# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0001752724-25-150742
**Filing Date:** 2025-6
**Character Count:** 400125
**Document Hash:** 6fd34191e6f78245c5a7378939bdd6a8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-150742.hdr.sgml**: 20250623

**ACCESSION NUMBER**: 0001752724-25-150742

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250623

**DATE AS OF CHANGE**: 20250623

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 251063790

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $587540376.83

**Total Liabilities:** $50695431.21

**Net Assets:** $536844945.62

**Delayed Delivery Securities:** $4484520.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 838.32550000 | **1-Year:** 5749.75410000 | **5-Year:** 67964.39730000 | **10-Year:** 52268.14400000 | **30-Year:** 64243.44560000

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

- **3-Month:** 145.40810000 | **1-Year:** 997.29870000 | **5-Year:** 11788.47070000 | **10-Year:** 9065.94490000 | **30-Year:** 11143.06910000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018958 | 2.03%                | -0.42%               | 0.35%                |
| Class ID C000018963 | 2.14%                | -0.40%               | 0.36%                |
| Class ID C000018962 | 2.12%                | -0.40%               | 0.36%                |
| Class ID C000018959 | 2.05%                | -0.29%               | 0.26%                |
| Class ID C000018961 | 2.06%                | -0.27%               | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-153922.79              | $6615102.99                                |
| Month 2  | $-1052498.51             | $-2407654.95                               |
| Month 3  | $-1059564.05             | $-31567.79                                 |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                                        | Title                                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    590000 | PA      | $544096.20    | 0.10%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    520000 | PA      | $525332.97    | 0.10%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                                  | Grupo Aeromexico SAB de CV                                                                  | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $185050.08    | 0.03%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| SREIT Trust 2021-MFP                                                                        | SREIT Trust 2021-MFP                                                                        | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160017 | PA      | $2150566.82   | 0.40%             | 2038-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31371KKL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       445 | PA      | $470.33       | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HWM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15331 | PA      | $15724.83     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31402C2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    175527 | PA      | $178834.05    | 0.03%             | 2033-07-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292GVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       407 | PA      | $415.73       | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                                   | Garda World Security Corp                                                                   | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $463619.19    | 0.09%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1091483.70   | 0.20%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31390YLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2368 | PA      | $2419.64      | 0.00%             | 2032-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                             | Kronos Acquisition Holdings Inc                                                             | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $194217.75    | 0.04%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                               | Santander Drive Auto Receivables Trust 2024-4                                               | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    973187 | PA      | $974392.22    | 0.18%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31283HHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       371 | PA      | $383.37       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346587.84    | 0.06%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2396 | PA      | $2495.68      | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312309.05    | 0.06%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies Inc                                                                   | Vibrantz Technologies Inc                                                                   | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    871000 | PA      | $659751.88    | 0.12%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1124177 | PA      | $1106093.03   | 0.21%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    440000 | PA      | $393551.62    | 0.07%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36225BNR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2391 | PA      | $2515.35      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128M6QM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115054 | PA      | $117837.02    | 0.02%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                                   | Garda World Security Corp                                                                   | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $790381.65    | 0.15%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1619446.98   | 0.30%             | 2030-01-24      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QRCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3695285 | PA      | $3810461.30   | 0.71%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                               | BAT International Finance PLC                                                               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $486481.06    | 0.09%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1620721.76   | 0.30%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                             | CSL Finance PLC                                                                             | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $631485.29    | 0.12%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $285408.43    | 0.05%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5985000 | PA      | $5870376.42   | 1.09%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2485606 | PA      | $2110681.74   | 0.39%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    945000 | PA      | $939221.58    | 0.17%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                             | Danske Bank A/S                                                                             | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    820000 | PA      | $822716.11    | 0.15%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DNF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2827918 | PA      | $2284783.93   | 0.43%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157187.79    | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38381REB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2426002 | PA      | $256514.08    | 0.05%             | 2043-12-16      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31414MNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131530 | PA      | $138656.06    | 0.03%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co/The                                                                | Narragansett Electric Co/The                                                                | CUSIP: 631005BH7<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    460000 | PA      | $452358.40    | 0.08%             | 2028-08-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B0LN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1602647 | PA      | $200130.76    | 0.04%             | 2048-01-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626317.50    | 0.12%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    930000 | PA      | $963696.64    | 0.18%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3132J6PR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    511331 | PA      | $466165.56    | 0.09%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                                         | Inversiones CMPC SA                                                                         | CUSIP: 46128MAS0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $253232.75    | 0.05%             | 2033-06-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1376337 | PA      | $236438.13    | 0.04%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maxim Crane Works Holdings Capital LLC                                                      | Maxim Crane Works Holdings Capital LLC                                                      | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $706062.50    | 0.13%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                                     | KeyBank NA/Cleveland OH                                                                     | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $722236.24    | 0.13%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3267533.18   | 0.61%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4045000 | PA      | $4197802.30   | 0.78%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31410LUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47981 | PA      | $46652.71     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                        | Verizon Master Trust                                                                        | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1689399.65   | 0.31%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                               | Santander Drive Auto Receivables Trust 2025-1                                               | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    954568 | PA      | $954594.13    | 0.18%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                                          | Saavi Energia Sarl                                                                          | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    455000 | PA      | $457275.00    | 0.09%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Chase Funding Trust Series 2003-5                                                           | Chase Funding Trust Series 2003-5                                                           | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424529 | PA      | $422169.94    | 0.08%             | 2033-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                               | Santander Drive Auto Receivables Trust 2023-6                                               | CUSIP: 80287DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299667 | PA      | $299899.39    | 0.06%             | 2027-05-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1080351 | PA      | $969495.07    | 0.18%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                               | Aircastle Ltd                                                                               | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    950000 | PA      | $974689.72    | 0.18%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2022-2                                             | AmeriCredit Automobile Receivables Trust 2022-2                                             | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    461819 | PA      | $461460.23    | 0.09%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128MJC24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17228 | PA      | $17950.80     | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276709.15    | 0.05%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co Ltd                                                              | Global Aircraft Leasing Co Ltd                                                              | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1096014.81   | 0.20%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                                         | Jane Street Group / JSG Finance Inc                                                         | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $471191.16    | 0.09%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                                                        | Monongahela Power Co                                                                        | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $703227.75    | 0.13%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                               | Blackstone Mortgage Trust Inc                                                               | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155792.85    | 0.03%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                             | Permian Resources Operating LLC                                                             | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    465000 | PA      | $473168.19    | 0.09%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                                       | Archrock Partners LP / Archrock Partners Finance Corp                                       | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $663867.96    | 0.12%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1244327 | PA      | $1192232.00   | 0.22%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 3620AC2B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131434 | PA      | $128747.90    | 0.02%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                                         | Jane Street Group / JSG Finance Inc                                                         | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1110654.06   | 0.21%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                              | BBCMS Mortgage Trust 2024-5C29                                                              | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1788301.03   | 0.33%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36213JQA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10067 | PA      | $10139.73     | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                                | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461707.85    | 0.09%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275490.07    | 0.05%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1439114.19   | 0.27%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc                                                                       | Williams Scotsman Inc                                                                       | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    380000 | PA      | $365424.45    | 0.07%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                                     | GA Global Funding Trust                                                                     | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    735000 | PA      | $731427.72    | 0.14%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QR4G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2574130 | PA      | $2591806.12   | 0.48%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                | KBC Group NV                                                                                | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1085000 | PA      | $1093982.72   | 0.20%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    596550 | PA      | $591777.80    | 0.11%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379EAU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    907863 | PA      | $116530.31    | 0.02%             | 2044-08-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                                         | Jane Street Group / JSG Finance Inc                                                         | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $256201.25    | 0.05%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    685000 | PA      | $697817.85    | 0.13%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1345000 | PA      | $1270264.94   | 0.24%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                             | CMS Energy Corp                                                                             | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1043186.87   | 0.19%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150132.75    | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    565000 | PA      | $604120.03    | 0.11%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36177PPF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    392132 | PA      | $366752.68    | 0.07%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc Term Loan B3                                                          | Quikrete Holdings Inc Term Loan B3                                                          | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |    145000 | PA      | $141968.05    | 0.03%             | 2032-01-31      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $125531.22    | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                                  | Phinia Inc                                                                                  | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222348.31    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                          | Discover Card Execution Note Trust                                                          | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   3055000 | PA      | $3053957.94   | 0.57%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202DBX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       958 | PA      | $984.90       | 0.00%             | 2029-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd                                                                             | NCL Finance Ltd                                                                             | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    690000 | PA      | $684992.53    | 