# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0000940400-26-022791
**Filing Date:** 2026-6
**Character Count:** 303179
**Document Hash:** 572feecb2aee7937208bc1d5e53d9f1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022791.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-022791

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001066602

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08895
- **FILM NUMBER:** 261048449

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980721

## Series and Classes Contracts Data

### Voya Short Duration Bond Fund (Series ID: S000039383)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000121358 | Class A      | IASBX           |
| C000121359 | Class C      | ICSBX           |
| C000121360 | Class I      | IISBX           |
| C000121361 | Class R      | VSTRX           |
| C000121362 | Class W      | IWSBX           |
| C000129860 | Class R6     | IGZAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Funds Trust

- **b. Investment Company Act file number:** 811-08895

- **c. CIK number of Registrant:** 0001066602

- **d. LEI of Registrant:** 5493002OZLWDCTJEFB81

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

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

- **b. EDGAR series identifier (if any):** S000039383

- **c. LEI of Series:** 5493006MN6OC470MML96

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $387721900.92

**Total Liabilities:** $16476687.43

**Net Assets:** $371245213.49

**Delayed Delivery Securities:** $3001288.32

**Cash Not Reported:** $196777.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1625.16998000 | **1-Year:** 34876.71276000 | **5-Year:** 46867.53136000 | **10-Year:** 427.32601000 | **30-Year:** 0.00000000

