK1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1551188.38    | 0.00%             | 2037-08-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   29050000 | PA      | $30206068.86   | 0.07%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3904350.96    | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   10205000 | PA      | $10347228.51   | 0.03%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $3096092.25    | 0.01%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                 | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   17775000 | PA      | $17914218.07   | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   29499000 | PA      | $30404519.59   | 0.07%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   15000000 | PA      | $14971960.50   | 0.04%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    4500000 | PA      | $4804419.24    | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2022-1                                                    | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11500000 | PA      | $10764892.40   | 0.03%             | 2056-12-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $13925819.34   | 0.03%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9513213.12    | 0.02%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   70350000 | PA      | $70650011.80   | 0.17%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7310649.57    | 0.02%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4542212.10    | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7842000 | PA      | $8720959.28    | 0.02%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    8400000 | PA      | $8981202.64    | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $12521253.39   | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15375947.10   | 0.04%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    7775000 | PA      | $7862405.07    | 0.02%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   32000000 | PA      | $32539177.28   | 0.08%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2018-RPL1                                   | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14575292 | PA      | $14298638.15   | 0.04%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   18125000 | PA      | $17975052.78   | 0.04%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK33                                                                 | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7919000 | PA      | $7124715.59    | 0.02%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $22128074.20   | 0.05%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15216551.40   | 0.04%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13882930.35   | 0.03%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15588827.70   | 0.04%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | 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        |   29775000 | PA      | $29344658.05   | 0.07%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   31734000 | PA      | $21696686.54   | 0.05%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9883652.40    | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   16891000 | PA      | $17834494.44   | 0.04%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10578425.50   | 0.03%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV               | Arcos Dorados BV                                                                | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |   12000000 | PA      | $12648000.00   | 0.03%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   23840000 | PA      | $21145021.98   | 0.05%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $7020089.95    | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6785040.64    | 0.02%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   33000000 | PA      | $36497178.63   | 0.09%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   10175000 | PA      | $9430120.20    | 0.02%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   10000000 | PA      | $10431183.10   | 0.03%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   16000000 | PA      | $16160631.20   | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                 | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44143767 | PA      | $46055554.29   | 0.11%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2150000 | PA      | $1977460.61    | 0.00%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   26700000 | PA      | $27864516.23   | 0.07%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC        | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10864228.92   | 0.03%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO          | Becton Dickinson & Co                                                           | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    5455000 | PA      | $4939185.40    | 0.01%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B1 Mortgage Trust                                                | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18620000 | PA      | $18340871.30   | 0.05%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47030000 | PA      | $41376758.85   | 0.10%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10025000 | PA      | $10509444.09   | 0.03%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   25775000 | PA      | $27251715.48   | 0.07%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   13027000 | PA      | $13028836.81   | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10500000 | PA      | $9877438.62    | 0.02%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $7926956.96    | 0.02%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   47000000 | PA      | $48276593.79   | 0.12%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY              | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |   16330000 | PA      | $15824876.85   | 0.04%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BORAL FINANCE PTY LTD          | Boral Finance Pty Ltd                                                           | CUSIP: 09952AAC0<br>LEI: 549300X2TYFVNPM0UT91 | Long             | DBT              | CORP              | AU        |    1440000 | PA      | $1400742.96    | 0.00%             | 2028-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4628809.09    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC        | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15917602.80   | 0.04%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                | Cameron LNG LLC                                                                 | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12827861.25   | 0.03%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-2                                             | CUSIP: 576434MK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     745931 | PA      | $751639.62     | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-8                                             | CUSIP: 576434UQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     453418 | PA      | $456238.20     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4960202.25    | 0.01%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   18250000 | PA      | $17587699.29   | 0.04%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $9026597.07    | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   16585000 | PA      | $16433631.86   | 0.04%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40275398 | PA      | $38557272.62   | 0.09%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   69207762 | PA      | $61864090.11   | 0.15%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335CBS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21088349 | PA      | $21129775.19   | 0.05%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AQN45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12038610 | PA      | $9892659.87    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A2GR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1450413 | PA      | $1413950.30    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ASR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     661662 | PA      | $643661.29     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EMT92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     879480 | PA      | $876602.16     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4299848 | PA      | $4286341.52    | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EPN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     905808 | PA      | $873030.59     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8948783 | PA      | $8703485.35    | 0.02%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10469898 | PA      | $9468270.91    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W7GF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2062153 | PA      | $1896456.15    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18287063.46   | 0.05%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6840890.60    | 0.02%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QCWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51374839 | PA      | $46141725.53   | 0.11%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W03D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13907015 | PA      | $12621888.44   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14737477 | PA      | $14961607.97   | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35870778 | PA      | $37677337.88   | 0.09%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28279092 | PA      | $29208199.25   | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   93609324 | PA      | $81311574.78   | 0.20%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   78766598 | PA      | $81230106.72   | 0.20%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     571193 | PA      | $544977.70     | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   13800000 | PA      | $13876339.67   | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR         | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10300000 | PA      | $10133122.59   | 0.02%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC       | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8054846.72    | 0.02%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   11325000 | PA      | $7906501.98    | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC          | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3139262.04    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC       | Boost Newco Borrower LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1060894.00    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11019957.00   | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   14157000 | PA      | $13947719.90   | 0.03%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10368137.31   | 0.03%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12475000 | PA      | $10301221.02   | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC          | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11451534.86   | 0.03%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HENNEMAN TRUST                 | Henneman Trust                                                                  | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13098000 | PA      | $13969337.77   | 0.03%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5773629.70    | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                                       | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10319422.50   | 0.03%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10081787.60   | 0.02%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                      | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14343785.10   | 0.04%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    9125000 | PA      | $9479808.38    | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2346163.53    | 0.01%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                  | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14444387.10   | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP           | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2622594.36    | 0.01%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7820712.08    | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5                      | CUSIP: 59020UYN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     479356 | PA      | $464630.27     | 0.00%             | 2035-06-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT        | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17160000 | PA      | $17234652.35   | 0.04%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2018-3                                            | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2778779 | PA      | $2744933.33    | 0.01%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV         | Minera Mexico SA de CV                                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   15000000 | PA      | $15457500.00   | 0.04%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY       | Minnesota Housing Finance Agency                                                | CUSIP: 60416T2R8<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    2635000 | PA      | $2748232.01    | 0.01%             | 2053-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   24400000 | PA      | $23878122.80   | 0.06%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    7250000 | PA      | $6457786.77    | 0.02%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                          | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17228100 | PA      | $16999362.52   | 0.04%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS         | Mueller Water Products Inc                                                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     500000 | PA      | $481494.21     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    9625000 | PA      | $9613350.67    | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   18250000 | PA      | $18232723.64   | 0.04%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                   | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3110922.00    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   32435000 | PA      | $32553002.75   | 0.08%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   20063000 | PA      | $22534661.29   | 0.06%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15730725.00   | 0.04%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26000000 | PA      | $26480963.60   | 0.07%             | 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        |   25575000 | PA      | $25993102.66   | 0.06%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9655223.40    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP        | Principal