0.13%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131401.79    | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3135773.43   | 0.58%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                      | OCP SA                                                                                      | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    500000 | PA      | $504750.00    | 0.09%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    882582 | PA      | $905136.17    | 0.17%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178324.23    | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1712320.73   | 0.32%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LBZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1944843 | PA      | $332616.72    | 0.06%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31389K5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10181 | PA      | $10627.38     | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61307.78     | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                                                       | Mercedes-Benz Auto Lease Trust 2024-A                                                       | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    816169 | PA      | $818391.53    | 0.15%             | 2027-02-16      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31296QV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    220902 | PA      | $226363.72    | 0.04%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                                    | Philippine Government International Bond                                                    | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    550000 | PA      | $559648.92    | 0.10%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                                    | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $322352.33    | 0.06%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DMX59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3840048 | PA      | $3142520.00   | 0.59%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $319853.64    | 0.06%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                                         | JPMBB Commercial Mortgage Securities Trust 2014-C24                                         | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984346 | PA      | $18.21        | 0.00%             | 2047-11-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380GGX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   3917661 | PA      | $623154.88    | 0.12%             | 2047-08-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    345000 | PA      | $331750.48    | 0.06%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36297GES5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    579999 | PA      | $569108.18    | 0.11%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                               | AIB Group PLC                                                                               | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    815000 | PA      | $831226.10    | 0.15%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31415LP84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26069 | PA      | $26585.45     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       210 | NC      | $271293.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LCA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2202423 | PA      | $436904.13    | 0.08%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                             | Danske Bank A/S                                                                             | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1565000 | PA      | $1549750.70   | 0.29%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                                 | Citigroup Commercial Mortgage Trust 2019-C7                                                 | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1407550.35   | 0.26%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                             | AmeriCredit Automobile Receivables Trust 2024-1                                             | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017423 | PA      | $1016722.40   | 0.19%             | 2028-02-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HP32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       581 | PA      | $585.40       | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                               | Santander Drive Auto Receivables Trust 2024-1                                               | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $951502.52    | 0.18%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363575.01    | 0.07%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    335000 | PA      | $317098.03    | 0.06%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                                    | Cloud Software Group Inc                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5001.79      | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                                     | Rfna LP                                                                                     | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177064.20    | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                              | COMM 2013-CCRE6 Mortgage Trust                                                              | CUSIP: 12624XAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464000 | PA      | $398883.08    | 0.07%             | 2046-03-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                           | Enterprise Products Operating LLC                                                           | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476408.48    | 0.09%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130182.65    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    625000 | PA      | $671017.40    | 0.12%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GT2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1088798 | PA      | $1092771.85   | 0.20%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                         | Cheniere Energy Inc                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234051.37    | 0.04%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1624186.36   | 0.30%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                            | DT Midstream Inc                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1290477.51   | 0.24%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128LDQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    277814 | PA      | $289351.18    | 0.05%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                            | Cinemark USA Inc                                                                            | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353489.65    | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128P7Q89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    124376 | PA      | $126937.76    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1880000 | PA      | $1818629.22   | 0.34%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    815000 | PA      | $826694.19    | 0.15%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                             | AdaptHealth LLC                                                                             | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $577050.58    | 0.11%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                | Synopsys Inc                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318964.36    | 0.06%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                           | Eversource Energy                                                                           | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    535000 | PA      | $548146.18    | 0.10%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $154619.51    | 0.03%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382GT77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    522474 | PA      | $83782.67     | 0.02%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2058339 | PA      | $1976673.12   | 0.37%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    640000 | PA      | $560718.44    | 0.10%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4250700 | PA      | $3423852.95   | 0.64%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3 Mortgage Trust                                                                 | BX 2025-BIO3 Mortgage Trust                                                                 | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1021096.40   | 0.19%             | 2042-02-10      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                               | Olympus Water US Holding Corp                                                               | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    405000 | PA      | $371997.04    | 0.07%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60463 | PA      | $60270.94     | 0.01%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36213UKT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       132 | PA      | $132.54       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                                  | Smurfit Kappa Treasury ULC                                                                  | CUSIP: 83272GAA9<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   1125000 | PA      | $1140941.25   | 0.21%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261903.31    | 0.05%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                                              | 1261229 BC Ltd                                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    510000 | PA      | $499378.79    | 0.09%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $388069.99    | 0.07%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1086677.15   | 0.20%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                       | BX Commercial Mortgage Trust 2021-XL2                                                       | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1201963 | PA      | $1195952.71   | 0.22%             | 2038-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1736947 | PA      | $1473869.57   | 0.27%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169875.78    | 0.03%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com Inc                                                                      | EquipmentShare.com Inc                                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345469.88    | 0.06%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Carmax Auto Owner Trust 2024-3                                                              | Carmax Auto Owner Trust 2024-3                                                              | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1022400 | PA      | $1024914.11   | 0.19%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                                         | Hudbay Minerals Inc                                                                         | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49777.15     | 0.01%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $417558.92    | 0.08%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QTG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1806166 | PA      | $1817362.96   | 0.34%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     80979 | PA      | $85553.70     | 0.02%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                                       | General Dynamics Corp                                                                       | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311025.98    | 0.06%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2276466 | PA      | $2024670.52   | 0.38%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       259 | NC      | $272177.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                                         | Hilton Grand Vacations Trust 2024-3                                                         | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    849928 | PA      | $857804.83    | 0.16%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $415730.16    | 0.08%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                           | DISH Network Corp                                                                           | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    395000 | PA      | $415124.74    | 0.08%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                             | Southern Co/The                                                                             | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1250988.16   | 0.23%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417138.78    | 0.08%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc                                                                    | Mercer International Inc                                                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    215000 | PA      | $176847.31    | 0.03%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                                       | Delta Air Lines Inc / SkyMiles IP Ltd                                                       | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    385000 | PA      | $382670.95    | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILFC E-Capital Trust II                                                                     | ILFC E-Capital Trust II                                                                     | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $810417.96    | 0.15%             | 2065-12-21      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1288680 | PA      | $1088687.97   | 0.20%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                               | Santander Drive Auto Receivables Trust 2024-1                                               | CUSIP: 80288AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36116 | PA      | $36135.94     | 0.01%             | 2027-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    855000 | PA      | $572573.41    | 0.11%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                               | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    170000 | PA      | $147426.56    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202EDQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18844 | PA      | $19307.79     | 0.00%             | 2035-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co Inc                                                                    | Crown Cork & Seal Co Inc                                                                    | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    356000 | PA      | $366110.40    | 0.07%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC Term Loan B                                                           | Directv Financing LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    360000 | PA      | $332798.40    | 0.06%             | 2031-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    660000 | PA      | $679865.58    | 0.13%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128KRML5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    217423 | PA      | $222867.46    | 0.04%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $600637.34    | 0.11%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC Tern Loan Extended                                                    | Directv Financing LLC Tern Loan Extended                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    898122 | PA      | $866804.88    | 0.16%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    841519 | PA      | $717592.98    | 0.13%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200223.22    | 0.04%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                                 | Cencosud SA                                                                                 | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $254393.05    | 0.05%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc Term Loan B1                                                       | Cloud Software Group Inc Term Loan B1                                                       | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | LON              | CORP              | US        |    952612 | PA      | $940600.06    | 0.18%             | 2029-03-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203521.20    | 0.04%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       181 | NC      | $293053.