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

- **3-Month:** 142.64665000 | **1-Year:** 4633.56241000 | **5-Year:** 2326.24874000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000121360 | 0.27%                | 0.55%                | -0.69%               |
| Class ID C000129860 | 0.38%                | 0.45%                | -0.58%               |
| Class ID C000121361 | 0.33%                | 0.51%                | -0.73%               |
| Class ID C000121359 | 0.29%                | 0.37%                | -0.77%               |
| Class ID C000121362 | 0.37%                | 0.45%                | -0.69%               |
| Class ID C000121358 | 0.25%                | 0.53%                | -0.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $18453.87                | $81667.87                                  |
| Month 2  | $179238.58               | $455427.89                                 |
| Month 3  | $-43728.25               | $-2714754.82                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                             | Title                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury Notes                                                                     | T 3.875 03/31/28                                            | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7058800 | PA      | $7069553.66   | 1.90%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TRUST 2026-1                                                      | COART 2026-1A A3                                            | CUSIP: 22004UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $697130.00    | 0.19%             | 2030-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 3.875 11/15/28                                        | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1081694.22   | 0.29%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.475 01/21/28                                          | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    637000 | PA      | $627095.16    | 0.17%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 4.5 02/15/31                                           | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350938.09    | 0.09%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 4.4 10/05/26 GMTN                                      | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224978.43    | 0.06%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                                           | ARCREN 2026-FL1 B                                           | CUSIP: 03881XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750702.90    | 0.20%             | 2043-09-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                                     | BRKHEC 2.6 05/01/26                                         | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1250497.55   | 0.34%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                   | DGX 4.6 12/15/27                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126610.94    | 0.03%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                                          | AZN 4.8 02/26/27                                            | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    317000 | PA      | $318882.77    | 0.09%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                                        | BAR 2026-FL1 A                                              | CUSIP: 06701PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2289000 | PA      | $2289522.81   | 0.62%             | 2043-08-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                                              | GSAT 2025-BMF A                                             | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000474.70   | 0.27%             | 2040-07-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                                         | CMS 4.9 02/15/29                                            | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63042.60     | 0.02%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUST                                                                  | TOWN 2025-STAY C                                            | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1334000 | PA      | $1334148.07   | 0.36%             | 2042-03-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK BRANCH)                                                                | MIZUHO BANK LTD (NEW YORK BRANCH)                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2026-04-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2010-H11 FA                                             | CUSIP: 38375BDG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    366738 | PA      | $369295.32    | 0.10%             | 2060-06-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                                       | MMM 4.8 03/15/30                                            | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124362.26    | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                                                     | GALC 2025-2 A2                                              | CUSIP: 39154TCP1<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1503483.60   | 0.40%             | 2028-05-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5583 FA                                                 | CUSIP: 3137HNG93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3336065 | PA      | $3356931.62   | 0.90%             | 2055-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1                                                               | SCCU 2024-1A A3                                             | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    843268 | PA      | $847321.57    | 0.23%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                                  | BWA 4.95 08/15/29                                           | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    502000 | PA      | $507914.03    | 0.14%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 4.5 03/14/28                                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    311000 | PA      | $312585.68    | 0.08%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                 | BMO 5.3 06/05/26                                            | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $126320.49    | 0.03%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | HSBC SECURITIES (USA) INC                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |    577690 | PA      | $577690.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                                | MKC 4.15 02/15/29                                           | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    565000 | PA      | $559625.67    | 0.15%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3153 UF                                                 | CUSIP: 31396RLX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    754907 | PA      | $750886.64    | 0.20%             | 2036-05-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5483 FD                                                 | CUSIP: 3137HHNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1439169 | PA      | $1448701.07   | 0.39%             | 2054-12-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V6.684 09/13/27 144A                                 | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    328000 | PA      | $331085.18    | 0.09%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                                           | ENR 4.375 03/31/29 144A                                     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761759.36    | 0.21%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| American Tower Corporation                                                                       | AMT 5.5 03/15/28                                            | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62087.56     | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                                     | GSK 4.5 04/15/30                                            | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    357000 | PA      | $359313.89    | 0.10%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2023-1 LTD                                                                        | INVCO 2023-1A AR2                                           | CUSIP: 46146GAY8<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1492629.00   | 0.40%             | 2037-04-22      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                              | BMW 1.25 08/12/26 144A                                      | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65256.79     | 0.02%             | 2026-08-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                               | PFSFC 2023-C A                                              | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $956940.51    | 0.26%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.238 01/09/30                                          | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321788.47    | 0.09%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.012 01/23/30                                         | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62876.25     | 0.02%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST                                                      | SOFI 2021-B AFX                                             | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253669 | PA      | $227768.54    | 0.06%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.148 01/21/29                                          | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    985000 | PA      | $979189.92    | 0.26%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                     | NOVNVX 4.4 03/18/31                                         | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    630000 | PA      | $630003.71    | 0.17%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                 | SCRT 2018-2 MA                                              | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1009222 | PA      | $988131.07    | 0.27%             | 2057-11-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 5 04/01/30                                             | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    332000 | PA      | $336101.09    | 0.09%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Agco Corporation                                                                                 | AGCO 5.45 03/21/27                                          | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    601000 | PA      | $605217.67    | 0.16%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.046 02/12/31                                         | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    261000 | PA      | $264874.12    | 0.07%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Paccar Financial Corp                                                                            | PCAR 4 08/08/28                                             | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191905.92    | 0.05%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY 1.15 07/14/26 GMTN                                       | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    257000 | PA      | $254862.91    | 0.07%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                       | VMW 1.4 08/15/26                                            | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    421000 | PA      | $416618.17    | 0.11%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2016-H16 FE                                             | CUSIP: 38376RWQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    665960 | PA      | $672384.30    | 0.18%             | 2066-06-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Tenneco LLC                                                                                      | TENINC 8 11/17/28 144A                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    725000 | PA      | $722863.64    | 0.19%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC (THE)                                                                          | CGMS 2017-3A A1R2                                           | CUSIP: 14314FAY4<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600517.20    | 0.16%             | 2037-10-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                                | AMCR 4.8 03/17/28                                           | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62412.42     | 0.02%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                                 | PFG 5.1 01/25/29 144A                                       | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253021.71    | 0.07%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.947 02/24/28                                         | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99743.63     | 0.03%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.                                                               | DAIWA CAPITAL MARKETS AMERICA INC                           | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   1138770 | PA      | $1138770.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT 2023-CRE8 LTD                                                                              | AREIT 2023-CRE8 A                                           | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    444890 | PA      | $445448.66    | 0.12%             | 2041-08-19      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.164 04/20/29 MTN                                      | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106226.13    | 0.03%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY                                                          | CIP 2025-SBAY A                                             | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000799.90   | 0.27%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V5.335 01/10/30 144A                                  | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    961000 | PA      | $978461.93    | 0.26%             | 2030-01-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1                                                      | PILOT 2024-1A A4                                            | CUSIP: 73328AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1104814.92   | 0.30%             | 2030-02-20      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.498 08/06/29                                          | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $217048.48    | 0.06%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                                  | BHP 5.25 09/08/26                                           | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    186000 | PA      | $186760.35    | 0.05%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 4.875 06/15/28                                          | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188278.67    | 0.05%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP MORTGAGE TRUST                                                                    | ARDN 2025-ARCP A                                            | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1496494.80   | 0.40%             | 2035-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                                  | SUMITR 5.2 03/07/27 144A                                    | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1009167.55   | 0.27%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co. (Delaware)                                                                 | AQNCN 5.577 01/31/29 144A                                   | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326538.54    | 0.09%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-VOLT B                                              | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497392.80    | 0.13%             | 2044-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2023-A                                                                    | CHAOT 2023-AA A3                                            | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    889914 | PA      | $897692.83    | 0.24%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.7 02/01/30                                           | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189824.81    | 0.05%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB (publ)                                                          | SEB 4.375 06/02/28 144A                                     | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    294000 | PA      | $294732.42    | 0.08%             | 2028-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 2103 TE                                                 | CUSIP: 3133THKP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     36495 | PA      | $37137.51     | 0.01%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2019-3                                        | GMCAR 2022-4 B                                              | CUSIP: 36265QAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402179.32    | 0.11%             | 2028-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CASCADES INC / CASCADES USA INC                                                                  | CASCN 5.375 01/15/28 144A                                   | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    800000 | PA      | $792479.12    | 0.21%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 3.5 03/15/29 144A                                       | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    725000 | PA      | $691983.57    | 0.19%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A84462                                                   | CUSIP: 3129305X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74269 | PA      | $75974.69     | 0.02%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2011-H05 FB                                             | CUSIP: 38375BKE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    124182 | PA      | $124214.97    | 0.03%             | 2060-12-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.15 03/02/28                                          | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126887.19    | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM B15                                            | CUSIP: 26860XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1504282.20   | 0.41%             | 2039-06-10      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.05 12/30/26 144A                                      | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    570000 | PA      | $572022.36    | 0.15%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 4.875 03/14/30                                        | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    176000 | PA      | $178814.71    | 0.05%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                                    | LNCR 2025-CRE9 A                                            | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000936.60   | 0.27%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.571 04/22/28                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    246000 | PA      | $249051.12    | 0.07%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 5 02/15/29                                            | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    251000 | PA      | $253622.90    | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bx Trust 2025-OMG                                                                                | BX 2025-OMG A                                               | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998917.50    | 0.27%             | 2042-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25                                                  | WFCM 2016-LC25 A4                                           | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085000 | PA      | $1079782.02   | 0.29%             | 2059-12-17      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                             | AREIT 2025-CRE10 A                                          | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999967.20    | 0.27%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V4.017 03/28/28                                      | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    736000 | PA      | $732708.52    | 0.20%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                | OMC 4.2 03/02/29                                            | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    563000 | PA      | $557129.18    | 0.15%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -35 | NC      | $50648.