Financial Group Inc                                                   | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8974566.99    | 0.02%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   18000000 | PA      | $18194666.58   | 0.04%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31233881.40   | 0.08%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   14613000 | PA      | $15007652.27   | 0.04%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   32750000 | PA      | $34583317.82   | 0.09%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $21635196.40   | 0.05%             | 2036-01-21      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4627461.20    | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA         | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5038382.40    | 0.01%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC          | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $14530759.79   | 0.04%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9072517 | PA      | $8863635.94    | 0.02%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD          | Mineral Resources Ltd                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   24646000 | PA      | $25824300.61   | 0.06%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA          | Minerva Luxembourg SA                                                           | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    6000000 | PA      | $6588712.08    | 0.02%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGL2<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    8480026 | PA      | $7302344.96    | 0.02%             | 2046-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15354472.95   | 0.04%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5174186.15    | 0.01%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AE7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $6363029.51    | 0.02%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   11725000 | PA      | $11503239.45   | 0.03%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   22500000 | PA      | $22914726.08   | 0.06%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $20612881.82   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC             | POSCO Holdings Inc                                                              | CUSIP: 693483AJ8<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   21000000 | PA      | $21505041.39   | 0.05%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   25550000 | PA      | $25356493.24   | 0.06%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS            | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $3900000.00    | 0.01%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I       | Performance Food Group Inc                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     500000 | PA      | $512155.50     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE       | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $5033524.95    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                      | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103019.06     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   12760000 | PA      | $12867053.72   | 0.03%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8664808.24    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3000000 | PA      | $3032904.63    | 0.01%             | 2033-08-05      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2838060.00    | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4984736.90    | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  683225000 | PA      | $535264085.94  | 1.32%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  707625000 | PA      | $602918613.28  | 1.49%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29280339.60   | 0.07%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5643541.40    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE          | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5263287.00    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2274708.20    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   35887000 | PA      | $36720475.58   | 0.09%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7625839.50    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   26883000 | PA      | $25572626.61   | 0.06%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-7 Trust                             | CUSIP: 94985JCA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     770384 | PA      | $692227.94     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $27170055.85   | 0.07%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5564918.43    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                                  | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48894000 | PA      | $48219057.45   | 0.12%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53620521 | PA      | $52628562.81   | 0.13%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C46                                  | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23500000 | PA      | $23338374.05   | 0.06%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C47                                  | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   10850000 | PA      | $10894221.35   | 0.03%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C2                                  | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20575000 | PA      | $21274270.18   | 0.05%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN FIN         | Western & Southern Financial Group Inc                                          | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |   19347000 | PA      | $20301524.87   | 0.05%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP           | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   13347000 | PA      | $13339209.36   | 0.03%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WSTERN MI UNIV HOMER STRYKER M | Western Michigan University Homer Stryker MD School of Medicine                 | CUSIP: 958644AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11630000 | PA      | $11883069.96   | 0.03%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8703054.60    | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   25671000 | PA      | $22265998.56   | 0.05%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   19500000 | PA      | $14890118.10   | 0.04%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                        | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   12809000 | PA      | $11944650.60   | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4960907.00    | 0.01%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                   | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |   12275000 | PA      | $11873307.74   | 0.03%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12413067.36   | 0.03%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20417048.80   | 0.05%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024 RPL1                                       | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  115884090 | PA      | $107906131.18  | 0.27%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $989281.30     | 0.00%             | 2026-04-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11726928.24   | 0.03%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY       | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4351238.76    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    4000000 | PA      | $4124582.88    | 0.01%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1022700.00    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10474570.90   | 0.03%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6180000 | PA      | $5449901.97    | 0.01%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B3 Mortgage Trust                                                | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21150000 | PA      | $20952239.04   | 0.05%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC       | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3976110.08    | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11767981.32   | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $7812852.02    | 0.02%             | 2027-04-21      | Fixed         | 4.90%                 | 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        |   15000000 | PA      | $14393505.00   | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5333178.80    | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD4 Mortgage Trust                                                      | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15959780 | PA      | $15760392.87   | 0.04%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33264000 | PA      | $32094198.26   | 0.08%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5425000 | PA      | $5486987.68    | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26709943.00   | 0.07%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16225099.80   | 0.04%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2794084.20    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7501549.20    | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    8800000 | PA      | $9240725.12    | 0.02%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   36000000 | PA      | $35833811.40   | 0.09%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   20000000 | PA      | $20104581.40   | 0.05%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-2                 | CUSIP: 251510DP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3203974 | PA      | $3082648.43    | 0.01%             | 2035-04-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    8000000 | PA      | $8114563.36    | 0.02%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   33225000 | PA      | $33623716.94   | 0.08%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7296863 | PA      | $6949793.29    | 0.02%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E6U20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6793745 | PA      | $6607499.17    | 0.02%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3999625 | PA      | $4051676.19    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7413521 | PA      | $7226720.31    | 0.02%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1938536 | PA      | $1886207.00    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ETJ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13571138 | PA      | $13107169.51   | 0.03%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34651110 | PA      | $29761452.00   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCDV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38941863 | PA      | $33446752.36   | 0.08%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28723890 | PA      | $24647715.28   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   98751988 | PA      | $80403137.82   | 0.20%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VD76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3017271 | PA      | $3058646.00    | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    7575000 | PA      | $6887408.84    | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6411577.02    | 0.02%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   11439000 | PA      | $10207014.44   | 0.03%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN          | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10600000 | PA      | $9459254.71    | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2650000 | PA      | $2650738.53    | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    6243000 | PA      | $6214801.80    | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23091000 | PA      | $23426463.74   | 0.06%             | 2028-10-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7713170.33    | 0.02%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9849242.60    | 0.02%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $9384765.00    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS        | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9852675.20    | 0.02%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1        | Pricoa Global Funding I                                                         | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6718967.42    | 0.02%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15378029.40   | 0.04%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK Hynix Inc                                                                    | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   13000000 | PA      | $12887407.26   | 0.03%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45100000 | PA      | $43076367.51   | 0.11%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $4023182.83    | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   21897000 | PA      | $21973381.12   | 0.05%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA           | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   12750747 | PA      | $12816923.33   | 0.03%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4558044.60    | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    7500000 | PA      | $5520010.73    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT          | Stonepeak Nile Parent LLC                                                       | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1053032.00    | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE         | Symetra Life Insurance Co                                                       | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7426090.84    | 0.02%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3684000 | PA      | $3724753.29    | 0.01%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57000000 | PA      | $35945625.00   | 0.09%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  516650000 | PA      | $350555095.07  | 0.86%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  720175000 | PA      | $652349141.75  | 1.61%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12175000 | PA      | $12006822.46   | 0.03%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   24322000 | PA      | $21958211.46   | 0.05%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   32000000 | PA      | $34173088.00   | 0.08%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2192350.60    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   31700000 | PA      | $32304822.69   | 0.08%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL       | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   15775000 | PA      | $16038758.00   | 0.04%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14073767.10   | 0.03%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO            | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     