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    990000 | PA      | $997436.60    | 0.19%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $946070.10    | 0.18%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                                | Hess Midstream Operations LP                                                                | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $995016.91    | 0.19%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                                       | American Airlines Inc                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310854.14    | 0.06%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Eletson Holdings Inc / Eletson Finance US LLC / Agathonissos Finance LLC                    | Eletson Holdings Inc / Eletson Finance US LLC / Agathonissos Finance LLC                    | CUSIP: 28620EAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1748608 | PA      | $8743.04      | 0.00%             | 2022-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $464087.68    | 0.09%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $844303.32    | 0.16%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1073672.82   | 0.20%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                                 | Tengizchevroil Finance Co International Ltd                                                 | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    975000 | PA      | $965250.00    | 0.18%             | 2025-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd                                                                      | AS Mileage Plan IP Ltd                                                                      | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    405000 | PA      | $387969.18    | 0.07%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42388.08     | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HGZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1794 | PA      | $1861.81      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                                       | Hungary Government International Bond                                                       | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    350000 | PA      | $360032.40    | 0.07%             | 2028-05-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38376UBJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1126740 | PA      | $148001.75    | 0.03%             | 2047-03-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                                         | Consumers Energy Co                                                                         | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366030.80    | 0.07%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                          | Ally Financial Inc                                                                          | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $505000.00    | 0.09%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                              | Bombardier Inc                                                                              | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $319328.83    | 0.06%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA Term Loan B                                                  | Consolidated Energy Finance SA Term Loan B                                                  | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |     49874 | PA      | $45625.79     | 0.01%             | 2030-11-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp Inc                                                      | Chobani LLC / Chobani Finance Corp Inc                                                      | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $769836.06    | 0.14%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $248141.02    | 0.05%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179QYR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325747 | PA      | $292836.04    | 0.05%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QP2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2058959 | PA      | $1930753.34   | 0.36%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                                        | WEC Energy Group Inc                                                                        | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400104.11    | 0.07%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                            | Wheels Fleet Lease Funding 1 LLC                                                            | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1590000 | PA      | $1582984.13   | 0.29%             | 2040-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2024-PMDW                                                                         | BPR Trust 2024-PMDW                                                                         | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2579940.32   | 0.48%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484469.99    | 0.09%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    570000 | PA      | $561415.10    | 0.10%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                      | Colombia Government International Bond                                                      | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $304715.63    | 0.06%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP Term Loan B                                                             | Medline Borrower LP Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | LON              | CORP              | US        |    340788 | PA      | $338265.89    | 0.06%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506898.66    | 0.09%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                               | Chase Auto Owner Trust 2024-4                                                               | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905736 | PA      | $907611.48    | 0.17%             | 2027-09-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140H1WH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15935 | PA      | $14592.87     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202C7L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4735 | PA      | $4886.92      | 0.00%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                 | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                 | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $496332.73    | 0.09%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137603.91    | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1465000 | PA      | $1401822.53   | 0.26%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XGXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2959092 | PA      | $2486855.93   | 0.46%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $673238.34    | 0.13%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    615000 | PA      | $492409.39    | 0.09%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                               | Clue Opco LLC                                                                               | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $76457.51     | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| LABL Inc                                                                                    | LABL Inc                                                                                    | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    650000 | PA      | $567931.65    | 0.11%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                                         | Drive Auto Receivables Trust 2024-2                                                         | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1286784 | PA      | $1287455.10   | 0.24%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                       | Quikrete Holdings Inc                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140523.72    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    775000 | PA      | $732654.70    | 0.14%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                       | Aon North America Inc                                                                       | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $513796.07    | 0.10%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1604910.11   | 0.30%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                           | Iron Mountain Inc                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84844.51     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4720000 | PA      | $4375218.73   | 0.81%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $643590.72    | 0.12%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1238029.94   | 0.23%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                           | OneSky Flight LLC                                                                           | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24225.54     | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                         | Clydesdale Acquisition Holdings Inc                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424338.46    | 0.08%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LABL Inc Term Loan B                                                                        | LABL Inc Term Loan B                                                                        | CUSIP: N/A<br>LEI: 5493004FUZN8R6Y3VB98       | Long             | LON              | CORP              | US        |    955064 | PA      | $820801.33    | 0.15%             | 2028-10-22      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138EPGX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    696316 | PA      | $700801.17    | 0.13%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    560000 | PA      | $549123.65    | 0.10%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-1                                                             | JP Morgan Mortgage Trust 2024-1                                                             | CUSIP: 46657PAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2334441 | PA      | $2338696.93   | 0.44%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHW52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1805614 | PA      | $1534226.77   | 0.29%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    660000 | PA      | $660714.85    | 0.12%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22677.45     | 0.00%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38378TWD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    713277 | PA      | $120214.63    | 0.02%             | 2043-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MNL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1106455 | PA      | $1132510.09   | 0.21%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1208178.91   | 0.23%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476482.95    | 0.09%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                                    | LABL Inc                                                                                    | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    195000 | PA      | $159412.50    | 0.03%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc                                                         | Global Infrastructure Solutions Inc                                                         | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    795000 | PA      | $756022.98    | 0.14%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd                                                                                | Enerflex Ltd                                                                                | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $497069.14    | 0.09%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    885000 | PA      | $847281.57    | 0.16%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $435318.19    | 0.08%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1413092 | PA      | $1422411.34   | 0.26%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $379790.94    | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $343852.61    | 0.06%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                         | Hotwire Funding LLC                                                                         | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1193158.00   | 0.22%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1104812.50   | 0.21%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                                   | Connect Finco SARL / Connect US Finco LLC                                                   | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    375000 | PA      | $350800.69    | 0.07%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380UHT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2018311 | PA      | $250791.69    | 0.05%             | 2046-11-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DTMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1311782 | PA      | $1316617.21   | 0.25%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797PT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4930000 | PA      | $4898756.13   | 0.91%             | 2025-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209086.88    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179TZ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    675579 | PA      | $620128.45    | 0.12%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                                    | World Omni Auto Receivables Trust 2023-C                                                    | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $703181.50    | 0.13%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                               | Boston Gas Co                                                                               | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257449.04    | 0.05%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    960000 | PA      | $833122.24    | 0.16%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd / Aircastle Ireland DAC                                                       | Aircastle Ltd / Aircastle Ireland DAC                                                       | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    580000 | PA      | $585814.47    | 0.11%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                       | Athene Global Funding                                                                       | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    655000 | PA      | $657592.51    | 0.12%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31414FNE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48719 | PA      | $50031.04     | 0.01%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class B Pass Through Trust                                         | American Airlines 2021-1 Class B Pass Through Trust                                         | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23250 | PA      | $21768.41     | 0.00%             | 2032-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    665000 | PA      | $605694.49    | 0.11%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc                                                                            | ZipRecruiter Inc                                                                            | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250238.97    | 0.05%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136A8JY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    327341 | PA      | $7782.11      | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                                     | Zayo Group Holdings Inc                                                                     | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    425000 | PA      | $391421.22    | 0.07%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31294BH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1515 | PA      | $1582.93      | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133B9MG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2480273 | PA      | $2247926.80   | 0.42%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    535000 | PA      | $413216.81    | 0.08%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                  | Ford Credit Floorplan Master Owner Trust A                                                  | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2151484.15   | 0.40%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                              | Southwestern Public Service Co                                                              | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    215000 | PA      | $180531.91    | 0.03%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325121.74    | 0.06%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354267.21    | 0.07%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $471209.44    | 0.09%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                            | Republic of Poland Government International Bond                                            | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    130000 | PA      | $132542.45    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        33 | PA      | $34.37        | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $345429.80    | 0.06%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP / Aethon United Finance Corp                                            | Aethon United BR LP / Aethon United Finance Corp                                            | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1109467.52   | 0.21%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                                | NCL Corp Ltd                                                                                | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    160000 | PA      | $159253.65    | 0.03%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137B7TV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    169924 | PA      | $3073.98      | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584259.24    | 0.11%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                           | Huntington Ingalls Industries Inc                                                           | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    530000 | PA      | $540061.10    | 0.10%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $154440.88    | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125589.88    | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989566.79    | 0.18%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                                      | International Flavors & Fragrances Inc                                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    925000 | PA      | $864262.57    | 0.16%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                                           | Abu Dhabi National Energy Co PJSC                                                           | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $196758.60    | 0.04%             | 2033-04-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402871.70    | 0.08%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31296SBJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15308 | PA      | $15727.04     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                                      | Credit Acceptance Corp                                                                      | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $729198.21    | 0.14%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202DCR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1119 | PA      | $1160.87      | 0.00%             | 2029-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201TKE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8250 | PA      | $8516.61      