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | Enterprise Products Operating LLC 0% CP 02/04/2026          | CUSIP: 29380DD23<br>LEI: 5493004LGN656HWLDA30 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1499670.30   | 0.40%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.574 07/25/29 MTN                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125839.21    | 0.03%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                                       | NGGLN 1.96 06/27/30 144A                                    | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    535000 | PA      | $481439.52    | 0.13%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                              | BMW 4.15 08/11/27 144A                                      | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    618000 | PA      | $616748.88    | 0.17%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS USD                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-60022.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                                       | EART 2025-5A A2                                             | CUSIP: 30166VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1187703 | PA      | $1188382.64   | 0.32%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.35 03/30/29 144A                                   | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    366000 | PA      | $372350.54    | 0.10%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                                       | ZBH 5.05 02/19/30                                           | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    523000 | PA      | $531426.09    | 0.14%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V4.476 11/11/29                                        | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    432000 | PA      | $429707.71    | 0.12%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 3.04 07/16/29                                        | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    357000 | PA      | $339658.50    | 0.09%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V4.947 04/26/27                                          | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98031.23     | 0.03%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 1.9 06/15/28                                            | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128990.15    | 0.03%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                                     | CARGIL 3.625 04/22/27 144A                                  | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126358.10    | 0.03%             | 2027-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd.                                                                        | CIFC 2023-2A AR                                             | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1796569.20   | 0.48%             | 2037-01-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2789                                                   | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58070 | PA      | $58715.90     | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2011-H09 AF                                             | CUSIP: 38375BLE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     99368 | PA      | $99388.08     | 0.03%             | 2061-03-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.4 04/06/26                                             | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415040.48    | 0.11%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                                  | SUMITR 5.65 09/14/26 144A                                   | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    241000 | PA      | $242493.80    | 0.07%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5481 FA                                                 | CUSIP: 3137HHQ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1175034 | PA      | $1184565.53   | 0.32%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                         | CC 5.75 11/15/28 144A                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    304000 | PA      | $301238.01    | 0.08%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.47 09/22/27                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    197000 | PA      | $194319.46    | 0.05%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                              | KMI 1.75 11/15/26                                           | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    131000 | PA      | $128978.84    | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Paccar Financial Corp                                                                            | PCAR 4 11/07/28 R                                           | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    870000 | PA      | $867531.90    | 0.23%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -3 | NC      | $9837.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                                              | ADI 4.25 06/15/28                                           | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126218.89    | 0.03%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 4.35 01/15/29                                          | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647423.86    | 0.17%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                      | ECL 4.3 06/15/28                                            | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189497.79    | 0.05%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.376 05/26/30                                      | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    421000 | PA      | $430785.61    | 0.12%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 3.4 04/01/30                                          | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225659.25    | 0.06%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.522 10/18/28 GMTN                                     | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250362.85    | 0.07%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                                    | EFNCN 5.643 03/13/27 144A                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    398000 | PA      | $401370.59    | 0.11%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE 5.1 03/01/29                                            | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    188000 | PA      | $191192.38    | 0.05%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 MORTGAGE TRUST                                                                      | BMO 2024-5C6 B                                              | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1270795.25   | 0.34%             | 2057-09-17      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.087 06/14/29 MTN                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128463.97    | 0.03%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.375 04/15/29                                         | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    327000 | PA      | $316976.32    | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHS 406 F43                                                 | CUSIP: 3133Q3JL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2827794 | PA      | $2832505.14   | 0.76%             | 2053-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXXI LTD                                                                               | MAGNE 2021-31A A1R                                          | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1496250.00   | 0.40%             | 2034-07-17      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2016-1                                                      | AAL 3.575 01/15/28 AA                                       | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13705 | PA      | $13523.84     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                                         | BX Trust 2026-RISE                                          | CUSIP: 05595AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001250.00   | 0.27%             | 2041-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                              | IBM 4.6 02/05/29                                            | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    702000 | PA      | $706691.59    | 0.19%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.875 02/13/29                                           | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    267000 | PA      | $271025.26    | 0.07%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV8                                                                         | PMTLT 2025-INV8 A2                                          | CUSIP: 73015EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    517839 | PA      | $518146.17    | 0.14%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 2.375 03/15/31                                           | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    388000 | PA      | $348711.19    | 0.09%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| The Connecticut Light and Power Company                                                          | ES 4.65 01/01/29                                            | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63585.62     | 0.02%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | APH 4.375 06/12/28                                          | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126390.85    | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 6.45 11/16/30 144A                                       | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    385000 | PA      | $407241.80    | 0.11%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 4.75 02/24/30                                          | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    552000 | PA      | $562768.94    | 0.15%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V3.574 11/07/28                                      | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    707000 | PA      | $697560.62    | 0.19%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc.                                                                                   | PRAA 8.375 02/01/28 144A                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806109.60    | 0.22%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                                   | PACLIF 1.375 04/14/26 144A                                  | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    394000 | PA      | $393627.07    | 0.11%             | 2026-04-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 5.15 06/15/29                                          | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    309000 | PA      | $315694.95    | 0.09%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 5.75 04/20/29 144A                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $562271.22    | 0.15%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                                      | ZTS 4.15 08/17/28                                           | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63812.31     | 0.02%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 4.693 02/13/28                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126656.58    | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 4.95 03/15/28                                          | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    291000 | PA      | $294123.21    | 0.08%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                                                  | AMCAR 2023-1 A3                                             | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83957 | PA      | $84063.30     | 0.02%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                      | NTRCN 4.9 03/27/28                                          | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65573.40     | 0.02%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V1.878 11/02/27                                         | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193764.00    | 0.05%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | SPGI 2.45 03/01/27                                          | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193915.84    | 0.05%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.375 12/01/31                                          | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50508.69     | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -38100000 | NC      | $-19509.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3255 FA                                                 | CUSIP: 31397E6L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    296064 | PA      | $292555.72    | 0.08%             | 2036-12-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                                    | RTOLN 5 04/28/30 144A                                       | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201878.87    | 0.05%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Relx Capital Inc.                                                                                | RELLN 4.75 03/27/30                                         | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186458.47    | 0.05%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST                                                      | SOFI 2021-A AFX                                             | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    954015 | PA      | $849650.41    | 0.23%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.994 04/12/29 .                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    454000 | PA      | $458220.52    | 0.12%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 4.5 09/15/30                                             | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458569.51    | 0.12%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MRSH 4.55 11/08/27                                          | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502487.40    | 0.14%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A                                                 | NAVSL 2021-A A                                              | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53229 | PA      | $48770.58     | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 2.65 07/15/26                                          | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    633000 | PA      | $629611.16    | 0.17%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                                     | KEY 4.39 12/14/27 BKNT                                      | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    253000 | PA      | $253316.78    | 0.07%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2024-1                                                      | VFET 2024-1A A3                                             | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500853.15    | 0.13%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2026-ESH2                                                            | ESA 2026-ESH2 C                                             | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495340 | PA      | $496940.52    | 0.13%             | 2043-02-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 5.5 06/01/29 MTN                                          | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103888.24    | 0.03%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 5.15 03/15/29                                           | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    142000 | PA      | $144750.83    | 0.04%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 4.95 08/15/29 144A                                       | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425961.32    | 0.11%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.4 06/01/29                                            | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    368000 | PA      | $376791.03    | 0.10%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 1.3 09/09/26 MTN                                       | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192586.92    | 0.05%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                                   | FSRIA 2025-FL10 A                                           | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1100028.44   | 0.30%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | American Honda Finance Corporation 0% CP 22/06/2026         | CUSIP: 02665KFN2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1980991.40   | 0.53%             | 2026-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-HULA                                                                               | FS 2026-HULA B                                              | CUSIP: 30345AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999951.50    | 0.27%             | 2041-03-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 4.8 03/15/29                                           | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    491000 | PA      | $498955.25    | 0.13%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.526 03/24/28 MTN                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252954.90    | 0.07%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                            | PWR 4.75 08/09/27                                           | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326699.84    | 0.09%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)                                                       | COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2026-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F                                                 | NAVSL 2019-FA A2                                            | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81676 | PA      | $79034.80     | 0.02%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5472 FE                                                 | CUSIP: 3137HHEP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2808860 | PA      | $2831172.17   | 0.76%             | 2054-11-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 2.95 10/15/27                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    194000 | PA      | $190537.01    | 0.05%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 5.375 03/15/29 MTN                                        | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186303.94    | 0.05%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 3049 XF                                                 | CUSIP: 31396CY53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    525905 | PA      | $522756.58    | 0.14%             | 2033-05-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc                                                                         | DAR 5.25 04/15/27 144A                                      | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    760000 | PA      | $760612.41    | 0.20%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW 5.875 08/24/26                                         | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126740.91    | 0.03%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2013-34 PF                                              | CUSIP: 3136ADQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    353567 | PA      | $351307.79    | 0.09%             | 2042-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD 4.98 04/05/27 GMTN                                       | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    124000 | PA      | $124936.71    | 0.03%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 3.625 09/01/28                                          | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    272000 | PA      | $268007.90    | 0.07%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-H06 FE                                             | CUSIP: 38376RW69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    310760 | PA      | $311022.29    | 0.08%             | 2067-02-20      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                                               | PCG 3.594 06/01/30 A-1                                      | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434596 | PA      | $426547.90    | 0.11%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                            | SO 5.004 02/23/27                                           | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    189000 | PA      | $190444.28    | 0.05%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.468 02/01/29                                         | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126928.56    | 0.03%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 4.125 04/28/28                                           | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125809.33    | 0.03%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 4.55 03/01/28                                           | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    189000 | PA      | $191280.69    | 0.05%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A56641                                                   | CUSIP: 3128KKLW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9268 | PA      | $9489.78      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2018-2 LTD                                                               | BCC 2018-2A A1R                                             | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     55484 | PA      | $55494.12     | 0.01%             | 2031-07-21      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                                    | VLTO 5.5 09/18/26                                           | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    248000 | PA      | $249059.22    | 0.07%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                  | ACHC 5.5 07/01/28 144A                                      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797117.36    | 0.21%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.715 03/27/28 GMTN                                     | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    187000 | PA      | $187728.01    | 0.05%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: —       |