500000 | PA      | $444480.96     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust  | CUSIP: 92922FY44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2143407 | PA      | $1903604.33    | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust                  | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389830 | PA      | $341366.46     | 0.00%             | 2036-09-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                          | CUSIP: 94984MAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     529178 | PA      | $486412.46     | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   22955000 | PA      | $23789457.18   | 0.06%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $29411230.80   | 0.07%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $13557280.00   | 0.03%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20380831.20   | 0.05%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-RC1                                  | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11875000 | PA      | $11771461.88   | 0.03%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C5                                  | CUSIP: 95004MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56475000 | PA      | $57931885.58   | 0.14%             | 2058-07-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2641051.18    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   30350000 | PA      | $30390608.30   | 0.07%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     120000 | PA      | $135978.78     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13655492.55   | 0.03%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   25500000 | PA      | $25482991.76   | 0.06%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                                         | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1018983.37    | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    6715000 | PA      | $5889436.01    | 0.01%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $9108228.01    | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6946616.88    | 0.02%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   21700000 | PA      | $21644496.39   | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $7686799.10    | 0.02%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10000000 | PA      | $9758193.80    | 0.02%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11366736.60   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   70921751 | PA      | $68947395.83   | 0.17%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   30647000 | PA      | $31601734.35   | 0.08%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   19725000 | PA      | $18542779.56   | 0.05%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18100000 | PA      | $18558939.26   | 0.05%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $11119527.73   | 0.03%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   24388000 | PA      | $23641147.25   | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4923126.85    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     248735 | PA      | $236695.11     | 0.00%             | 2037-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9983148.90    | 0.02%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4506494.55    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5456829.10    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2006-AR1                                          | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2079164 | PA      | $2004328.76    | 0.00%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30139600.20   | 0.07%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   23400000 | PA      | $23143228.52   | 0.06%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   25838000 | PA      | $26930512.80   | 0.07%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18466663.86   | 0.05%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS         | Cia Cervecerias Unidas SA                                                       | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |   20000000 | PA      | $18016996.60   | 0.04%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    7000000 | PA      | $7291339.23    | 0.02%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4693000 | PA      | $4773947.35    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14365021.50   | 0.04%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP           | Excelerate Energy LP                                                            | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7983517.50    | 0.02%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3909731.00    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2558073.26    | 0.01%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4613723 | PA      | $4734846.88    | 0.01%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1972050 | PA      | $1815570.60    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9E67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32175772 | PA      | $28776484.40   | 0.07%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9E75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14219449 | PA      | $12735015.01   | 0.03%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24726018 | PA      | $22478976.43   | 0.06%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPM62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11755475 | PA      | $11954054.54   | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPWF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43535448 | PA      | $44342371.91   | 0.11%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  164945041 | PA      | $134331392.90  | 0.33%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11743105 | PA      | $11749737.62   | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47949214 | PA      | $38747634.30   | 0.10%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60669263 | PA      | $49767656.55   | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132L7F95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4301277 | PA      | $4143971.75    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2360000 | PA      | $2203300.01    | 0.01%             | 2029-04-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND        | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20335570.80   | 0.05%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22180579 | PA      | $21486634.25   | 0.05%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13526177 | PA      | $13042272.82   | 0.03%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2066976.00    | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3975932.80    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BC79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7844561 | PA      | $7412387.83    | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KT2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13923377 | PA      | $12421179.11   | 0.03%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2005-A8                                                | CUSIP: 466247YP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1825788 | PA      | $1484906.30    | 0.00%             | 2035-11-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17079836.76   | 0.04%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   30200000 | PA      | $29816359.43   | 0.07%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   26171000 | PA      | $27248189.72   | 0.07%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WKNJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19268234 | PA      | $17981736.46   | 0.04%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2873316 | PA      | $2642737.69    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP            | Kinetik Holdings LP                                                             | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21554862.00   | 0.05%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KROGER CO                      | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7992213.89    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6893014 | PA      | $6335546.51    | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     187595 | PA      | $192548.19     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   18100000 | PA      | $17678289.91   | 0.04%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15486747.60   | 0.04%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402CPJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5222452 | PA      | $5191953.22    | 0.01%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316328 | PA      | $323535.60     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3600000 | PA      | $2788693.34    | 0.01%             | 2043-01-21      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15365054.10   | 0.04%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     959543 | PA      | $981395.71     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3570331 | PA      | $3356499.14    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3643415.24    | 0.01%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   22195000 | PA      | $22995515.28   | 0.06%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   17550000 | PA      | $17722756.41   | 0.04%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION          | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    7075000 | PA      | $6742806.39    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1029545.00    | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC            | TreeHouse Foods Inc                                                             | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1454447.16    | 0.00%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   31762000 | PA      | $31903604.52   | 0.08%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19156384.06   | 0.05%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13399036.70   | 0.03%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC          | Foundry JV Holdco LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   18774000 | PA      | $20095992.24   | 0.05%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                    | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7524873.65    | 0.02%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP       | Trustage Financial Group Inc                                                    | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |   13062000 | PA      | $12513193.93   | 0.03%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   33426000 | PA      | $40611210.17   | 0.10%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   43130000 | PA      | $42008079.15   | 0.10%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10362683.80   | 0.03%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16919131.85   | 0.04%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $13201250.00   | 0.03%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4014000 | PA      | $4082558.00    | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15267401.10   | 0.04%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN       | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3062388.00    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15363601.95   | 0.04%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14576667.70   | 0.04%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                   | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15150000 | PA      | $14967672.78   | 0.04%             | 2049-08-15      | Fixed         | 2.82%                 | 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        |    7000000 | PA      | $6525143.31    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | 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: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3000000 | PA      | $3132990.00    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A7                                                | CUSIP: 46629DAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     669239 | PA      | $536888.86     | 0.00%             | 2037-01-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C25                             | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5305847 | PA      | $5245891.07    | 0.01%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C4                              | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44268000 | PA      | $43471490.30   | 0.11%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9747900.70    | 0.02%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC          | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13543806.60   | 0.03%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10241435.90   | 0.03%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11021543.61   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC        | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20218323.80   | 0.05%             | 2034-09-10      | Fixed         | 5.45%                 | 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        |   24000000 | PA      | $26532085.20   | 0.07%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1345453.14    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | 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        |    3250000 | PA      | $3419497.25    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5031636.55    | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING             | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   18825000 | PA      | $18627705.72   | 0.05%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    9600000 | PA      | $9121802.40    | 0.02%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   15000000 | PA      | $15331212.15   | 0.04%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                   | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $12970193.42   | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP            | NOVA Chemicals Corp                                                             | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1053613.00    | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3717541.45    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   29065000 | PA      | $32339189.98   | 0.08%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                   | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3300820.25    | 0.01%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6419149.62    | 0.02%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12800000 | PA      | $13161980.80   | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   31343000 | PA      | $31061007.03   | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR2 Trust                                            | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20461322 | PA      | $19673372.70   | 0.05%             | 2041-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-D                                         | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   65308013 | PA      | $66992149.81   | 0.17%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1026021.03    | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3117257.46    | 0.01%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4963114.95    | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                   | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10092308.10   | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $57074191.20   | 0.14%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   11825000 | PA      | $10739123.02   | 0.03%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    9475000 | PA      | $8133546.56    | 0.02%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU       | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5449000 | PA      | $5441389.38    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                    | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14113525.50   | 0.03%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   19829000 | PA      | $21666972.42   | 0.05%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   15776000 | PA      | $15780641.77   | 0.04%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   21700000 | PA      | $22564159.10   | 0.06%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  499875000 | PA      | $358054993.87  | 0.88%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $148179688.00  | 0.37%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  275550000 | PA      | $193509291.59  | 0.48%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  507475000 | PA      | $362130988.28  | 0.89%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  605625000 | PA      | $600018238.82  | 1.48%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15621624.48   | 0.04%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9680025.57    | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC             | Voya Financial Inc                                                              | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8453085.70    | 0.02%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4654374.55    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC         | WESCO Distribution Inc                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   20300000 | PA      | $21043552.05   | 0.05%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9970854.00    | 0.02%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5093556.35    | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    3543000 | PA      | $3477125.43    | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20476723.60   | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                    | Hologic Inc                                                                     | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   21238000 | PA      | $20507234.40   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20602491.40   | 0.05%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   12500000 | PA      | $12914203.63   | 0.03%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     900000 | PA      | $689298.99     | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6425000 | PA      | $4794957.58    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3981409.64    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   11840000 | PA      | $11864634.42   | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1044132.54    | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   55139000 | PA      | $51639820.61   | 0.13%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14003751.30   | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9040000 | PA      | $9200303.25    | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8559000 | PA      | $7899998.77    | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10111472.60   | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US          | Canpack SA / Canpack US LLC                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |   15000000 | PA      | $14075922.00   | 0.03%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4979976.85    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12894847.55   | 0.03%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4564599.00    | 0.01%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   12845000 | PA      | $12572134.18   | 0.03%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61962000 | PA      | $64913216.60   | 0.16%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6929082.40    | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33387000 | PA      | $32913301.91   | 0.08%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC              | Clean Harbors Inc                                                               | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2017471.66    | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC       | Colonial Enterprises Inc                                                        | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8350000 | PA      | $8411530.23    | 0.02%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   24750000 | PA      | $24759165.67   | 0.06%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12500000 | PA      | $11567086.13   | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC        | Darling Ingredients Inc                                                         | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1514341.50    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   53520000 | PA      | $49246535.58   | 0.12%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   12000000 | PA      | $12256823.64   | 0.03%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   26900000 | PA      | $25773976.49   | 0.06%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP        | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   15225000 | PA      | $14835323.28   | 0.04%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP        | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   41950000 | PA      | $40914228.91   | 0.10%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   28280000 | PA      | $29283274.01   | 0.07%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS             | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5418620.46    | 0.01%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   16174000 | PA      | $18762152.97   | 0.05%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| EQT AB                         | EQT AB                                                                          | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |   17800000 | PA      | $18379928.63   | 0.05%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A5Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14387027 | PA      | $13093139.93   | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3029931 | PA      | $3042735.01    | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KT2V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18629471 | PA      | $16642588.54   | 0.04%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LUS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1747968 | PA      | $1657443.29    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WECU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2981993 | PA      | $2872232.55    | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18962044 | PA      | $18077887.21   | 0.04%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QG2A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35520130 | PA      | $31908783.28   | 0.08%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QGEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55152941 | PA      | $47287539.49   | 0.12%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   94186040 | PA      | $95666320.47   | 0.24%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XC2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14134517 | PA      | $13094147.73   | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDJ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28569806 | PA      | $24367596.39   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHLJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38518516 | PA      | $36209925.50   | 0.09%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLVN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36658566 | PA      | $38166667.56   | 0.09%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YTT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4857424 | PA      | $4739313.20    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21788365 | PA      | $18457809.80   | 0.05%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                   | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23923339 | PA      | $22167681.96   | 0.05%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2970847.65    | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                 | HB Fuller Co                                                                    | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6616032.14    | 0.02%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3490801 | PA      | $3378687.11    | 0.01%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4218051 | PA      | $4180585.84    | 0.01%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17313512 | PA      | $17221168.73   | 0.04%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55123730 | PA      | $55783897.29   | 0.14%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202D2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3470 | PA      | $3603.38       | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FV86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1536472 | PA      | $1487135.12    | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3020116 | PA      | $2860316.86    | 0.01%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2120113 | PA      | $2052032.68    | 0.01%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AADW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17417121 | PA      | $15729317.78   | 0.04%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3958256.88    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   12025000 | PA      | $13092065.79   | 0.03%             | 2033-01-12      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABB84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34000882 | PA      | $29014072.51   | 0.07%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72586038 | PA      | $61824714.11   | 0.15%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   19525000 | PA      | $20079022.85   | 0.05%             | 2036-07-14      | Variable      | 5.54%                 | 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        |    6960485 | PA      | $6273937.57    | 0.02%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-3F                                                 | CUSIP: 36242DF40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1048104 | PA      | $850111.32     | 0.00%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2004-15F                                                | CUSIP: 36242DRF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18016 | PA      | $15334.72      | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS8                                           | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25225000 | PA      | $24771686.57   | 0.06%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    7825000 | PA      | $8112363.58    | 0.02%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25626584.50   | 0.06%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15511585.20   | 0.04%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                | Gruma SAB de CV                                                                 | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |   10000000 | PA      | $10215000.00   | 0.03%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |   16363000 | PA      | $13778575.58   | 0.03%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    4510000 | PA      | $3102124.48    | 0.01%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4775810.35    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8334650.88    | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10315036.80   | 0.03%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12660229.80   | 0.03%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   13575000 | PA      | $13735018.98   | 0.03%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T       | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3105912.68    | 0.01%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10104409.20   | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $19677727.57   | 0.05%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                           | CUSIP: 43475RAL0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   12565000 | PA      | $12469044.49   | 0.03%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA ST HSG FIN AGY  | North Carolina Housing Finance Agency                                           | CUSIP: 658207QX6<br>LEI: EC4EE0PS5OP5O69B5C39 | Long             | DBT              | MUN               | US        |      75000 | PA      | $74613.11      | 0.00%             | 2032-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9978901.00    | 0.02%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15306374.55   | 0.04%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5896790.01    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   15125000 | PA      | $15712651.63   | 0.04%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC             | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $10304525.83   | 0.03%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    6090000 | PA      | $5352971.33    | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   23041000 | PA      | $24253763.04   | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22721000 | PA      | $22385426.73   | 0.06%             | 2050-03-15      | Fixed         | 3.69%                 | 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: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   24344000 | PA      | $22997672.12   | 0.06%             | 2031-12-01      | Fixed         | 3.75%                 | 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        |   15286000 | PA      | $16107469.64   | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16700000 | PA      | $17001083.47   | 0.04%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP       | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14783302.38   | 0.04%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN        | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1520338.76    | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $18250918.48   | 0.04%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   26451000 | PA      | $27325153.71   | 0.07%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                 | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7945067.37    | 0.02%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   50189000 | PA      | $50421225.00   | 0.12%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   13625000 | PA      | $14162240.70   | 0.03%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO       | Kimberly-Clark de Mexico SAB de CV                                              | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |    6000000 | PA      | $5447730.00    | 0.01%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    8943000 | PA      | $9581735.89    | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                      | Olin Corp                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10051580.00   | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1916040.37    | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    6785000 | PA      | $7346288.79    | 0.02%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   26159000 | PA      | $29414974.37   | 0.07%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $13307369.49   | 0.03%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP              | Kinross Gold Corp                                                               | CUSIP: 496902AK3<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    5500000 | PA      | $6095008.21    | 0.02%             | 2041-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   15066000 | PA      | $14351738.12   | 0.04%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   15332000 | PA      | $16459611.87   | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2006-3                                       | CUSIP: 75971EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9847275 | PA      | $3110679.43    | 0.01%             | 2036-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                       | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8268807.28    | 0.02%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                       | LKQ Corp                                                                        | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   30275000 | PA      | $32307856.96   | 0.08%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2005-QS11 Trust                                                     | CUSIP: 761118CF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1699249 | PA      | $1232149.18    | 0.00%             | 2035-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1265000 | PA      | $1332427.54    | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   12000000 | PA      | $12152546.52   | 0.03%             | 2034-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $8245349.05    | 0.02%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1490000 | PA      | $1468040.38    | 0.00%             | 2026-12-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $19627411.20   | 0.05%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3550000 | PA      | $3703672.12    | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR              | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   15000000 | PA      | $15261240.00   | 0.04%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                      | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    3167000 | PA      | $3144445.51    | 0.01%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   46222000 | PA      | $46076828.25   | 0.11%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   26839000 | PA      | $28346645.40   | 0.07%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7982159.00    | 0.02%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3872624.17    | 0.01%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10458597.00   | 0.03%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   16056000 | PA      | $16908842.86   | 0.04%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5104165.50    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AJ7<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8420379.84    | 0.02%             | 2041-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11021209.16   | 0.03%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | Massachusetts Housing Finance Agency                                            | CUSIP: 57587GP90<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   22240000 | PA      | $23179844.61   | 0.06%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     725000 | PA      | $885453.90     | 0.00%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS         | Methanex US Operations Inc                                                      | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3052404.00    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3181897.05    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4980501.35    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15166877.55   | 0.04%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   21000000 | PA      | $14710556.70   | 0.04%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10956434.96   | 0.03%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   63394000 | PA      | $63239328.15   | 0.16%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER       | Nationwide Financial Services Inc                                               | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $13473712.18   | 0.03%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   20825000 | PA      | $20484182.84   | 0.05%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                                             | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   25000000 | PA      | $25545052.75   | 0.06%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6735641 | PA      | $6087690.80    | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust   | Navient Education Loan Trust 2025-A                                             | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2785268 | PA      | $2812584.26    | 0.01%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-6                                      | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7705108 | PA      | $7502847.00    | 0.02%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2024-NQM2                                   | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |   79681576 | PA      | $79795584.47   | 0.20%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   20800000 | PA      | $20141808.54   | 0.05%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                | Nissan Motor Co Ltd                                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9809012.70    | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NOVA SE UNIVERSITY INC         | Nova Southeastern University Inc                                                | CUSIP: 669857AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4112258.16    | 0.01%             | 2053-04-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM9 Trust                                                             | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |   14605212 | PA      | $14849019.56   | 0.04%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7125000 | PA      | $7571502.38    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP          | Oglethorpe Power Corp                                                           | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5262763.50    | 0.01%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6407148.00    | 0.02%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                  | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4961428.45    | 0.01%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23908484.50   | 0.06%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   11775000 | PA      | $8336135.04    | 0.02%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $8555720.59    | 0.02%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   40029000 | PA      | $27584706.82   | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5157222.95    | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II LB PTT           | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                    | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32900000 | PA      | $33233135.53   | 0.08%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10000000 | PA      | $10357133.40   | 0.03%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5466000 | PA      | $5475655.74    | 0.01%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II       | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11600000 | PA      | $12562071.06   | 0.03%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16211000 | PA      | $15816491.54   | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2980000 | PA      | $3044061.83    | 0.01%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $2000933.54    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJRW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8404954 | PA      | $7963681.88    | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJU81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2641078 | PA      | $2548857.67    | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3093874 | PA      | $2983289.01    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        946 | PA      | $977.62        | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5771564 | PA      | $5464973.52    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3655363 | PA      | $3567746.17    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J4JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4954045 | PA      | $4867810.36    | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   91470480 | PA      | $83754939.46   | 0.21%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XSA91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18726704 | PA      | $17518192.52   | 0.04%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31575000 | PA      | $31821174.49   | 0.08%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97234 | PA      | $94769.78      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   37052000 | PA      | $37241542.10   | 0.09%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC          | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   22000000 | PA      | $21458650.40   | 0.05%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40334492 | PA      | $38291124.35   | 0.09%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5275919 | PA      | $5062428.67    | 0.01%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADF37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22106410 | PA      | $22544094.58   | 0.06%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24620000 | PA      | $23111951.14   | 0.06%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14456593.90   | 0.04%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC          | Genesee & Wyoming Inc                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4064568.00    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11332000 | PA      | $10113795.38   | 0.02%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                             | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4823334.50    | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                | Gruma SAB de CV                                                                 | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    6150000 | PA      | $6112565.93    | 0.02%             | 2054-12-09      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16530217.77   | 0.04%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP          | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6193492.62    | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10451765.40   | 0.03%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8849838.67    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3337373.36    | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1004303.77    | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15930942.00   | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $6257461.26    | 0.02%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10200000 | PA      | $10446250.13   | 0.03%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HAMILTON CNTY OH HLTH CARE FAC | County of Hamilton OH                                                           | CUSIP: 40727TDK7<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |   25725000 | PA      | $21304233.35   | 0.05%             | 2042-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15412545.00   | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4154904.00    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION       | Hess Midstream Operations LP                                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10625000 | PA      | $10830913.03   | 0.03%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FDG TRUST II       | High Street Funding Trust II                                                    | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6143861.85    | 0.02%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FD TRUST III       | High Street Funding Trust III                                                   | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14350000 | PA      | $14341977.92   | 0.04%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5153338.15    | 0.01%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L       | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4134287.14    | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10458561.70   | 0.03%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   17350000 | PA      | $17617548.28   | 0.04%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   19650000 | PA      | $19928363.47   | 0.05%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT       | Indianapolis Power & Light Co                                                   | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11068353.23   | 0.03%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI       | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    5000000 | PA      | $4914250.00    | 0.01%             | 2028-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                  | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $26258873.20   | 0.06%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3348244.79    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                       | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11670646.78   | 