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $819581.79    | 0.15%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP Term Loan B                                                              | WestJet Loyalty LP Term Loan B                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   1612670 | PA      | $1528004.64   | 0.28%             | 2031-02-14      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140HD5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    510168 | PA      | $509673.95    | 0.09%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38377WKK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    454762 | PA      | $63814.86     | 0.01%             | 2041-04-20      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                                       | Directv Financing LLC                                                                       | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $448464.60    | 0.08%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31413AJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103750 | PA      | $108798.58    | 0.02%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                             | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $381180.82    | 0.07%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                         | Clydesdale Acquisition Holdings Inc                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345158.21    | 0.06%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $700406.11    | 0.13%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132A4Q68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    558951 | PA      | $523462.47    | 0.10%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395563.39    | 0.07%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                                       | Reynolds American Inc                                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    635000 | PA      | $638784.17    | 0.12%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AFR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1109267 | PA      | $120944.60    | 0.02%             | 2043-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31402NF52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37643 | PA      | $38583.18     | 0.01%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $379802.69    | 0.07%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132063.47    | 0.02%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3132HRKN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1080094 | PA      | $986034.70    | 0.18%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $951028.09    | 0.18%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581745.42    | 0.11%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    655000 | PA      | $662995.55    | 0.12%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                           | Huntington Ingalls Industries Inc                                                           | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417838.26    | 0.08%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc                                                                    | Mercer International Inc                                                                    | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250340.62    | 0.05%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1365336.40   | 0.25%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1425828.78   | 0.27%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36213FEK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2567 | PA      | $2629.58      | 0.00%             | 2032-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797PQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2958783.24   | 0.55%             | 2025-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    640000 | PA      | $642660.48    | 0.12%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $312921.71    | 0.06%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                  | VMware LLC                                                                                  | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1243154.14   | 0.23%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    220000 | PA      | $135035.63    | 0.03%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    825000 | PA      | $834138.53    | 0.16%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AYGG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    164035 | PA      | $3607.91      | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    990000 | PA      | $836208.95    | 0.16%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    375000 | PA      | $335522.89    | 0.06%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                                             | Clydesdale Acquisition Holdings Inc Term Loan B                                             | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |    378385 | PA      | $375028.61    | 0.07%             | 2032-03-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200060.51    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                    | iHeartCommunications Inc                                                                    | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73281.50     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2023-B                                                              | Nissan Auto Lease Trust 2023-B                                                              | CUSIP: 65473FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357542 | PA      | $358080.01    | 0.07%             | 2026-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QSG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2406271 | PA      | $2377593.06   | 0.44%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $753018.90    | 0.14%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                                    | Cloud Software Group Inc                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377786.14    | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136A5EL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    207153 | PA      | $4049.13      | 0.00%             | 2027-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                       | Chobani Holdco II LLC                                                                       | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130244 | PA      | $138016.07    | 0.03%             | 2029-10-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                         | Lightning Power LLC                                                                         | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    690000 | PA      | $714861.62    | 0.13%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379QD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    919663 | PA      | $117148.48    | 0.02%             | 2045-10-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                      | XHR LP                                                                                      | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34476.04     | 0.01%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                       | Level 3 Financing Inc                                                                       | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    320000 | PA      | $345942.20    | 0.06%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6063 | PA      | $6313.64      | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                     | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                     | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110079.09    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1720000 | PA      | $1738254.36   | 0.32%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2025-1                                                             | JP Morgan Mortgage Trust 2025-1                                                             | CUSIP: 46658UAL5<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |   1866952 | PA      | $1879923.18   | 0.35%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-3                                                               | Sequoia Mortgage Trust 2024-3                                                               | CUSIP: 81749JAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2860183 | PA      | $2869426.02   | 0.53%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc Term Loan B                                                            | LifePoint Health Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300G8ZVHRTBBBSZ90       | Long             | LON              | CORP              | US        |   1471312 | PA      | $1440503.22   | 0.27%             | 2031-05-16      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                                        | Fiesta Purchaser Inc                                                                        | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $356170.06    | 0.07%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1051326.46   | 0.20%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                          | Discover Card Execution Note Trust                                                          | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1661160.34   | 0.31%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                                               | Sinclair Television Group Inc                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    530000 | PA      | $524625.80    | 0.10%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Advancion Holdings LLC Term Loan                                                            | Advancion Holdings LLC Term Loan                                                            | CUSIP: N/A<br>LEI: 254900GMIYFF4FZ0A357       | Long             | LON              | CORP              | US        |    375055 | PA      | $348238.55    | 0.06%             | 2028-11-24      | Floating      | 12.61%                | No            |                  2 | On Loan: No      |
| Avation PLC - Warrants                                                                      | Avation PLC - Warrants                                                                      | CUSIP: N/A<br>LEI: 213800KA972GUP1B6I78       | Long             | EC               | CORP              | GB        |      3500 | NS      | $1469.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                                      | NXP BV / NXP Funding LLC / NXP USA Inc                                                      | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    135000 | PA      | $135000.00    | 0.03%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                               | Olympus Water US Holding Corp                                                               | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346437.04    | 0.06%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                     | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288529.24    | 0.05%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48323.69     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225792.69    | 0.04%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380KAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    675390 | PA      | $96607.65     | 0.02%             | 2047-11-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                              | Bombardier Inc                                                                              | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $283950.42    | 0.05%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 US LLC Term Loan B6                                                   | Avolon TLB Borrower 1 US LLC Term Loan B6                                                   | CUSIP: N/A<br>LEI: 635400O84AGITYFZQB55       | Long             | LON              | CORP              | US        |    545000 | PA      | $542389.45    | 0.10%             | 2030-06-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31298DX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       198 | PA      | $197.69       | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                             | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                             | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    730000 | PA      | $717188.21    | 0.13%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQAT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1027735 | PA      | $984672.19    | 0.18%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    420000 | PA      | $416841.00    | 0.08%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RXO Inc                                                                                     | RXO Inc                                                                                     | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320174.32    | 0.06%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    322000 | PA      | $307502.74    | 0.06%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Class R-6                                          | Principal Government Money Market Fund - Class R-6                                          | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  30882949 | NS      | $30882948.96  | 5.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    925000 | PA      | $769438.98    | 0.14%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Q8NS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8634 | PA      | $8531.82      | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305873.40    | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $224010.50    | 0.04%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1240000 | PA      | $1257869.86   | 0.23%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                          | Seagate HDD Cayman                                                                          | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $26742.75     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1007031.44   | 0.19%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    899630 | PA      | $734210.47    | 0.14%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347282.96    | 0.06%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $201154.98    | 0.04%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XNCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1899607 | PA      | $1914497.03   | 0.36%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc Term Loan B                                                         | Zayo Group Holdings Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | LON              | CORP              | US        |    565000 | PA      | $524139.20    | 0.10%             | 2027-03-09      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    470000 | PA      | $372547.72    | 0.07%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                         | Viavi Solutions Inc                                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    355000 | PA      | $325266.62    | 0.06%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567534.25    | 0.11%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202CZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       885 | PA      | $903.82       | 0.00%             | 2028-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1957358 | PA      | $1576625.49   | 0.29%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XLGS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1653316 | PA      | $1590107.97   | 0.30%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                      | OCP SA                                                                                      | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    320000 | PA      | $320208.55    | 0.06%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                                   | GM Financial Consumer Automobile Receivables Trust 2023-3                                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $795178.85    | 0.15%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1032812.11   | 0.19%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219417.62    | 0.04%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                                      | Credit Acceptance Corp                                                                      | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $451356.60    | 0.08%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1960000 | PA      | $1955191.53   | 0.36%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group Inc / Cogent Communications Finance Inc                         | Cogent Communications Group Inc / Cogent Communications Finance Inc                         | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95300.39     | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137FLUT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   2166677 | PA      | $2106312.52   | 0.39%             | 2049-05-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    550000 | PA      | $574332.83    | 0.11%             | 2028-10-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                                              | BMW Vehicle Owner Trust 2024-A                                                              | CUSIP: 096919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935700 | PA      | $937951.44    | 0.17%             | 2027-02-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380GRS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    451441 | PA      | $68240.83     | 0.01%             | 2047-08-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                                   | Mid-America Apartments LP                                                                   | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    646000 | PA      | $398448.40    | 0.07%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                      | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                      | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $158321.63    | 0.03%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                               | Santander Drive Auto Receivables Trust 2024-2                                               | CUSIP: 80286YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277822 | PA      | $278162.21    | 0.05%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IAMGOLD Corp                                                                                | IAMGOLD Corp                                                                                | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $173358.12    | 0.03%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com Inc                                                                      | EquipmentShare.com Inc                                                                      | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208649.53    | 0.04%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $748085.81    | 0.14%             | 2026-06-05      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013894.60   | 0.19%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380HZL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1708002 | PA      | $263842.13    | 0.05%             | 2047-10-20      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    820000 | PA      | $727623.44    | 0.14%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc Term Loan B                                                             | United Airlines Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |   1052410 | PA      | $1048137.02   | 0.20%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                   | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $415715.10    | 0.08%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                  | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1781129.83   | 0.33%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258959.51    | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    695000 | PA      | $563653.32    | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    965000 | PA      | $911800.39    | 0.17%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1045000 | PA      | $1010997.66   | 0.19%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     75000 | PA      | $74423.55     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379FQW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    353610 | PA      | $13826.45     | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1099467.15   | 0.20%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AQTT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    107349 | PA      | $6281.20      | 0.00%             | 2043-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HH56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       580 | PA      | $596.73       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210715.54    | 0.04%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                           | United Airlines 2024-1 Class A Pass Through Trust                                           | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    718691 | PA      | $711960.66    | 0.13%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                                  | Alliant Energy Finance LLC                                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    625000 | PA      | $633386.77    | 0.12%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                           | Take-Two Interactive Software Inc                                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282925.27    | 0.05%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                                      | International Flavors & Fragrances Inc                                                      | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    130000 | PA      | $83690.17     | 0.02%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137FV4Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   2224730 | PA      | $317918.13    | 0.06%             | 2050-06-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                           | Amcor Flexibles North America Inc                                                           | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433416.23    | 0.08%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HJD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       920 | PA      | $960.83       | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First NLC Trust 2005-1                                                                      | First NLC Trust 2005-1                                                                      | CUSIP: 32113JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149010 | PA      | $128706.48    | 0.02%             | 2035-05-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B5VS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   5642552 | PA      | $675856.95    | 0.13%             | 2049-08-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp Term Loan B                                                       | Garda World Security Corp Term Loan B                                                       | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |   1223627 | PA      | $1209861.28   | 0.23%             | 2029-02-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                          | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61650.00     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382MHT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2544366 | PA      | $413799.41    | 0.08%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31410KTQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    125550 | PA      | $132662.31    | 0.02%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    460000 | PA      | $448854.65    | 0.08%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6667 | PA      | $6943.47      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                      | Sempra                                                                                      | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    890000 | PA      | $810415.57    | 0.15%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140FVUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2001739 | PA      | $1880119.29   | 0.35%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                 | Vistra Corp                                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393859.19    | 0.07%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380GHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1323684 | PA      | $185409.25    | 0.03%             | 2047-08-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $452875.32    | 0.08%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1226845.81   | 0.23%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220680.27    | 0.04%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Q7XN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    810771 | PA      | $746571.59    | 0.14%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2668000 | PA      | $1785763.93   | 0.33%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31402HPQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15721 | PA      | $16238.67     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169867.92    | 0.03%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3132Y4B50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2132395 | PA      | $2040948.10   | 0.38%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306455.89    | 0.06%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    290000 | PA      | $313087.56    | 0.06%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co                                                       | Mauser Packaging Solutions Holding Co                                                       | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471240.87    | 0.09%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1665856 | PA      | $1638289.28   | 0.31%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com Inc                                                                      | EquipmentShare.com Inc                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132720.77    | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201M3E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12820 | PA      | $13021.14     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AUKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    453334 | PA      | $14871.68     | 0.00%             | 2041-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                    | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $295879.28    | 0.06%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1130000 | PA      | $1080562.85   | 0.20%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                                      | GS Mortgage Securities Trust 2020-GSA2                                                      | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3094311.24   | 0.58%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62141.75     | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| SLM Corp                                                                                    | SLM Corp                                                                                    | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1075224.92   | 0.20%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    460000 | PA      | $411034.03    | 0.08%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140J7PG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30143 | PA      | $27755.74     | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAHA Trust 2024-MAR                                                                         | BAHA Trust 2024-MAR                                                                         | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $774253.20    | 0.14%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| WASH Multifamily Acquisition Inc                                                            | WASH Multifamily Acquisition Inc                                                            | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1366137.35   | 0.25%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11450000 | PA      | $11443872.07  | 2.13%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                                          | Istanbul Metropolitan Municipality                                                          | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $318822.00    | 0.06%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421861.94    | 0.08%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24948.17     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100083.55    | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31388GTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1421 | PA      | $1466.65      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1165000 | PA      | $1183007.51   | 0.22%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $629586.86    | 0.12%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                            | Markel Group Inc                                                                            | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208025.19    | 0.04%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1412553.21   | 0.26%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                                        | Israel Government International Bond                                                        | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $151730.00    | 0.03%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings Inc Term Loan B                                                            | Aggreko Holdings Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 213800VFJ5CIN2NUQ821       | Long             | LON              | CORP              | US        |    279300 | PA      | $278601.75    | 0.05%             | 2029-08-16      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                          | RGA Global Funding                                                                          | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    630000 | PA      | $644356.78    | 0.12%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643267.05    | 0.12%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                         | Clydesdale Acquisition Holdings Inc                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468412.64    | 0.09%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $187673.32    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                                        | BA Credit Card Trust                                                                        | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1403397.24   | 0.26%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138EM6R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    293196 | PA      | $287403.23    | 0.05%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       342 | NC      | $332248.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XCZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    686319 | PA      | $607531.96    | 0.11%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    685000 | PA      | $689901.62    | 0.13%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136A9SX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     86081 | PA      | $1954.55      | 0.00%             | 2027-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    530000 | PA      | $331885.30    | 0.06%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    630000 | PA      | $474870.95    | 0.09%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Albion Financing 2 Sarl                                                                     | Albion Financing 2 Sarl                                                                     | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    520000 | PA      | $524887.48    | 0.10%             | 2027-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                                       | Element Solutions Inc                                                                       | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    317000 | PA      | $299684.13    | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $578184.86    | 0.11%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    522000 | PA      | $526505.64    | 0.10%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-4                                                      | JP Morgan Mortgage Trust Series 2024-4                                                      | CUSIP: 46657WAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1743479 | PA      | $1751259.72   | 0.33%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282762.70    | 0.05%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1394780.67   | 0.26%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    620000 | PA      | $633160.34    | 0.12%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                  | Southern California Gas Co                                                                  | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341536.41    | 0.06%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                             | Star Parent Inc                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    730000 | PA      | $738629.21    | 0.14%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings Inc                                                         | Clydesdale Acquisition Holdings Inc                                                         | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55882.51     | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                                 | Tenneco Inc                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119414.23    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                              | SMRT 2022-MINI                                                                              | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1691500.00   | 0.32%             | 2039-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $862883.88    | 0.16%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743998.76    | 0.14%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                                         | Tesla Electric Vehicle Trust 2023-1                                                         | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    596460 | PA      | $597643.31    | 0.11%             | 2026-12-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 3617AUAN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    523020 | PA      | $481845.82    | 0.09%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 312946ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1276529 | PA      | $1263538.83   | 0.24%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70490.15     | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4389024.39   | 0.82%             | 2026-12-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer LLC                                                                      | Blue Stream Issuer LLC                                                                      | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000802.50   | 0.19%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl Term Loan B2                                                        | Jazz Financing Lux Sarl Term Loan B2                                                        | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    391866 | PA      | $390255.88    | 0.07%             | 2028-05-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35852.39     | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2235923 | PA      | $2216595.24   | 0.41%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                              | Oncor Electric Delivery Co LLC                                                              | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238475.55    | 0.04%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Russell Investments US Institutional Holdco Inc PIK Term Loan B                             | Russell Investments US Institutional Holdco Inc PIK Term Loan B                             | CUSIP: N/A<br>LEI: 5493008YG7V0FQCJQI74       | Long             | LON              | CORP              | US        |    854782 | PA      | $792708.03    | 0.15%             | 2027-05-30      