| ENEL Finance International N.V.                                                                  | ENELIM 4.125 09/30/28 144A                                  | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1355000 | PA      | $1344118.20   | 0.36%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 3.65 03/07/28                                           | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    254000 | PA      | $251342.18    | 0.07%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 6.05 08/01/28 144A                                   | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313932.80    | 0.08%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                                           | WFC 5.45 08/07/26 BKNT                                      | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    574000 | PA      | $575959.30    | 0.16%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 5.65 09/12/28 144A                                       | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509798.95    | 0.14%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc                                                                  | CPXCN 5.257 06/01/28 144A                                   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $188142.31    | 0.05%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 10 LTD                                                                           | BGCLO 2024-10A A                                            | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $600002.40    | 0.16%             | 2038-01-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-100 AB                                             | CUSIP: 38379RH48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     42548 | PA      | $41138.55     | 0.01%             | 2052-04-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                                   | PACLIF 2.45 01/11/32 144A                                   | CUSIP: 6944PL2J7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159403.90    | 0.04%             | 2032-01-11      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.509 01/23/29                                         | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127947.23    | 0.03%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.4 03/01/29                                           | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    267000 | PA      | $273172.13    | 0.07%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                                      | NBNAUS 1.45 05/05/26 144A                                   | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1497000 | PA      | $1492991.83   | 0.40%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.435 01/24/30 MTN                                     | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    421000 | PA      | $430979.78    | 0.12%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 4.25 10/15/27 144A                                   | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784645.60    | 0.21%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                                                   | FSRIA 2026-FL11 A                                           | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1501520.25   | 0.40%             | 2044-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                                | CNK 5.25 07/15/28 144A                                      | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    725000 | PA      | $719316.51    | 0.19%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | ROP 4.25 09/15/28                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127216.85    | 0.03%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V4.298 04/01/28 144A                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    556000 | PA      | $555267.79    | 0.15%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-2                                                                 | KCOT 2025-2A A4                                             | CUSIP: 50117LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $706443.78    | 0.19%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                                      | ETN 3.95 03/06/29                                           | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    693000 | PA      | $686259.51    | 0.18%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                           | SO 4.25 10/01/30 A                                          | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370314.00    | 0.10%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK FINANCIAL INC.                                                                     | NATIONAL BANK FINANCIAL INC                                 | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |    292561 | PA      | $292561.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PRM TRUST 2025-PRM6                                                                              | PRM6 2025-PRM6 A                                            | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992768.90    | 0.27%             | 2033-07-08      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO BRANCH)                                              | CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO BRANCH)         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2026-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.35 01/12/27 144A                                   | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126697.29    | 0.03%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA (TORONTO BRANCH)                                                            | ROYAL BANK OF CANADA (TORONTO BRANCH)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2026-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2011-H08 FG                                             | CUSIP: 38375BLC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    141249 | PA      | $141233.57    | 0.04%             | 2061-03-20      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-H07 FG                                             | CUSIP: 38376RY26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    211052 | PA      | $210970.95    | 0.06%             | 2067-02-20      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                                           | ARCLO 2021-FL4 A                                            | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    610352 | PA      | $610698.40    | 0.16%             | 2036-11-17      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 03/31/31                                            | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $264161.52    | 0.07%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.04 01/23/28                                          | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126654.67    | 0.03%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                                  | CVX 4.05 08/13/28                                           | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    191000 | PA      | $191265.75    | 0.05%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RAD CLO 6 LTD                                                                                    | RAD 2019-6A A1R                                             | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750586.50    | 0.20%             | 2037-10-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 5.15 01/30/30                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    249000 | PA      | $254276.03    | 0.07%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EMPOWER CLO 2025-1 LTD                                                                           | EMPWR 2025-1A A                                             | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1948009.05   | 0.52%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H32 FH                                             | CUSIP: 38376RMJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    744739 | PA      | $746555.02    | 0.20%             | 2065-12-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.727 04/25/30                                          | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134143.62    | 0.04%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.97 04/23/29                                          | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154343.11    | 0.04%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 5.6 11/13/26 MTN                                       | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157271.16    | 0.04%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-89 FG                                              | CUSIP: 38385GKB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    651110 | PA      | $656828.04    | 0.18%             | 2055-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V2.311 11/16/27                                          | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    714000 | PA      | $704340.52    | 0.19%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 5 03/19/27 B                                         | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    186000 | PA      | $187482.28    | 0.05%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                                  | CVX 4.687 04/15/30                                          | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    744000 | PA      | $755797.07    | 0.20%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 4.75 04/01/28                                          | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    248000 | PA      | $249837.56    | 0.07%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                                       | BSPRT 2025-FL12 A                                           | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999714.55    | 0.27%             | 2043-01-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-A                                                 | NAVSL 2023-A A                                              | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910870 | PA      | $1934945.26   | 0.52%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| KRE COMMERCIAL MORTGAGE TRUST 2025-AIP4                                                          | KRE 2025-AIP4 A                                             | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    934375 | PA      | $932036.45    | 0.25%             | 2042-03-17      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                 | BMO V4.062 09/22/28                                         | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1520000 | PA      | $1511832.33   | 0.41%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Company Inc                                                             | GM 4.35 01/17/27                                            | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254689.64    | 0.07%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                                        | CRBG 4.25 08/21/28 144A                                     | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127149.17    | 0.03%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | The Sherwin-Williams Company 0% CP 20/04/2026               | CUSIP: 82434UDL8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   3800000 | PA      | $3791906.38   | 1.02%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                                    | ATDBCN 4.148 09/29/28 144A                                  | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1950000 | PA      | $1936685.85   | 0.52%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                               | NSCCLF 5 05/30/28 144A                                      | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    806000 | PA      | $818291.77    | 0.22%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                               | NXST 4.75 11/01/28 144A                                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787212.46    | 0.21%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                                     | UBS V4.194 04/01/31 144A                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    725000 | PA      | $709535.15    | 0.19%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 5.25 03/15/28 144A                                      | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    800000 | PA      | $796887.68    | 0.21%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V1.887 06/07/29 MTN                                     | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128738.95    | 0.03%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 6.85 11/15/28                                            | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    730000 | PA      | $759590.83    | 0.20%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| NEUBERGER BERMAN LOAN ADVISERS CLO                                                               | NEUB 2022-51A AR2                                           | CUSIP: 64135BAW9<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |    550000 | PA      | $550118.25    | 0.15%             | 2036-10-23      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | CSCO 4.55 02/24/28                                          | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127329.13    | 0.03%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4879 DF                                                 | CUSIP: 3137FLUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    342108 | PA      | $340069.01    | 0.09%             | 2034-08-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                                  | GEV 4.25 02/04/31                                           | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395629.61    | 0.11%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 3.7 02/15/29                                          | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    985000 | PA      | $976739.94    | 0.26%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.419 12/20/28                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127753.88    | 0.03%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.173 01/16/30                                          | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20284.59     | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES LTD                                                                          | BMCAUS 4.75 01/15/28 144A                                   | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    725000 | PA      | $717203.79    | 0.19%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL15 LLC                                                                                | MF1 2024-FL15 A                                             | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1504939.35   | 0.41%             | 2041-08-19      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.97 03/05/29 MTN                                      | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62448.95     | 0.02%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V4.543 04/24/28                                         | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199438.75    | 0.05%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.3 01/15/30                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391871.56    | 0.11%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                                                         | RABOBK 4.8 01/09/29                                         | CUSIP: 21688ABC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1089150.10   | 0.29%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2025-4A A3                                             | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001642.60   | 0.27%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON (THE)                                                                    | BK V4.729 04/20/29                                          | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    186000 | PA      | $187349.10    | 0.05%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2014-3 EP                                               | CUSIP: 38378YYW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    182614 | PA      | $176077.98    | 0.05%             | 2043-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ozlm XV Ltd / Ozlm XV Ltd                                                                        | OZLM 2016-15A A1R3                                          | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    452441 | PA      | $452707.73    | 0.12%             | 2033-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corporation                                                        | AGR 5.65 08/15/28 144A                                      | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188840.01    | 0.05%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.875 02/01/29                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    706000 | PA      | $726696.50    | 0.20%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4                                                    | SDART 2024-4 A3                                             | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768902 | PA      | $770343.31    | 0.21%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3                                        | GMCAR 2023-3 A4                                             | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1771473.55   | 0.48%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.05 04/04/28                                            | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124085.53    | 0.03%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 1.1 08/15/30                                          | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    147000 | PA      | $129309.16    | 0.03%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                             | JPM V5.581 04/22/30                                         | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139159.36    | 0.04%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V5.673 03/15/30 144A                                 | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    220000 | PA      | $226085.87    | 0.06%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                                    | OGS 5.1 04/01/29                                            | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    632000 | PA      | $645098.09    | 0.17%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT 4.536 02/28/28                                          | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    253000 | PA      | $254820.09    | 0.07%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                                | TSN 5.4 03/15/29                                            | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    490000 | PA      | $502885.88    | 0.14%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc.                                            | PRMWCN 4.375 04/30/29 144a                                  | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    790000 | PA      | $768177.44    | 0.21%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                            | PWR 4.3 08/09/28                                            | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127833.92    | 0.03%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2024-1                                                      | VFET 2024-1A A4                                             | CUSIP: 92887QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501023.40    | 0.13%             | 2031-07-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 1.45 01/15/31                                            | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202011.50    | 0.05%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Icg Us Clo 2014-1 Ltd                                                                            | ICG 2014-1A A1A3                                            | CUSIP: 44928XBL7<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $900261.00    | 0.24%             | 2034-10-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-86 AB                                              | CUSIP: 38379RZY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     18086 | PA      | $17848.51     | 0.00%             | 2051-11-16      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV6                                                               | JPMMT 2021-INV6 A5A                                         | CUSIP: 46654FAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    831974 | PA      | $688517.69    | 0.19%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                                | NUE 4.65 06/01/30                                           | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    186000 | PA      | $187877.81    | 0.05%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE                                                         | CSTL 2024-GATE B                                            | CUSIP: 22945JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999582.80    | 0.27%             | 2041-11-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Natwest Markets PLC                                                                              | NWG 5.41 05/17/29 144A                                      | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $405607.46    | 0.11%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 4.15 02/15/29                                          | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1115872.73   | 0.30%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.702 05/06/30                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117060.27    | 0.03%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                                               | USAACA 4.375 06/01/28                                       | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    762000 | PA      | $764411.79    | 0.21%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2022-1                                                          | FIAOT 2025-1A A2                                            | CUSIP: 32059WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1251334.50   | 0.34%             | 2028-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Lseg Finance PLC                                                                                 | LSELN 1.375 04/06/26 144A                                   | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    806000 | PA      | $805681.83    | 0.22%             | 2026-04-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2014-4                                                                | NAVSL 2020-GA A                                             | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26822 | PA      | $25165.69     | 0.01%             | 2069-09-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.55 02/04/29                                          | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488841.82    | 0.13%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A82426                                                   | CUSIP: 312928VT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4725 | PA      | $4825.18      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                                    | LNCR 2025-CRE8 A                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500100.20   | 0.40%             | 2042-08-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.899 03/03/29                                        | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    869000 | PA      | $873990.48    | 0.24%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                                           | BX 2.5 01/10/30 144A                                        | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    329000 | PA      | $305198.72    | 0.08%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                                                                                | IM 4.75 05/15/29 144A                                       | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    725000 | PA      | $705134.06    | 0.19%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | ABT 4 03/15/31                                              | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403594.48    | 0.11%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                               | SO 3.25 06/15/26                                            | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    283000 | PA      | $282462.56    | 0.08%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                                | HSY 4.75 02/24/30                                           | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    552000 | PA      | $560880.00    | 0.15%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                              | SIRI 4 07/15/28 144A                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    775000 | PA      | $748538.32    | 0.20%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.23 01/15/31                                           | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62966.67     | 0.02%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                                                         | EMN 5 08/01/29                                              | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189785.85    | 0.05%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS 3.125 07/27/26 MTN                                       | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174408.45    | 0.05%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.948 10/21/27                                          | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453760.61    | 0.12%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 5.125 02/15/29                                          | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63086.58     | 0.02%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                              | DC 2023-DC A                                                | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1402738.98   | 0.38%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN MORTGAGE TRUST                                                                     | BAY 2025-LIVN A                                             | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996456.50    | 0.27%             | 2035-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 5.4 11/20/26                                         | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124998.07    | 0.03%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                                 | DTE 4.25 05/14/27                                           | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    166000 | PA      | $166113.69    | 0.04%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 4.625 07/15/27                                          | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    253000 | PA      | $253971.70    | 0.07%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 5 11/15/29                                              | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    299000 | PA      | $303616.98    | 0.08%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                                                 | THPT 2023-THL A                                             | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1583931 | PA      | $1595748.32   | 0.43%             | 2034-12-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 5.05 03/15/30                                           | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    788000 | PA      | $802985.00    | 0.22%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OBX 2026-J1 TRUST                                                                                | OBX 2026-J1 AF                                              | CUSIP: 67123TAU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    983654 | PA      | $984173.33    | 0.27%             | 2056-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3136 FA                                                 | CUSIP: 31396NGM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3706303 | PA      | $3697693.94   | 1.00%             | 2036-04-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 20 LTD                                                                             | BALLY 2022-20A A1A3                                         | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997020.00   | 0.54%             | 2036-10-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                             | ENTERP 5 02/15/29 144A                                      | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64027.92     | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                                          | AAP 1.75 10/01/27                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    725000 | PA      | $682815.51    | 0.18%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                         | GNR 2023-86 DA                                              | CUSIP: 38384A3E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    818100 | PA      | $820942.20    | 0.22%             | 2050-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | PM 5.125 02/13/31                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    495000 | PA      | $506676.36    | 0.14%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 4.95 09/01/29 GMTN                                        | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    271000 | PA      | $274610.68    | 0.07%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paccar Financial Corp                                                                            | PCAR 4 09/26/29                                             | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233545.65    | 0.06%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V1.538 07/20/27                                        | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    508000 | PA      | $503419.84    | 0.14%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                                          | CNP 4.8 03/15/30                                            | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    184000 | PA      | $186456.65    | 0.05%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-1                                                         | GCAR 2025-1A A3                                             | CUSIP: 36271KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1703189.54   | 0.46%             | 2028-09-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                     | SWK 6 03/06/28                                              | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123758.59    | 0.03%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.459 09/15/26                                         | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    731000 | PA      | $729460.21    | 0.20%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO 5.5 03/15/29                                             | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    238000 | PA      | $245267.54    | 0.07%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2024-A                                                       | PNFED 2024-A A3                                             | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050437 | PA      | $1053570.82   | 0.28%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARZ TRUST 2024-BILT                                                                              | ARZ 2024-BILT A                                             | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506425.65    | 0.14%             | 2039-06-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 3.25 04/01/26                                           | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    191000 | PA      | $191000.00    | 0.05%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.3 08/15/29                                           | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    316000 | PA      | $317476.35    | 0.09%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-A                                                          | SMB 2025-A A1A                                              | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425988 | PA      | $1437580.84   | 0.39%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5499 FX                                                 | CUSIP: 3137HJZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    815531 | PA      | $822338.32    | 0.22%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD                                                                                | ARES 2021-60A AR2                                           | CUSIP: 04018FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1496778.00   | 0.40%             | 2034-07-18      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4 03/13/29                                             | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    704000 | PA      | $700569.62    | 0.19%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.625 04/15/26                                         | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    249000 | PA      | $248819.40    | 0.07%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 5.716 09/14/28                                       | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $236490.28    | 0.06%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                              | HNDA 2.534 03/10/27                                         | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    195000 | PA      | $191688.49    | 0.05%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2022-2 LTD                                                                           | OAKCL 2022-2A A1R2                                          | CUSIP: 67402RBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1196817.60   | 0.32%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V1.512 07/20/27 GMTN                                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $520234.70    | 0.14%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 5.125 04/10/30 144A                                  | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1131354.16   | 0.30%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.551 02/04/28 MTN                                     | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    197000 | PA      | $194023.57    | 0.05%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2023-5                                                                    | SEMT 2026-INV1 A2                                           | CUSIP: 816942AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    974683 | PA      | $936378.33    | 0.25%             | 2056-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-1 LTD                                                                                  | CBAMR 2017-1A AR2                                           | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1652588.85   | 0.45%             | 2038-01-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2021-ACNT B                                              | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    747052 | PA      | $746752.56    | 0.20%             | 2038-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V1.593 05/04/27                                          | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324102.62    | 0.09%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                            | IBM 4 02/03/29                                              | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415843.75    | 0.11%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.069 06/01/29                                         | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76132.00     | 0.02%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4 10/15/28                                              | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    768000 | PA      | $767274.42    | 0.21%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                                      | IMBLN 4.5 06/30/28 144A                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    961000 | PA      | $961838.85    | 0.26%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.645 04/23/27                                         | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290297.89    | 0.08%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MA 4.55 03/15/28                                            | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    618000 | PA      | $623915.30    | 0.17%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                      | HUM 5.75 03/01/28                                           | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    496000 | PA      | $505929.98    | 0.14%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD SECURITIES                                                                     | CANTOR FITZGERALD SECURITIES                                | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |   1138770 | PA      | $1138770.