0.03%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $3962495.49    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| IOWA ST FIN AUTH MF REVENUE    | Iowa Finance Authority                                                          | CUSIP: 46246JNP6<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |    4550000 | PA      | $4610332.09    | 0.01%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IOWA ST STUDENT LOAN LIQUIDITY | Iowa Student Loan Liquidity Corp                                                | CUSIP: 462590MH0<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |     290000 | PA      | $283883.44     | 0.00%             | 2039-12-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2493040.00    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   20303000 | PA      | $20267715.42   | 0.05%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC              | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9545259.00    | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2018-C8                              | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4070000 | PA      | $4052929.61    | 0.01%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A2                                                | CUSIP: 466247K36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     437916 | PA      | $381821.56     | 0.00%             | 2036-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4956709.35    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   53473000 | PA      | $52435010.46   | 0.13%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   14393000 | PA      | $9980182.34    | 0.02%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10661300.97   | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   39477000 | PA      | $38958625.54   | 0.10%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15056231.10   | 0.04%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10091509.30   | 0.02%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $8215677.26    | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   35878000 | PA      | $37552623.95   | 0.09%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR        | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2054506.00    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9808697.80    | 0.02%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15299604.90   | 0.04%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL         | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   12675000 | PA      | $12858368.84   | 0.03%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   15000000 | PA      | $13342523.85   | 0.03%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   33000000 | PA      | $15557463.90   | 0.04%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   11725000 | PA      | $11820798.41   | 0.03%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   23409000 | PA      | $31742191.77   | 0.08%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   32500000 | PA      | $33886467.23   | 0.08%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    8700000 | PA      | $9174448.67    | 0.02%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   60562701 | PA      | $55282493.12   | 0.14%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-3                                      | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6084421 | PA      | $5893330.80    | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-1                                      | CUSIP: 64829JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7188188 | PA      | $7006856.37    | 0.02%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   28950000 | PA      | $30227883.98   | 0.07%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM3 Trust                                                             | CUSIP: 67116KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29341515 | PA      | $28078459.69   | 0.07%             | 2062-01-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3694738.42    | 0.01%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $6767111.29    | 0.02%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $10189573.20   | 0.03%             | 2060-11-15      | Fixed         | 3.60%                 | 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        |   10500000 | PA      | $10530667.88   | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $1987860.66    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   46000000 | PA      | $45099870.16   | 0.11%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2412872.53    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC             | PBF Holding Co LLC / PBF Finance Corp                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12576744.00   | 0.03%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    6280000 | PA      | $5853642.76    | 0.01%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517922.00     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE           | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    5675000 | PA      | $5515390.63    | 0.01%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4080156.54    | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    3768000 | PA      | $3760399.72    | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15542025.00   | 0.04%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7925000 | PA      | $7343764.41    | 0.02%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                   | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    3864000 | PA      | $4235323.33    | 0.01%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10150450.00   | 0.03%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10000000 | PA      | $9764412.90    | 0.02%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                         | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   20400000 | PA      | $18525054.97   | 0.05%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS         | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   16725000 | PA      | $16846068.93   | 0.04%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   30000000 | PA      | $30105993.60   | 0.07%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   25339000 | PA      | $24369714.83   | 0.06%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS         | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10181890.20   | 0.03%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT       | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11566791.47   | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5128523.60    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                 | Phillips 66 Co                                                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12867736.18   | 0.03%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   15000000 | PA      | $15418830.00   | 0.04%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                 | Vallourec SACA                                                                  | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1598197.50    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     191912 | PA      | $184754.46     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CWCV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4147879 | PA      | $4074990.30    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $4103093.47    | 0.01%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN       | Puma International Financing SA                                                 | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $2069892.34    | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25003007 | PA      | $25301437.91   | 0.06%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   82464999 | PA      | $70980081.68   | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9335450.60    | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS          | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3106188.57    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6865667 | PA      | $6462417.47    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18022255 | PA      | $15774440.92   | 0.04%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202DAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1329 | PA      | $1364.25       | 0.00%             | 2029-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202F3N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3963313 | PA      | $3836036.76    | 0.01%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46551482 | PA      | $48240705.13   | 0.12%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31552827.00   | 0.08%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE           | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   12525000 | PA      | $11536777.50   | 0.03%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL        | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13845745.20   | 0.03%             | 2046-07-15      | Fixed         | 4.95%                 | 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        |   16778613 | PA      | $17053577.10   | 0.04%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L       | Huntsman International LLC                                                      | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9113660.50    | 0.02%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2004-QS13 Trust                                                     | CUSIP: 76110HYF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2831 | PA      | $2746.84       | 0.00%             | 2039-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5150000 | PA      | $5230928.59    | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7775000 | PA      | $7814391.26    | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   21825000 | PA      | $22068696.42   | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST HSG DEV AUTH REVEN | Illinois Housing Development Authority                                          | CUSIP: 45203MNZ0<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |    4905000 | PA      | $5060681.76    | 0.01%             | 2053-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1        | Pricoa Global Funding I                                                         | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4817692.47    | 0.01%             | 2028-05-30      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   11000000 | PA      | $11026788.41   | 0.03%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   29600000 | PA      | $29574869.01   | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                                              | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6846129.08    | 0.02%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2007-1                                       | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     278136 | PA      | $70592.98      | 0.00%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| LEIDOS HOLDINGS INC            | Leidos Holdings Inc                                                             | CUSIP: 78390XAC5<br>LEI: 549300IUTGTP6EJP8124 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2052907.10    | 0.01%             | 2040-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK Hynix Inc                                                                    | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    5900000 | PA      | $5923464.30    | 0.01%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2310000 | PA      | $2302805.27    | 0.01%             | 2025-12-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $12280284.51   | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SK TELECOM CO LTD              | SK Telecom Co Ltd                                                               | CUSIP: 78440PAC2<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |     960000 | PA      | $999004.86     | 0.00%             | 2027-07-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16779419.42   | 0.04%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1000000 | PA      | $1019679.63    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   35000000 | PA      | $36580215.00   | 0.09%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   20300000 | PA      | $20422750.04   | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9972155.80    | 0.02%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3166828.66    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   28925000 | PA      | $25869433.58   | 0.06%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4588931.21    | 0.01%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   21000000 | PA      | $19602473.10   | 0.05%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4008000 | PA      | $3495367.18    | 0.01%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP         | Sunoco LP / Sunoco Finance Corp                                                 | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10309530.00   | 0.03%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    9100000 | PA      | $10007970.70   | 0.02%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP        | Schlumberger Holdings Corp                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   11096000 | PA      | $11045568.46   | 0.03%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                 | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4972103.00    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   18000000 | PA      | $16090764.48   | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $16205341.40   | 0.04%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10572000 | PA      | $10540027.84   | 0.03%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   10000000 | PA      | $9813018.20    | 0.02%             | 2027-06-11      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9734137.38    | 0.02%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13000000 | PA      | $13890003.53   | 0.03%             | 2055-01-19      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23729830.75   | 0.06%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9262418.85    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5097451.14    | 0.01%             | 2028-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                   | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2396772.40    | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3838821 | PA      | $3778945.85    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8388147 | PA      | $8218952.76    | 0.02%             | 2060-02-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-2                                                | CUSIP: 89183AAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  105285354 | PA      | $107032069.16  | 0.26%             | 2064-12-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2276831.00    | 0.01%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   29519000 | PA      | $33132597.90   | 0.08%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   29950000 | PA      | $31741200.18   | 0.08%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   24344000 | PA      | $24548675.10   | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   32741000 | PA      | $29905465.37   | 0.07%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7301635.39    | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                                           | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |   17800000 | PA      | $17436684.20   | 0.04%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   17075000 | PA      | $16944524.80   | 0.04%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     250000 | PA      | $262558.25     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPO INC                        | XPO Inc                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     500000 | PA      | $523141.00     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1295000 | PA      | $1376717.74    | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST STUDENT LOAN A | Rhode Island Student Loan Authority                                             | CUSIP: 762315RR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1800000 | PA      | $1755186.66    | 0.00%             | 2027-12-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   16550000 | PA      | $16999744.60   | 0.04%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    8435000 | PA      | $8001254.25    | 0.02%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   11650000 | PA      | $11974046.96   | 0.03%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23126307.50   | 0.06%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15986489.25   | 0.04%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US       | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1013812.00    | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS       | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   24530000 | PA      | $24661839.92   | 0.06%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   16566000 | PA      | $16786764.81   | 0.04%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7475000 | PA      | $7700614.64    | 0.02%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13975000 | PA      | $14269375.97   | 0.04%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13575000 | PA      | $13964031.81   | 0.03%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)       | Syensqo Finance America LLC                                                     | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   49082000 | PA      | $51303515.62   | 0.13%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI       | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2006607.74    | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP           | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   19786000 | PA      | $23411230.49   | 0.06%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS           | Southern Natural Gas Co LLC                                                     | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10201239.30   | 0.03%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $14858118.30   | 0.04%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY       | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24408000 | PA      | $24198046.53   | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                      | Sunoco LP                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5247405.00    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10631162.60   | 0.03%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   43000000 | PA      | $42507315.46   | 0.10%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35441030.45   | 0.09%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   26173000 | PA      | $23179193.02   | 0.06%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   19618000 | PA      | $20031396.97   | 0.05%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   17250000 | PA      | $17275967.12   | 0.04%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9029393.50    | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TTX CO                         | TTX Co                                                                          | CUSIP: 87305QCG4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    7710000 | PA      | $6852556.33    | 0.02%             | 2044-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5456475.00    | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5207430.00    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    8041000 | PA      | $8412658.32    | 0.02%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   12522000 | PA      | $12578190.97   | 0.03%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32855000 | PA      | $30176823.03   | 0.07%             | 2027-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1568253.44    | 0.00%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ADJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12500000 | PA      | $6529595.50    | 0.02%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $937450.20     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                 | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $9432815.47    | 0.02%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5604824.50    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3067203.00    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11121913.00   | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    7425000 | PA      | $7331578.50    | 0.02%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   33975000 | PA      | $30297865.03   | 0.07%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4290593.92    | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C11                                          | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14950000 | PA      | $14878546.48   | 0.04%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2019-C16                                          | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2275000 | PA      | $2193724.72    | 0.01%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                   | US Foods Inc                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5277494.25    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4912845.50    | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9564986.00    | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96125000 | PA      | $61354785.16   | 0.15%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  132550000 | PA      | $86478520.19   | 0.21%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  191050000 | PA      | $176348106.42  | 0.43%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  275400000 | PA      | $273388288.37  | 0.67%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  302850000 | PA      | $284726320.31  | 0.70%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  501900000 | PA      | $486117598.91  | 1.20%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  391575000 | PA      | $393639947.27  | 0.97%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $388328.12     | 0.00%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  270925000 | PA      | $271750475.96  | 0.67%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  215000000 | PA      | $215000000.00  | 0.53%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     790000 | PA      | $762073.61     | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10793000 | PA      | $10123192.57   | 0.02%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   38575000 | PA      | $36790577.21   | 0.09%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  130175000 | PA      | $130783659.25  | 0.32%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   22139000 | PA      | $21463069.32   | 0.05%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1581000 | PA      | $1805370.27    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8260629.03    | 0.02%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                   | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5687049.54    | 0.01%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                 | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   16807000 | PA      | $16538286.32   | 0.04%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6000000 | PA      | $6715401.24    | 0.02%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC               | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    5012000 | PA      | $5740571.13    | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6209004.66    | 0.02%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7134275.33    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20500280.64   | 0.05%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    8775000 | PA      | $7886758.70    | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| EATON CORP                     | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3582336.63    | 0.01%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   50400000 | PA      | $53375514.19   | 0.13%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8BV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3809663 | PA      | $3628951.10    | 0.01%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10111428 | PA      | $9315451.05    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25495274 | PA      | $24060332.35   | 0.06%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XKU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16189313 | PA      | $14840702.34   | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   58513581 | PA      | $55807276.03   | 0.14%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XM6T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17856316 | PA      | $16836653.03   | 0.04%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XP2B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34187984 | PA      | $30760909.53   | 0.08%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XPXR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32138501 | PA      | $30379698.21   | 0.07%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   73495857 | PA      | $66126645.67   | 0.16%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2779746 | PA      | $2758525.46    | 0.01%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BG59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4469466 | PA      | $4421466.67    | 0.01%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  108027573 | PA      | $87955704.32   | 0.22%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   22000000 | PA      | $22802263.66   | 0.06%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                                | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   45000000 | PA      | $45746689.50   | 0.11%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust                   | CUSIP: 92922FXM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     885072 | PA      | $916594.80     | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                   | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4183784 | PA      | $3861187.29    | 0.01%             | 2037-03-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    4500000 | PA      | $4621209.30    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   11375000 | PA      | $11726202.90   | 0.03%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $5989935.54    | 0.01%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC         | Equitable Holdings Inc                                                          | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1284000 | PA      | $1289428.56    | 0.00%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C29                                                  | CUSIP: 05555PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   50000000 | PA      | $50522845.00   | 0.12%             | 2057-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   51889000 | PA      | $46000089.37   | 0.11%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5118225.00    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $4537337.35    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   35000000 | PA      | $31849720.00   | 0.08%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $32434032.05   | 0.08%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR4                                                                 | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14693791 | PA      | $15499596.69   | 0.04%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   73525000 | PA      | $76735851.46   | 0.19%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   10202000 | PA      | $9970190.77    | 0.02%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   11000000 | PA      | $11214170.66   | 0.03%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32650000 | PA      | $34560008.68   | 0.09%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK9                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32737000 | PA      | $32100284.99   | 0.08%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30037000 | PA      | $29705763.98   | 0.07%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15327156.60   | 0.04%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2020-RPL2                                       | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30582077 | PA      | $28820894.54   | 0.07%             | 2059-05-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2025-NQM7                                       | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   78151201 | PA      | $78760975.96   | 0.19%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BRAZOS TX HGR EDU AUTH STUDENT | Brazos Higher Education Authority Inc                                           | CUSIP: 10623ABG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1175000 | PA      | $1078059.80    | 0.00%             | 2030-04-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9126009.20    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   23800000 | PA      | $23659484.09   | 0.06%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7252225.75    | 0.02%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   26114000 | PA      | $25983263.13   | 0.06%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10382150.70   | 0.03%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   21832000 | PA      | $20455748.27   | 0.05%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14730260.25   | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3188541.69    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7159186.09    | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE USA