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                               | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1132329.21   | 0.21%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57636.47     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137B5AG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     29717 | PA      | $28991.70     | 0.01%             | 2036-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                                | Berkshire Hathaway Energy Co                                                                | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    315000 | PA      | $257225.03    | 0.05%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317525.93    | 0.06%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138XRAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18758 | PA      | $18403.71     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                          | Seagate HDD Cayman                                                                          | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    259175 | PA      | $292510.86    | 0.05%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                             | AmeriCredit Automobile Receivables Trust 2023-2                                             | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359299 | PA      | $360155.23    | 0.07%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Ltd                                                                            | Taseko Mines Ltd                                                                            | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $782522.15    | 0.15%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                              | Sitios Latinoamerica SAB de CV                                                              | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    575000 | PA      | $549018.14    | 0.10%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291197.70    | 0.05%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MSC Trust 2021-ILP                                                                          | MSC Trust 2021-ILP                                                                          | CUSIP: 62479WAA9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    747528 | PA      | $743790.39    | 0.14%             | 2036-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                             | Sands China Ltd                                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $345819.43    | 0.06%             | 2026-01-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31288FQM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35951 | PA      | $36557.27     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31417F3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170589 | PA      | $155010.65    | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp                                                   | Victra Holdings LLC / Victra Finance Corp                                                   | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $598741.44    | 0.11%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Ecopetrol SA                                                                                | Ecopetrol SA                                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $250238.25    | 0.05%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    760000 | PA      | $712357.82    | 0.13%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                      | Peruvian Government International Bond                                                      | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $187206.27    | 0.03%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379WE24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    266265 | PA      | $33167.13     | 0.01%             | 2046-05-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379NCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1215855 | PA      | $163833.67    | 0.03%             | 2045-06-20      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1033931.81   | 0.19%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Alliant Energy Finance LLC                                                                  | Alliant Energy Finance LLC                                                                  | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318018.50    | 0.06%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       133 | NC      | $-8102.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                                                            | Reinsurance Group of America Inc                                                            | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207718.49    | 0.04%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31414TU25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    121479 | PA      | $124960.54    | 0.02%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XR3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1721162 | PA      | $1694476.84   | 0.32%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                                         | Jazz Securities DAC                                                                         | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    285000 | PA      | $270471.33    | 0.05%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    863031 | PA      | $896151.21    | 0.17%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $481707.83    | 0.09%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382HLM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2388025 | PA      | $359017.84    | 0.07%             | 2050-08-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    565000 | PA      | $571992.30    | 0.11%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                                         | United Airlines Inc                                                                         | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73929.27     | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AD2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     93220 | PA      | $1728.49      | 0.00%             | 2028-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    530000 | PA      | $439798.05    | 0.08%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                                   | Endo Finance Holdings Inc                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $712218.48    | 0.13%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| iHeartCommunications Inc Term Loan                                                          | iHeartCommunications Inc Term Loan                                                          | CUSIP: N/A<br>LEI: 54930076J6KDZL504O62       | Long             | LON              | CORP              | US        |    374062 | PA      | $287403.44    | 0.05%             | 2029-05-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                              | Consolidated Energy Finance SA                                                              | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    735000 | PA      | $572006.40    | 0.11%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                               | Chase Auto Owner Trust 2024-1                                                               | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541743 | PA      | $542723.84    | 0.10%             | 2027-04-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                               | Atlas Warehouse Lending Co LP                                                               | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251662.48    | 0.05%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust 2004-1                                                         | Saxon Asset Securities Trust 2004-1                                                         | CUSIP: 805564PP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207429 | PA      | $111449.66    | 0.02%             | 2035-03-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C33                                                              | BBCMS Mortgage Trust 2025-5C33                                                              | CUSIP: 072924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2618031.00   | 0.49%             | 2058-03-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    705000 | PA      | $718809.79    | 0.13%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                               | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124638.26    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DUA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    921119 | PA      | $942551.84    | 0.18%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1138341 | PA      | $1123045.79   | 0.21%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151259.12    | 0.03%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                                       | TrueNoord Capital DAC                                                                       | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    305000 | PA      | $311551.44    | 0.06%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                            | DT Midstream Inc                                                                            | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198127.20    | 0.04%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484585.78    | 0.09%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd Term Loan B                                                       | AAdvantage Loyalty IP Ltd Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |    165750 | PA      | $162020.63    | 0.03%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B2AC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2145391 | PA      | $264939.02    | 0.05%             | 2048-06-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382WR58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1559025 | PA      | $236605.31    | 0.04%             | 2051-08-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co Term Loan B                                                            | Veritiv Operating Co Term Loan B                                                            | CUSIP: N/A<br>LEI: 5493004G8OK5L1UTIY12       | Long             | LON              | CORP              | US        |    508722 | PA      | $503715.97    | 0.09%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505533.91    | 0.09%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    861000 | PA      | $761530.88    | 0.14%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430974.86    | 0.08%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AARZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   4124692 | PA      | $455846.57    | 0.08%             | 2042-12-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1019177.48   | 0.19%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                            | Cinemark USA Inc                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107370.27    | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403627.43    | 0.08%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                                          | Trans-Allegheny Interstate Line Co                                                          | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137328.37    | 0.03%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance Inc                                    | Prime Security Services Borrower LLC / Prime Finance Inc                                    | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $189843.44    | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NatWest Markets PLC                                                                         | NatWest Markets PLC                                                                         | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $523517.25    | 0.10%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure PLC                                                    | Atlantica Sustainable Infrastructure PLC                                                    | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $579611.89    | 0.11%             | 2028-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC Term Loan B                                                          | Arsenal AIC Parent LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2015147 | PA      | $1983408.79   | 0.37%             | 2030-08-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co                                                               | Indianapolis Power & Light Co                                                               | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    345000 | PA      | $335180.92    | 0.06%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                                 | McAfee Corp                                                                                 | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    795000 | PA      | $686710.61    | 0.13%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                              | Wynn Macau Ltd                                                                              | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1040000 | PA      | $992684.31    | 0.18%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                  | Carvana Co                                                                                  | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    715000 | PA      | $757073.72    | 0.14%             | 2030-06-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31294FUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2107 | PA      | $2202.12      | 0.00%             | 2030-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $522444.35    | 0.10%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                  | Ford Credit Floorplan Master Owner Trust A                                                  | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $585853.93    | 0.11%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                           | Benchmark 2021-B25 Mortgage Trust                                                           | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $436886.05    | 0.08%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5780000 | PA      | $5845702.36   | 1.09%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    670000 | PA      | $483781.73    | 0.09%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140HJXW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6333 | PA      | $5967.49      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    485000 | PA      | $494467.20    | 0.09%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140X4F68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57311 | PA      | $50645.05     | 0.01%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1073471 | PA      | $1034617.46   | 0.19%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                                          | Verizon Master Trust Series 2025-2                                                          | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $239024.02    | 0.04%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31298AHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26931 | PA      | $27261.02     | 0.01%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-2                                                               | Chase Auto Owner Trust 2024-2                                                               | CUSIP: 16144CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581799 | PA      | $583303.38    | 0.11%             | 2027-05-26      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308710.67    | 0.06%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                           | Take-Two Interactive Software Inc                                                           | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508676.63    | 0.09%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    780000 | PA      | $758882.94    | 0.14%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128L9BD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     54818 | PA      | $56339.46     | 0.01%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38383RFM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2368297 | PA      | $282136.85    | 0.05%             | 2052-04-20      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1115000 | PA      | $1082017.99   | 0.20%             | 2035-09-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                                    | LABL Inc                                                                                    | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289449.23    | 0.05%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $991620.67    | 0.18%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1272950.30   | 0.24%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    765000 | PA      | $764429.12    | 0.14%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        18 | NC      | $11211.