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2026-J2                                                                           | PMTLT 2026-J2 A19                                           | CUSIP: 729921AU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992016 | PA      | $983498.17    | 0.26%             | 2057-03-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V4.969 08/02/30 GMTN                                     | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $162061.05    | 0.04%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.452 12/05/29                                         | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45062.02     | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.625 09/01/30                                          | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150615.68    | 0.04%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2011-H08 FD                                             | CUSIP: 38375BKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     17126 | PA      | $17130.50     | 0.00%             | 2061-02-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | BBVASM 4.15 03/03/29                                        | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $593152.66    | 0.16%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                                   | CME 4.4 03/15/30                                            | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    452000 | PA      | $453556.26    | 0.12%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 4 10/15/28                                              | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1354293.05   | 0.36%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.197 01/16/31                                        | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    777000 | PA      | $789925.94    | 0.21%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE 5.4 08/01/26                                            | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220368.30    | 0.06%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                               | CM V4.857 03/30/29                                          | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $62534.27     | 0.02%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2025-1                                                      | VFET 2025-1A A3                                             | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1055098.70   | 0.28%             | 2029-05-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                                      | NBNAUS 5.75 10/06/28 144A                                   | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    349000 | PA      | $360772.42    | 0.10%             | 2028-10-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                                       | TOL 4.35 02/15/28                                           | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $509092.47    | 0.14%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                                    | UBSCM 2019-C16 AS                                           | CUSIP: 90276YAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1557000 | PA      | $1475671.82   | 0.40%             | 2052-04-17      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 5.2 04/18/27                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125004.26    | 0.03%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                                     | CAS 2021-R01 1M2                                            | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    431070 | PA      | $431432.81    | 0.12%             | 2041-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                            | AON 5.15 03/01/29                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $254375.92    | 0.07%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | AEP 5.2 01/15/29                                            | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    637000 | PA      | $650189.82    | 0.18%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.8 08/03/28                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    251000 | PA      | $251146.77    | 0.07%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR4                                             | JPMCC 2019-COR4 AS                                          | CUSIP: 48128YBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1734370 | PA      | $1651935.39   | 0.44%             | 2052-03-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                                   | APD 4.3 06/11/28                                            | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    757000 | PA      | $759807.11    | 0.20%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V4.634 07/03/29 144A                                 | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    959000 | PA      | $960772.10    | 0.26%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.192 04/17/31                                          | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441583.88    | 0.12%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2012-H18 NA                                             | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     57340 | PA      | $57362.52     | 0.02%             | 2062-08-20      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.042 07/19/30                                          | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134564.82    | 0.04%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                                      | WDAY 3.5 04/01/27                                           | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287527.72    | 0.08%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | SHW 4.3 08/15/28                                            | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    191000 | PA      | $190634.84    | 0.05%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-88 DF                                              | CUSIP: 3136BUAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    560225 | PA      | $563656.52    | 0.15%             | 2054-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 3.95 12/01/28                                           | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2151410.15   | 0.58%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                               | CNO 4.375 09/08/28 144A                                     | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    192000 | PA      | $190441.61    | 0.05%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                         | HONA 4 03/16/29 144A                                        | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    366000 | PA      | $362676.96    | 0.10%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2024-IND2                                                                             | ARES1 2024-IND2 A                                           | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001161.20   | 0.27%             | 2034-10-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY 4.95 02/01/29 GMTN                                       | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    332000 | PA      | $337863.29    | 0.09%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 6.625 04/15/29 144A                                  | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    755000 | PA      | $742073.17    | 0.20%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2011-H03 FA                                             | CUSIP: 38375BJS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     44031 | PA      | $44040.34     | 0.01%             | 2061-01-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | APH 3.9 11/15/28                                            | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2154348.81   | 0.58%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LSEG US Finance Corp                                                                             | LSELN 4.875 03/28/27 144A                                   | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    232000 | PA      | $233124.15    | 0.06%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                     | COMM 2024-CBM A2                                            | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502185.60    | 0.14%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN V5.538 03/14/30                                      | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204834.53    | 0.06%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | HD 4.875 06/25/27                                           | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252471.54    | 0.07%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                         | DTRGR 5 01/15/27 144A                                       | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412152.09    | 0.11%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE (TORONTO BRANCH)                                                       | TORONTO-DOMINION BANK/THE (TORONTO BRANCH)                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2026-04-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                                  | CVX 4.3 10/15/30                                            | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    389000 | PA      | $390115.52    | 0.11%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1122 | NC      | $-1295907.83  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 3.5 01/15/27                                            | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785395.60    | 0.21%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.516 01/21/32                                          | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290590.37    | 0.08%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                                           | PLDTLF 5.25 04/01/29 144A                                   | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150876.27    | 0.04%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2024-1                                                                   | BMWLT 2024-1 A4                                             | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2858884.59   | 0.77%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP MORTGAGE TRUST                                                                        | IP 2025-IP A                                                | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008946.50   | 0.27%             | 2042-06-12      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.133 10/18/29 I                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    586000 | PA      | $579321.07    | 0.16%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                               | IR 5.197 06/15/27                                           | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252255.08    | 0.07%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE (NEW YORK BRANCH)                                                               | SOCIETE GENERALE (NEW YORK BRANCH)                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2026-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 3.35 04/01/27                                           | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127029.59    | 0.03%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.3 06/20/28                                            | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190290.07    | 0.05%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                                | AMCR 5.1 03/17/30                                           | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124204.25    | 0.03%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                               | LADR 4.25 02/01/27 144A                                     | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    259000 | PA      | $256031.01    | 0.07%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wcore Commercial Mortgage Trust 2024-Core                                                        | WCORE 2024-CORE B                                           | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001804.80   | 0.27%             | 2041-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI                                                         | SMRT 2022-MINI F                                            | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $976177.20    | 0.26%             | 2039-01-18      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                                     | TFC V4.144 01/27/29 I                                       | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258694.60    | 0.07%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V2.879 10/30/30 MTN                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    601000 | PA      | $567125.70    | 0.15%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.85 04/01/30                                          | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    157000 | PA      | $158196.34    | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                 | NTT 4.567 07/16/27 144A                                     | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1024000 | PA      | $1026630.98   | 0.28%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                                      | Eaton Corp. 0% CP 07/04/2026                                | CUSIP: 27805BD77<br>LEI: 0NZWDMRCE180888QQE14 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996912.40   | 1.08%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                                  | CSLAU 3.85 04/27/27 144A                                    | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    127000 | PA      | $126331.89    | 0.03%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 5.45 03/02/28                                          | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    685000 | PA      | $695058.34    | 0.19%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.375 02/15/29 144A                                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    795000 | PA      | $754060.04    | 0.20%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHS 406 F44                                                 | CUSIP: 3133Q3JM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2384251 | PA      | $2402222.24   | 0.65%             | 2053-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LGCY                                                                               | BX 2021-LGCY A                                              | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999173.40    | 0.27%             | 2036-10-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                           | BX 2026-ALOHA A                                             | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001250.00   | 0.27%             | 2043-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V3.031 11/01/34                                         | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    799000 | PA      | $752348.54    | 0.20%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                                               | BX 2025-LUNR B                                              | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    778260 | PA      | $779123.46    | 0.21%             | 2040-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | CRM 4.65 03/15/29                                           | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    704000 | PA      | $705568.69    | 0.19%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | SPGI 2.7 03/01/29                                           | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    916000 | PA      | $882554.54    | 0.24%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 3.2 05/14/26                                           | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191810.96    | 0.05%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.296 10/18/28                                          | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41057.35     | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.55 07/15/29                                            | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306987.63    | 0.08%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 5.25 07/15/28                                           | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63086.06     | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                                      | CCDJ 5.25 04/26/29 144A                                     | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    487000 | PA      | $497709.39    | 0.13%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2013-114 NA                                             | CUSIP: 3136AGS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     80072 | PA      | $79516.55     | 0.02%             | 2032-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                            | AON 5.125 03/01/27                                          | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191019.11    | 0.05%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.2 11/15/30                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277347.65    | 0.07%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 4.65 04/01/28                                          | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    248000 | PA      | $248990.00    | 0.07%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 4.6 06/20/28                                          | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $189523.95    | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.786 03/04/29                                           | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16085.72     | 0.00%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NXPT COMMERCIAL MORTGAGE TRUST 2024-STOR                                                         | NXPT 2024-STOR A                                            | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1722249.20   | 0.46%             | 2041-11-07      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                         | H 5.05 03/30/28                                             | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186615.53    | 0.05%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 3.65 03/15/27                                           | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $441906.93    | 0.12%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 4.7 06/23/28                                            | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315978.57    | 0.09%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.8 04/15/28                                           | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    368000 | PA      | $372240.51    | 0.10%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                               | R 5.25 06/01/28 MTN                                         | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124990.53    | 0.03%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5507 FG                                                 | CUSIP: 3137HJPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1889318 | PA      | $1906705.75   | 0.51%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.375 03/01/29 144A                                     | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    730000 | PA      | $744536.48    | 0.20%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-VI LTD                                                                         | CIFC 2019-6A A2R                                            | CUSIP: 12555XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249004.50    | 0.07%             | 2037-07-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNS 404 8                                                   | CUSIP: 3136FGK63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52110 | PA      | $48066.85     | 0.01%             | 2040-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V4.613 10/02/30 144A                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    329000 | PA      | $328146.34    | 0.09%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 4.3 07/23/30                                            | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136389.24    | 0.04%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Public Service Enterprise Group Incorporated                                                     | PEG 5.85 11/15/27                                           | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    244000 | PA      | $249459.63    | 0.07%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                         | OUT 5 08/15/27 144A                                         | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798626.08    | 0.22%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3114 PF                                                 | CUSIP: 31396HJ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2607757 | PA      | $2590403.06   | 0.70%             | 2036-02-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman International Inc                                                              | WLSC 4.625 08/15/28 144A                                    | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    765000 | PA      | $753096.98    | 0.20%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 4.4 08/15/30                                            | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    556000 | PA      | $556602.68    | 0.15%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP CDS CDX.NA.IG.45.V1                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        | -19051000 | NC      | $-47405.