PTY LT       | CIMIC Finance USA Pty Ltd                                                       | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10889210.10   | 0.03%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1935783 | PA      | $1784855.29    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC              | Clean Harbors Inc                                                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1024034.00    | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3647049.88    | 0.01%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2622000 | PA      | $1555919.92    | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 210371AF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1910274.22    | 0.00%             | 2032-04-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12297000 | PA      | $12843999.21   | 0.03%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9500000 | PA      | $9005846.29    | 0.02%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   25000000 | PA      | $26741465.75   | 0.07%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   18250000 | PA      | $18242629.74   | 0.04%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    6100000 | PA      | $6275201.03    | 0.02%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    6000000 | PA      | $5998023.84    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   17900000 | PA      | $17863506.55   | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3894077.58    | 0.01%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   18727000 | PA      | $19834829.21   | 0.05%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5030033.40    | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4653000 | PA      | $4733683.49    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   18000000 | PA      | $17608727.70   | 0.04%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA         | Engie Energia Chile SA                                                          | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    3000000 | PA      | $2827402.80    | 0.01%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                      | Enpro Inc                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1022043.35    | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7034206.55    | 0.02%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC       | Evergy Missouri West Inc                                                        | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9390919.36    | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9896765.67    | 0.02%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13872661 | PA      | $12764680.40   | 0.03%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13908030 | PA      | $13135905.09   | 0.03%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4441123 | PA      | $4331847.07    | 0.01%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     531375 | PA      | $534441.59     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4160155 | PA      | $3829176.72    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3449972 | PA      | $3174770.41    | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1878243 | PA      | $1809161.76    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2279002 | PA      | $2176405.40    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     726413 | PA      | $728588.90     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     158237 | PA      | $159248.03     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   82512295 | PA      | $71208781.20   | 0.18%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCEB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35029113 | PA      | $32283296.46   | 0.08%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132GUKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1565427 | PA      | $1486147.47    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HLM34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5399734 | PA      | $4975745.97    | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HMK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3536621 | PA      | $3344379.03    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4668321 | PA      | $4298379.45    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A2F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10377277 | PA      | $9550738.47    | 0.02%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ANJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14295579 | PA      | $13455888.35   | 0.03%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2066593 | PA      | $1945211.44    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BKG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9870787 | PA      | $9324938.12    | 0.02%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6839487 | PA      | $6580064.16    | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   72061399 | PA      | $60273102.05   | 0.15%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   67159535 | PA      | $56762237.90   | 0.14%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133SERW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   58611320 | PA      | $48381024.26   | 0.12%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371GZ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1488 | PA      | $1535.23       | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138M3RK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3086335 | PA      | $2930317.42    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3204811 | PA      | $3206280.30    | 0.01%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     275843 | PA      | $283377.14     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38778597 | PA      | $38297455.35   | 0.09%             | 2051-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J55P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13785680 | PA      | $13583327.81   | 0.03%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5EV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3486394 | PA      | $3390820.39    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY       | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6711457.20    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   23375000 | PA      | $24903889.79   | 0.06%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8LG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8050172 | PA      | $7781990.81    | 0.02%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J96Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33408500 | PA      | $33100516.48   | 0.08%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9V65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33265905 | PA      | $32258316.04   | 0.08%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9114515 | PA      | $9222010.07    | 0.02%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPS65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   76296544 | PA      | $76156898.23   | 0.19%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46884689 | PA      | $40313777.16   | 0.10%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD6K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  102472081 | PA      | $87445344.56   | 0.22%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68979120 | PA      | $58832859.36   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XPKM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   71040403 | PA      | $57799080.37   | 0.14%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRD44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12142213 | PA      | $12427254.13   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417BXS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5557620 | PA      | $5256045.96    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417DGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18760867 | PA      | $17265105.47   | 0.04%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417GMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6852311 | PA      | $6462059.86    | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YQP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     667190 | PA      | $669252.52     | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8886306 | PA      | $8732498.04    | 0.02%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5166254 | PA      | $4879516.46    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ALT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1950785 | PA      | $1883641.01    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418B2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1939850 | PA      | $1918134.44    | 0.00%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418D4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16172355 | PA      | $15198227.43   | 0.04%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22166495 | PA      | $19497213.75   | 0.05%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8949283 | PA      | $6880705.79    | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   82720035 | PA      | $69190402.77   | 0.17%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36586374 | PA      | $29780859.73   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40032006 | PA      | $40599601.64   | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38430088 | PA      | $38339320.13   | 0.09%             | 2039-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35341861 | PA      | $34384958.67   | 0.08%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   19000000 | PA      | $19663770.13   | 0.05%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9776824.00    | 0.02%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $10306256.00   | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10498516.60   | 0.03%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |   23285000 | PA      | $23151063.98   | 0.06%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28000000 | PA      | $28031288.88   | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO       | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27594302.70   | 0.07%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   89010000 | PA      | $91839218.45   | 0.23%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ADV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5396000 | PA      | $3952568.11    | 0.01%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ADW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2938000 | PA      | $2291820.04    | 0.01%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-4                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16116955 | PA      | $15315423.09   | 0.04%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3959265 | PA      | $3856680.86    | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29944818.30   | 0.07%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55257744 | PA      | $52413157.67   | 0.13%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48094011 | PA      | $43813634.40   | 0.11%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     500000 | PA      | $514209.50     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS         | Gulfstream Natural Gas System LLC                                               | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5122826.55    | 0.01%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC             | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10269152.80   | 0.03%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC       | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4126000 | PA      | $4354671.79    | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   49766000 | PA      | $48667948.05   | 0.12%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10835031.20   | 0.03%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust                   | CUSIP: 92922FXL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     351920 | PA      | $359558.54     | 0.00%             | 2034-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC           | Waste Management Inc                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $993697.77     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JBQ0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    9477000 | PA      | $10372156.86   | 0.03%             | 2034-12-07      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15209694.30   | 0.04%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ INDL DEV AUTH | Maricopa County Industrial Development Authority                                | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   19400000 | PA      | $20347558.08   | 0.05%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGP3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    8993602 | PA      | $7730267.53    | 0.02%             | 2046-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5055545.00    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY          | Reckitt Benckiser Treasury Services PLC                                         | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   56870000 | PA      | $55878876.46   | 0.14%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $6910897.18    | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     940000 | PA      | $727763.12     | 0.00%             | 2029-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6974553.88    | 0.02%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6092133 | PA      | $5971773.87    | 0.01%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-1                                                | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   72195975 | PA      | $73347637.61   | 0.18%             | 2064-03-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $926381.20     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  611700000 | PA      | $446254265.63  | 1.10%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  477025000 | PA      | $306898508.24  | 0.76%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  538700000 | PA      | $399185114.49  | 0.98%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  130150000 | PA      | $112650926.43  | 0.28%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10300091.60   | 0.03%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   33350000 | PA      | $34159835.38   | 0.08%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10034605.70   | 0.02%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12505189.68   | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30055000 | PA      | $29574459.62   | 0.07%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $4848941.30    | 0.01%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   14000000 | PA      | $12687344.46   | 0.03%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-23

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President