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126292.13    | 0.02%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1421000 | PA      | $1095819.21   | 0.20%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc Term Loan F                                                                  | Gray Media Inc Term Loan F                                                                  | CUSIP: N/A<br>LEI: 529900TM5726KDN7UU35       | Long             | LON              | CORP              | US        |    497494 | PA      | $479524.27    | 0.09%             | 2029-05-23      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Claire's Holdings LLC                                                                       | Claire's Holdings LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       232 | NS      | $11.60        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36200AJA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21116 | PA      | $21364.08     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330860.87    | 0.06%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc                                           | Iron Mountain Information Management Services Inc                                           | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $364366.98    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc Term Loan B                                                        | TK Elevator US Newco Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |     25000 | PA      | $24875.00     | 0.00%             | 2030-04-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444546.95    | 0.08%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2528504 | PA      | $2226817.38   | 0.41%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128P7QT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    173882 | PA      | $175555.94    | 0.03%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382ATA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    794532 | PA      | $152378.03    | 0.03%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                                        | Bayer US Finance LLC                                                                        | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416965.34    | 0.08%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Quikrete Holdings Inc                                                                       | Quikrete Holdings Inc                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201127.18    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    825000 | PA      | $896460.40    | 0.17%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138Y3Y62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1101889 | PA      | $1030315.58   | 0.19%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $527762.26    | 0.10%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                       | Aon North America Inc                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $662381.40    | 0.12%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    605000 | PA      | $608557.02    | 0.11%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1316071 | PA      | $1350080.95   | 0.25%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                           | Columbia Pipelines Holding Co LLC                                                           | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1139395.54   | 0.21%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201FSZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1637 | PA      | $1655.74      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advancion Holdings LLC Term Loan B                                                          | Advancion Holdings LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: 254900GMIYFF4FZ0A357       | Long             | LON              | CORP              | US        |    427784 | PA      | $416823.69    | 0.08%             | 2027-11-24      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                                        | Pertamina Persero PT                                                                        | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $182486.76    | 0.03%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJ7J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    688216 | PA      | $664638.65    | 0.12%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    575000 | PA      | $451098.44    | 0.08%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136BBUT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1913435 | PA      | $301888.14    | 0.06%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                      | XHR LP                                                                                      | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    881000 | PA      | $828105.11    | 0.15%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                    | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $296996.78    | 0.06%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    420000 | PA      | $419509.78    | 0.08%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                         | Teachers Insurance & Annuity Association of America                                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160570.29    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421353.24    | 0.08%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                                                                      | Patrick Industries Inc                                                                      | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150271.28    | 0.03%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $526751.38    | 0.10%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-2                                                             | JP Morgan Mortgage Trust 2024-2                                                             | CUSIP: 46657TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1847040 | PA      | $1845955.03   | 0.34%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    855000 | PA      | $860916.40    | 0.16%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1238364 | PA      | $1056431.70   | 0.20%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                              | Southwestern Public Service Co                                                              | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1241920.36   | 0.23%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    630000 | PA      | $633299.94    | 0.12%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                              | Open Text Corp                                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $294847.52    | 0.05%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc Term Loan B3                                                          | Element Solutions Inc Term Loan B3                                                          | CUSIP: N/A<br>LEI: 549300FLGN6P5CU20J91       | Long             | LON              | CORP              | US        |    395000 | PA      | $393684.65    | 0.07%             | 2030-12-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                                 | Canpack SA / Canpack US LLC                                                                 | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $195914.00    | 0.04%             | 2025-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                         | Citadel Finance LLC                                                                         | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993105.73    | 0.18%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                               | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    655000 | PA      | $640131.83    | 0.12%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                                  | Nuveen LLC                                                                                  | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1140201.10   | 0.21%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $3666908.09   | 0.68%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $488530.80    | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    334825 | PA      | $312869.69    | 0.06%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477583.93    | 0.09%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy Inc                                                                         | Mesquite Energy Inc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       407 | NS      | $28857.68     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482735.49    | 0.09%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                               | EchoStar Corp                                                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95177.95     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375760.37    | 0.07%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115801.63    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                                 | Export-Import Bank of Korea                                                                 | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $206591.35    | 0.04%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138WKQQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70123 | PA      | $64670.18     | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $327055.01    | 0.06%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36291AM89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7778 | PA      | $8042.94      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    315000 | PA      | $282670.76    | 0.05%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201CLT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       687 | PA      | $705.78       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2024-B                                                             | Toyota Lease Owner Trust 2024-B                                                             | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1379392.11   | 0.26%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan J                                                                   | TransDigm Inc Term Loan J                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |    592972 | PA      | $586621.22    | 0.11%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137BBG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    354384 | PA      | $6669.86      | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                                          | NGL Energy Operating LLC / NGL Energy Finance Corp                                          | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    395000 | PA      | $371225.42    | 0.07%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541971.66    | 0.10%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                               | Santander Drive Auto Receivables Trust 2025-2                                               | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1260000 | PA      | $1260644.62   | 0.23%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                              | Transocean Inc                                                                              | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    240000 | PA      | $185529.38    | 0.03%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    790000 | PA      | $793455.15    | 0.15%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1142673 | PA      | $932553.66    | 0.17%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    915000 | PA      | $922419.74    | 0.17%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-2                                                               | Sequoia Mortgage Trust 2024-2                                                               | CUSIP: 81749HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1988446 | PA      | $1990970.19   | 0.37%             | 2054-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                                    | NXP BV / NXP Funding LLC                                                                    | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1000000 | PA      | $1003808.11   | 0.19%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  21180318 | OU      | $-733454.49   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                                | GM Financial Automobile Leasing Trust 2024-3                                                | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680434 | PA      | $1678532.54   | 0.31%             | 2027-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1365000 | PA      | $1397501.39   | 0.26%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc Term Loan B                                                                     | Tenneco Inc Term Loan B                                                                     | CUSIP: N/A<br>LEI: 549300U0EXXFAQFAD785       | Long             | LON              | CORP              | US        |     65000 | PA      | $61343.75     | 0.01%             | 2028-11-17      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31298PTR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        54 | PA      | $55.79        | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    370000 | PA      | $393200.75    | 0.07%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XAC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2059139 | PA      | $1668496.87   | 0.31%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239520.62    | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AUWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     76707 | PA      | $1715.69      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296110.23    | 0.06%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                                       | Delta Air Lines Inc / SkyMiles IP Ltd                                                       | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    142752 | PA      | $141439.50    | 0.03%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128KE4E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     64467 | PA      | $67557.24     | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1316017 | PA      | $1301226.94   | 0.24%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31417GHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    326493 | PA      | $296474.86    | 0.06%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                         | Citibank Credit Card Issuance Trust                                                         | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1290287.70   | 0.24%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    495000 | PA      | $483456.99    | 0.09%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                                | ams-OSRAM AG                                                                                | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    150000 | PA      | $151992.72    | 0.03%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36295NAZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206714 | PA      | $212770.94    | 0.04%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HNN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       557 | PA      | $579.94       | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                                                                           | Triumph Group Inc                                                                           | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    445000 | PA      | $466807.23    | 0.09%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136002.93    | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                          | VICI Properties LP                                                                          | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309990.82    | 0.06%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XB2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2825588 | PA      | $2380876.66   | 0.44%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                             | Madison IAQ LLC                                                                             | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    560000 | PA      | $534666.16    | 0.10%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202FGM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5259 | PA      | $5247.28      | 0.00%             | 2025-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-A                                                         | Ford Credit Auto Lease Trust 2023-A                                                         | CUSIP: 345287AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3873 | PA      | $3872.50      | 0.00%             | 2026-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc Term Loan B                                                            | Fiesta Purchaser Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1317442 | PA      | $1304399.51   | 0.24%             | 2031-02-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    910000 | PA      | $840985.78    | 0.16%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    560000 | PA      | $567316.77    | 0.11%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                                       | Sociedad Quimica y Minera de Chile SA                                                       | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    460000 | PA      | $444820.00    | 0.08%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                                        | Matador Resources Co                                                                        | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    735000 | PA      | $693765.25    | 0.13%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    775000 | PA      | $793753.13    | 0.15%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     40000 | PA      | $38796.12     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV Term Loan B                                                   | Fertitta Entertainment LLC/NV Term Loan B                                                   | CUSIP: N/A<br>LEI: 984500A0805D8V551D35       | Long             | LON              | CORP              | US        |   1523353 | PA      | $1482420.21   | 0.28%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       820 | PA      | $846.65       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1944131.65   | 0.36%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31283HN43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       249 | PA      | $259.90       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                           | Take-Two Interactive Software Inc                                                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    410000 | PA      | $383723.32    | 0.07%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    440000 | PA      | $438720.30    | 0.08%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    835000 | PA      | $846068.76    | 0.16%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHV38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    940172 | PA      | $932049.30    | 0.17%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITER Brands Acquisition Holdco Inc Term Loan B2                                            | MITER Brands Acquisition Holdco Inc Term Loan B2                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1432297 | PA      | $1406744.72   | 0.26%             | 2031-03-28      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202C3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2938 | PA      | $3023.93      | 0.00%             | 2028-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                                           | BlackRock Liquidity FedFund - Institutional Class                                           | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    759980 | NS      | $759980.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31389XRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1011 | PA      | $1041.31      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    570000 | PA      | $565442.58    | 0.11%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31412RJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     80033 | PA      | $80680.62     | 0.02%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    545000 | PA      | $585782.84    | 0.11%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                          | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $319601.17    | 0.06%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                                   | Alibaba Group Holding Ltd                                                                   | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $597102.42    | 0.11%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $994533.16    | 0.19%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                         | Citibank Credit Card Issuance Trust                                                         | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $978959.77    | 0.18%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $440839.22    | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1082223.87   | 0.20%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    375000 | PA      | $337039.69    | 0.06%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ORL Trust 2024-GLKS                                                                         | ORL Trust 2024-GLKS                                                                         | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993750.00    | 0.19%             | 2039-12-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2044389.34   | 0.38%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36176XE70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    404370 | PA      | $377694.39    | 0.07%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                          | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    928000 | PA      | $888295.33    | 0.17%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38378FPD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1744612 | PA      | $274015.99    | 0.05%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                            | Alabama Power Co                                                                            | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    560000 | PA      | $562230.56    | 0.10%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                                          | Aegea Finance Sarl                                                                          | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $573722.05    | 0.11%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Mauser Packaging Solutions Holding Co Term Loan B1                                          | Mauser Packaging Solutions Holding Co Term Loan B1                                          | CUSIP: N/A<br>LEI: 549300DNGHXL0OMHW304       | Long             | LON              | CORP              | US        |    950152 | PA      | $934712.31    | 0.17%             | 2027-04-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    571000 | PA      | $627691.96    | 0.12%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                          | F&G Global Funding                                                                          | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    670000 | PA      | $687077.66    | 0.13%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37879.82     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202DLH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1035 | PA      | $1082.96      | 0.00%             | 2031-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                             | Xcel Energy Inc                                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    805000 | PA      | $807956.15    | 0.15%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                                         | NatWest Markets PLC                                                                         | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $333671.37    | 0.06%             | 2030-03-21      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LHP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1674783 | PA      | $255345.41    | 0.05%             | 2050-11-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2019-B                                                           | MMAF Equipment Finance LLC 2019-B                                                           | CUSIP: 55316EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277588 | PA      | $276723.49    | 0.05%             | 2026-07-13      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                          | Discover Card Execution Note Trust                                                          | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   1680000 | PA      | $1683461.64   | 0.31%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd Term Loan B                                                                  | 1261229 BC Ltd Term Loan B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    740000 | PA      | $697139.20    | 0.13%             | 2030-09-25      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382JA89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1791911 | PA      | $264136.32    | 0.05%             | 2050-09-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    320000 | PA      | $320803.98    | 0.06%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                              | Albion Financing 1 SARL / Aggreko Holdings Inc                                              | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    395000 | PA      | $393462.86    | 0.07%             | 2026-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                             | AmeriCredit Automobile Receivables Trust 2024-1                                             | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363013 | PA      | $363951.83    | 0.07%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KNGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3922454 | PA      | $3150715.23   | 0.59%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $432993.27    | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B1FY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2027408 | PA      | $286706.78    | 0.05%             | 2048-03-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                               | Santander Drive Auto Receivables Trust 2023-4                                               | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1407342 | PA      | $1412276.29   | 0.26%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                               | Chase Auto Owner Trust 2024-5                                                               | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670000 | PA      | $1668648.97   | 0.31%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                                      | Commonwealth Edison Co                                                                      | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    325000 | PA      | $250283.57    | 0.05%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                                        | Veritiv Operating Co                                                                        | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    345000 | PA      | $360369.41    | 0.07%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    330000 | PA      | $269651.86    | 0.05%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                                                               | B&G Foods Inc                                                                               | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257955.23    | 0.05%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4425000 | PA      | $4415447.40   | 0.82%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                               | UniCredit SpA                                                                               | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $581317.70    | 0.11%             | 2027-06-03      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc Term Loan B                                                 | Kronos Acquisition Holdings Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    880575 | PA      | $705560.72    | 0.13%             | 2031-06-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                       | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $766233.59    | 0.14%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                               | Santander Drive Auto Receivables Trust 2024-3                                               | CUSIP: 80287LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428613 | PA      | $429258.99    | 0.08%             | 2027-06-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Adams Homes Inc                                                                             | Adams Homes Inc                                                                             | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $286332.26    | 0.05%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                                                               | B&G Foods Inc                                                                               | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $201525.97    | 0.04%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2138033 | PA      | $2105544.72   | 0.39%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                            | CHS/Community Health Systems Inc                                                            | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438846.91    | 0.08%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31293JFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       100 | PA      | $102.40       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3400000 | PA      | $3327975.15   | 0.62%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                                | GM Financial Automobile Leasing Trust 2024-1                                                | CUSIP: 36269FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557945 | PA      | $558465.42    | 0.10%             | 2026-06-22      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| New Gold Inc                                                                                | New Gold Inc                                                                                | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $122731.32    | 0.02%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                                | GM Financial Automobile Leasing Trust 2024-3                                                | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $673183.44    | 0.13%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    425000 | PA      | $408741.68    | 0.08%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                              | Bombardier Inc                                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40954.20     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                            | Alabama Power Co                                                                            | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    240000 | PA      | $156607.91    | 0.03%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1603424 | PA      | $1544275.23   | 0.29%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202C6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4004 | PA      | $4131.02      | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd                                                                      | AS Mileage Plan IP Ltd                                                                      | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    835000 | PA      | $809818.82    | 0.15%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CCM Merger Inc                                                                              | CCM Merger Inc                                                                              | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |    970000 | PA      | $971131.99    | 0.18%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp Term Loan B                                                                | IRB Holding Corp Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | LON              | CORP              | US        |    522055 | PA      | $517690.78    | 0.10%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SREIT Trust 2021-MFP2                                                                       | SREIT Trust 2021-MFP2                                                                       | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994375.00    | 0.19%             | 2036-11-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270072.89    | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CommScope LLC Term Loan                                                                     | CommScope LLC Term Loan                                                                     | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |    145000 | PA      | $142144.95    | 0.03%             | 2029-12-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                              | Air Lease Corp                                                                              | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1278497.52   | 0.24%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                                         | Acrisure LLC / Acrisure Finance Inc                                                         | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $219611.94    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $349738.46    | 0.07%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137BSL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   2658832 | PA      | $333410.35    | 0.06%             | 2046-10-15      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1064050 | PA      | $910816.85    | 0.17%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024-ELM                                                                          | ELM Trust 2024-ELM                                                                          | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2027844.40   | 0.38%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292GZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1490 | PA      | $1544.29      | 0.00%             | 2029-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc Term Loan B                                                       | Endo Finance Holdings Inc Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1363150 | PA      | $1318561.36   | 0.25%             | 2031-04-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                                    | Dana Inc                                                                                    | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    610000 | PA      | $605887.20    | 0.11%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                              | Consolidated Energy Finance SA                                                              | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $144588.90    | 0.03%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $555702.59    | 0.10%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                                    | EQT Corp                                                                                    | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609148.46    | 0.11%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Owens & Minor Inc                                                                           | Owens & Minor Inc                                                                           | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    540000 | PA      | $557343.18    | 0.10%             | 2030-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $791250.58    | 0.15%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-VLT6                                                                          | BX Trust 2025-VLT6                                                                          | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1980000.00   | 0.37%             | 2042-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38377MP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1100578 | PA      | $144137.74    | 0.03%             | 2040-11-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                            | AmeriTex HoldCo Intermediate LLC                                                            | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1457643.86   | 0.27%             | 2028-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94199.98     | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228977.12    | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    560000 | PA      | $566998.29    | 0.11%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $997475.99    | 0.19%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F062655<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1820000 | PA      | $1874180.60   | 0.35%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-29

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

**Signature:** Megan Hoffmann

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

**Title:** Vice President and Controller