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.95 09/21/26 144A                                   | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    262000 | PA      | $263640.31    | 0.07%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY 5.2 07/20/26 GMTN                                        | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $190611.54    | 0.05%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 4.6 03/01/28 144A                                      | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191221.11    | 0.05%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2011-H05 FA                                             | CUSIP: 38375BKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     11945 | PA      | $11947.40     | 0.00%             | 2060-12-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc             | PK 5.875 10/01/28 144A                                      | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757182.00    | 0.20%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Heico Corp                                                                                       | HEI 5.25 08/01/28                                           | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63205.50     | 0.02%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                                       | LH 4.35 04/01/30                                            | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282590.79    | 0.08%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | HPE 4.55 10/15/29                                           | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    656000 | PA      | $652906.78    | 0.18%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                             | HWM 3.9 04/15/29                                            | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    335000 | PA      | $330336.22    | 0.09%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                                     | AEE 5.7 12/01/26                                            | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124913.61    | 0.03%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                                       | MHED 5.75 08/01/28 144A                                     | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    725000 | PA      | $717400.83    | 0.19%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Company LLC                                                                    | F 5.8 03/08/29                                              | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303454.31    | 0.08%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                             | CAT 4.4 03/03/28                                            | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437311.33    | 0.12%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 2.528 11/18/27 144A                                    | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     88000 | PA      | $85122.40     | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 4.8 01/15/30                                            | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298594.35    | 0.08%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 4.75 05/15/26                                            | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    316000 | PA      | $316181.05    | 0.09%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2025-4A A2                                             | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    629104 | PA      | $629591.06    | 0.17%             | 2028-03-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.073 01/30/37                                          | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16661.59     | 0.00%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                             | STLD 4 12/15/28                                             | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1504556.65   | 0.41%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5502 BF                                                 | CUSIP: 3137HJSC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    762096 | PA      | $772954.46    | 0.21%             | 2055-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2018-1 LTD                                                                     | PLMRS 2018-1A A1R                                           | CUSIP: 69703PAL3<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1850120.25   | 0.50%             | 2037-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                            | SO 4 10/01/28                                               | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    585000 | PA      | $581718.23    | 0.16%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2021-RISE B                                              | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845329 | PA      | $845259.70    | 0.23%             | 2036-11-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.705 04/24/28                                         | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253117.63    | 0.07%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 4.7 02/10/28                                            | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1301661.17   | 0.35%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.505 10/22/28                                         | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    314000 | PA      | $314018.37    | 0.08%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                                  | CVX 4.475 02/26/28                                          | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191533.55    | 0.05%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 03/15/29                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1597200 | PA      | $1583162.11   | 0.43%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                                  | BALN 5.125 03/26/29 144A                                    | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $331726.94    | 0.09%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM4909                                                   | CUSIP: 3140J9N31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $3.04         | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V6.196 11/17/29                                        | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    194000 | PA      | $202814.00    | 0.05%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.382 07/10/30                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    369000 | PA      | $377528.01    | 0.10%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                              | BAHA 2024-MAR A                                             | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1660291.75   | 0.45%             | 2041-12-12      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 5 03/15/27                                             | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    760000 | PA      | $743488.92    | 0.20%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.584 05/22/28 MTN                                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254617.36    | 0.07%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V4.53 02/20/29                                          | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127742.83    | 0.03%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.995 07/22/30                                         | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192809.96    | 0.05%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE 1.5 10/13/26 144A                                     | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    532000 | PA      | $524295.18    | 0.14%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                                 | WELL 4.5 07/01/30                                           | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    664000 | PA      | $664466.76    | 0.18%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2024-64 UF                                              | CUSIP: 38384MZA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    443005 | PA      | $445339.79    | 0.12%             | 2054-04-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-86 FA                                              | CUSIP: 3136BTA86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    658903 | PA      | $665513.76    | 0.18%             | 2054-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4 04/15/29 144A                                        | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    895000 | PA      | $886395.90    | 0.24%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | PEP 4.1 01/15/29                                            | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509815.27    | 0.14%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                      | MTCHII 5 12/15/27 144A                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797184.08    | 0.21%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.55 02/12/28                                           | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    189000 | PA      | $190597.51    | 0.05%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                                                       | SCLP 2025-1 B                                               | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2119868.10   | 0.57%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                             | CAT 4.8 01/08/30                                            | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    186000 | PA      | $190365.44    | 0.05%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LIMITED(KY                                                               | BCC 2020-5A ARR                                             | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   1370000 | PA      | $1370342.50   | 0.37%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 4.55 09/11/28 144A                                       | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204519.58    | 0.06%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                             | ESA 2025-ESH B                                              | CUSIP: 30227TAC4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002826.50   | 0.27%             | 2042-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                     | RBC DOMINION SECURITIES INC                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   1138770 | PA      | $1138770.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 6.875 11/15/28                                            | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1212968.66   | 0.33%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.098 02/16/28                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    346000 | PA      | $347928.84    | 0.09%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tci-Symphony Clo 2017-1 Ltd                                                                      | TSYMP 2017-1A AR                                            | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     75622 | PA      | $75651.27     | 0.02%             | 2030-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 4.45 10/22/27 GMTN                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125863.86    | 0.03%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.05 02/15/28                                          | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    269000 | PA      | $258121.87    | 0.07%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.456 02/06/32                                         | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237047.34    | 0.06%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                                         | CTVA 4.5 05/15/26                                           | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    417000 | PA      | $416942.10    | 0.11%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V6.07 10/22/27                                          | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124183.51    | 0.03%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                                 | DLLAA 2023-1A A3                                            | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1066504 | PA      | $1075942.85   | 0.29%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                              | HNDA 4.436 07/08/28                                         | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    127000 | PA      | $126731.29    | 0.03%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.572 06/03/31                                           | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77938.38     | 0.02%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA 4.35 10/08/27 MTN                                    | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230770.25    | 0.06%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                                      | ECL 1.65 02/01/27                                           | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129399.22    | 0.03%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FNR 2024-88 FD                                              | CUSIP: 3136BT6B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2656274 | PA      | $2678884.56   | 0.72%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V6.083 09/11/27                                      | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    309000 | PA      | $310941.55    | 0.08%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| EMPOWER CLO 2022-1 LTD                                                                           | EMPWR 2022-1A A1R                                           | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1450039.15   | 0.39%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ICNQ 2024-MF MORTGAGE TRUST                                                                      | ICNQ 2024-MF A                                              | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1026785.80   | 0.28%             | 2034-12-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2014-53 JM                                              | CUSIP: 38379BJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    122751 | PA      | $129484.24    | 0.03%             | 2039-04-20      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 5.5 04/15/27                                            | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315804.51    | 0.09%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 3.9 11/20/28                                           | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647405.56    | 0.17%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2014-4 LTD                                                                      | BLUEM 2021-32A AR                                           | CUSIP: 09631EAJ6<br>LEI: 5493001B57JU7XEJXM59 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499027.50   | 0.67%             | 2034-10-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E                                                 | NAVSL 2021-EA A                                             | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    913352 | PA      | $818173.22    | 0.22%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3747 FA                                                 | CUSIP: 31398QT64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     17079 | PA      | $16980.06     | 0.00%             | 2040-10-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -311 | NC      | $340401.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PCY TRUST 2026-FCMT                                                                              | PCY 2026-FCMT A                                             | CUSIP: 704929AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005927.40   | 0.27%             | 2041-04-05      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                    | SMYREA 6 11/01/28 144A                                      | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794466.64    | 0.21%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)                                       | LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.03%             | 2026-04-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | NOC 4.65 07/15/30                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    229000 | PA      | $230398.57    | 0.06%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.125 08/17/27                                            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1018947.96   | 0.27%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 03/31/33                                             | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1767100 | PA      | $1779386.86   | 0.48%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                                             | ROSW 5.338 11/13/28 144A                                    | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    365000 | PA      | $375517.84    | 0.10%             | 2028-11-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Westpac New Zealand Limited                                                                      | WSTPNZ 5.132 02/26/27 144A                                  | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    276000 | PA      | $278152.84    | 0.07%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                                     | CDNS 4.2 09/10/27                                           | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124937.16    | 0.03%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXV LTD                                                                          | SNDPT 2019-4A A1R                                           | CUSIP: 83614DAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    357103 | PA      | $357042.99    | 0.10%             | 2033-04-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | SHW 4.5 08/15/30                                            | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126804.73    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 4.8 11/15/29                                           | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    348000 | PA      | $354570.37    | 0.10%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                                  | MRKGR 4.125 08/15/28 144A                                   | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191134.34    | 0.05%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 5.3 03/22/27 144A                                        | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    535000 | PA      | $539569.30    | 0.15%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                                | SO 3.75 09/01/27                                            | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    193000 | PA      | $191867.61    | 0.05%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2025                                                                      | JDOT 2025-A A4                                              | CUSIP: 47800DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006354.00   | 0.27%             | 2032-02-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2020-1A                                                | UAL 5.875 10/15/27 20-1                                     | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21490 | PA      | $21863.35     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 5.15 03/15/27                                          | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124629.91    | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                                                | MOLX 4.75 04/30/28 144A                                     | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125551.06    | 0.03%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | MRK 4.15 03/15/31                                           | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    293000 | PA      | $289822.08    | 0.08%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                               | SNLN 5.15 03/20/27                                          | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    247000 | PA      | $248306.53    | 0.07%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                                           | BX 1.625 08/05/28 144A                                      | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    206000 | PA      | $193120.69    | 0.05%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                            | CPT 3.15 07/01/29                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48000.42     | 0.01%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                                                      | AMD 4.319 03/24/28                                          | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    312000 | PA      | $314070.37    | 0.08%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V4.075 01/26/29                                         | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    565000 | PA      | $562238.18    | 0.15%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 6.875 11/01/29 144A                                     | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725424.55    | 0.20%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2026-1                                                             | SGR 2026-1 A1                                               | CUSIP: 818916AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994321 | PA      | $985666.63    | 0.27%             | 2066-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds                                                     | Morgan Stanley Institutional Liquidity Funds GOVT PTF INSTL | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |   6599000 | NS      | $6599000.00   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2025-12                                                        | CHASE 2025-12 A9B                                           | CUSIP: 16160CBR5<br>LEI: 529900IQHYRM30ZMGD48 | Long             | ABS-O            | CORP              | US        |    897701 | PA      | $891115.79    | 0.24%             | 2056-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                         | HONA 4.3 03/16/31 144A                                      | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440335.82    | 0.12%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 8.125 06/01/28 144A                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818572.80    | 0.22%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization                                                            | PFAST 2023-1A A4                                            | CUSIP: 73328QAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1255088.50   | 0.34%             | 2031-06-23      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2021-A                                                                    | TESLA 2024-B A3                                             | CUSIP: 881934AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1063267 | PA      | $1065365.06   | 0.29%             | 2027-10-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners Clo XXI Ltd.                                                             | BSP 2020-21A A1R2                                           | CUSIP: 08186RAY5<br>LEI: 2549002IHKGRTABCLD52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999250.00    | 0.27%             | 2039-01-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 1.875 01/15/27                                          | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129536.91    | 0.03%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd/Galaxy XXII CLO LLC                                                          | GALXY 2016-22A AR4                                          | CUSIP: 36320TBM4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997520.00   | 0.54%             | 2034-04-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.664 04/17/36                                          | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16393.97     | 0.00%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 4.8 03/01/30 144A                                      | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    289000 | PA      | $292097.20    | 0.08%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.125 12/01/29                                          | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140844.50    | 0.04%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LCM 39 LTD                                                                                       | LCM 39A A1R2                                                | CUSIP: 50204NBA5<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $796947.20    | 0.21%             | 2034-10-16      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 22 LTD                                                                             | BALLY 2024-22A A1A                                          | CUSIP: 05877GAA1<br>LEI: 254900XC0FEB91ZCO167 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500682.50   | 0.40%             | 2037-04-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                 | NTT 4.62 07/16/28 144A                                      | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    957000 | PA      | $960794.45    | 0.26%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.583 03/01/28                                         | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    419000 | PA      | $423198.73    | 0.11%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                                       | CNHI 5.1 04/20/29                                           | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    307000 | PA      | $310777.28    | 0.08%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLMAN PARK CLO LTD                                                                             | WLLMN 2021-1A AR                                            | CUSIP: 949723AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300150.00    | 0.08%             | 2037-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                | ES 2.9 03/01/27                                             | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    196000 | PA      | $193515.78    | 0.05%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.578 04/22/27                                         | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    519000 | PA      | $518168.90    | 0.14%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 4.25 09/18/28 144A                                   | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    975000 | PA      | $966368.45    | 0.26%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F                                                 | NAVSL 2021-FA A                                             | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225519 | PA      | $201298.69    | 0.05%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL17 LLC                                                                                | MF1 2025-FL17 A                                             | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000664.50   | 0.27%             | 2040-02-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.734 07/22/27                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    196000 | PA      | $194371.98    | 0.05%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 02/15/36                                            | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21500 | PA      | $21165.74     | 0.01%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                                      | PNW 5.15 05/15/30                                           | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314869.06    | 0.08%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 4.12 09/16/27                                          | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187679.77    | 0.05%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1                                                  | AHART 2024-1A A3                                            | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1458003.42   | 0.39%             | 2029-09-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1                                                     | WLAKE 2026-1A A2A                                           | CUSIP: 96043BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $749262.15    | 0.20%             | 2028-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 3.65 04/05/27                                          | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    191000 | PA      | $189317.07    | 0.05%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                                              | DRIVE 2024-2 A3                                             | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    507100 | PA      | $507359.77    | 0.14%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G05816                                                   | CUSIP: 3128M7YM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77923 | PA      | $80360.93     | 0.02%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -25 | NC      | $49149.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Securities Clearing Corp.                                                               | NSCCLF 4.7 05/20/30 144A                                    | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252529.04    | 0.07%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 4.9 02/28/28                                            | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127056.54    | 0.03%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                                         | CMS 4.5 01/15/31                                            | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    357000 | PA      | $357767.62    | 0.10%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT 4.729 02/28/30                                          | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170085.86    | 0.05%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-89 FB                                              | CUSIP: 38385GKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    325555 | PA      | $328735.35    | 0.09%             | 2055-05-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                     | COMM 2024-CBM B                                             | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508640.60    | 0.14%             | 2041-12-12      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                               | RGA 4.35 08/25/28 144A                                      | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191105.83    | 0.05%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | MCD 4.4 02/12/31                                            | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    620000 | PA      | $618438.41    | 0.17%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                     | NOVNVX 4.1 03/16/29                                         | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634328.61    | 0.17%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2012-H23 WA                                             | CUSIP: 38375BXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    141239 | PA      | $141318.28    | 0.04%             | 2062-10-20      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 4.75 10/15/28                                           | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    410000 | PA      | $402544.81    | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.428 02/08/30 144A                                    | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    248000 | PA      | $253401.14    | 0.07%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2011-H06 FA                                             | CUSIP: 38375BKL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    167456 | PA      | $167381.94    | 0.05%             | 2061-02-20      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                                             | NCX 5.25 06/01/27 144A                                      | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1198818.00   | 0.32%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                            | WEC 5.15 10/01/27                                           | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71784.60     | 0.02%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V6.484 10/24/29                                          | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4185.17      | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                             | JXN 4.55 09/09/30 144A                                      | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $465695.23    | 0.13%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                 | GATX 5.4 03/15/27                                           | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    308000 | PA      | $310322.46    | 0.08%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 4.2 07/15/27                                            | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191776.47    | 0.05%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | The Sherwin-Williams Company 0% CP 27/04/2026               | CUSIP: 82434UDT1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994241.80   | 0.54%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2024-103 FH                                             | CUSIP: 3136BUQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3020486 | PA      | $3037993.13   | 0.82%             | 2055-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | LMT 4.15 08/15/28                                           | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64059.40     | 0.02%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corporation                                                                     | NOVNVX 3.8 09/18/29                                         | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350469.05    | 0.09%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                                                | TIBX 6.5 03/31/29 144A                                      | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $708002.59    | 0.19%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                            | WEC 2.2 12/15/28                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    204000 | PA      | $192702.82    | 0.05%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2011-H07 FA                                             | CUSIP: 38375BKP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    144530 | PA      | $144563.35    | 0.04%             | 2061-02-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| DOMINION RES 110106 5.31%                                                                        | DOMINION RES I 04/06/2022                                   | CUSIP: 2574P1D66<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998684.20   | 0.54%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-9 FE                                               | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    944855 | PA      | $950490.48    | 0.26%             | 2055-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                              | BMW 4.5 08/11/30 144A                                       | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126595.66    | 0.03%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | ABBV 3.2 11/21/29                                           | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269984.11    | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | LLY 4.75 02/12/30                                           | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    247000 | PA      | $251531.34    | 0.07%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                         | DE 2.35 03/08/27 MTN                                        | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63973.27     | 0.02%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 7 05/01/29 144A                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    730000 | PA      | $750153.84    | 0.20%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                              | CAR 5.75 07/15/27 144A                                      | CUSIP: 053773BC0<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797492.80    | 0.21%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                                                          | AEE 3.8 05/15/28                                            | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    446000 | PA      | $441907.87    | 0.12%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD 5.532 07/17/26 MTN                                       | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    859000 | PA      | $862703.20    | 0.23%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 4.4 06/15/28 *                                          | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190181.76    | 0.05%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 4.7 11/15/26                                            | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126240.37    | 0.03%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 4.25 02/15/29 144A                                     | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    725000 | PA      | $687599.06    | 0.19%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -23 | NC      | $23905.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                          | BHI 2.061 12/15/26                                          | CUSIP: 05724BAD1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    197000 | PA      | $194395.32    | 0.05%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                                                              | JBHT 4.9 03/15/30                                           | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61749.44     | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                               | NRUC 4.15 08/25/28 D                                        | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127604.64    | 0.03%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 4.625 11/15/27 144A                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126122.48    | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2026-3                                                                    | SEMT 2026-3 A19                                             | CUSIP: 816948AW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    991005 | PA      | $968823.07    | 0.26%             | 2056-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.465 11/19/31                                          | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246180.30    | 0.07%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.65 06/26/26 144A                                   | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126348.28    | 0.03%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                                   | MCK 4.25 09/15/29                                           | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179574.24    | 0.05%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTURE 37 CLO LTD                                                                               | VENTR 2019-37A A1RR                                         | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |    511052 | PA      | $511288.66    | 0.14%             | 2032-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 09/15/27                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806411.20    | 0.22%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                                 | FE 4.15 01/15/29 144A                                       | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    449000 | PA      | $446205.06    | 0.12%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                                          | MBGGR 5.1 08/03/28 144A                                     | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    249000 | PA      | $252884.24    | 0.07%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 1.5 03/15/31                                             | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17386.93     | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                              | BNS V4.247 02/02/30                                         | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $560035.13    | 0.15%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRM5 TRUST 2025-PRM5                                                                             | PRM5 2025-PRM5 A                                            | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1491477.30   | 0.40%             | 2033-03-10      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 5.588 08/08/28                                       | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $409789.36    | 0.11%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.603 10/22/30                                         | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125289.81    | 0.03%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 4.85 12/15/29                                           | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    482000 | PA      | $487439.75    | 0.13%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.389 07/28/27                                         | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1163130.70   | 0.31%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                            | DTV 5.875 08/15/27 144A                                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $799648.96    | 0.22%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.376 04/27/28                                         | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131924.55    | 0.04%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Voya Funds Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration