# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0000894189-25-015343
**Filing Date:** 2025-11
**Character Count:** 494792
**Document Hash:** cf9fbde8a516899d97a79a3776c8fdac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-015343.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000894189-25-015343

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 251522288

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

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

## Series and Classes Contracts Data

### Baird Intermediate Bond Fund (Series ID: S000000755)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000002167 | Institutional | BIMIX           |
| C000002168 | Investor      | BIMSX           |

## Nport-Ex

---

| | | | |
|:---|:---|:---|:---|
| **Baird Intermediate Bond Fund** | **Baird Intermediate Bond Fund** | **Baird Intermediate Bond Fund** | **Baird Intermediate Bond Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** | **September 30, 2025 (Unaudited)** |
| **U.S. TREASURY SECURITIES - 46.0%** | **U.S. TREASURY SECURITIES - 46.0%** | **Par** | **Value**  |
| United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond | United States Treasury Note/Bond |
| &nbsp;&nbsp; 4.13%, 02/15/2027 | &nbsp;&nbsp; 4.13%, 02/15/2027 | 142200000 | $143022094 |
| &nbsp;&nbsp; 3.13%, 08/31/2027 | &nbsp;&nbsp; 3.13%, 08/31/2027 | 469775000 | 465425912 |
| &nbsp;&nbsp; 3.88%, 11/30/2027 | &nbsp;&nbsp; 3.88%, 11/30/2027 | 54350000 | 54636611 |
| &nbsp;&nbsp; 4.00%, 12/15/2027 | &nbsp;&nbsp; 4.00%, 12/15/2027 | 140000000 | 141148437 |
| &nbsp;&nbsp; 4.25%, 01/15/2028 | &nbsp;&nbsp; 4.25%, 01/15/2028 | 192550000 | 195174997 |
| &nbsp;&nbsp; 3.75%, 04/15/2028 | &nbsp;&nbsp; 3.75%, 04/15/2028 | 556725000 | 558421274 |
| &nbsp;&nbsp; 3.75%, 05/15/2028 | &nbsp;&nbsp; 3.75%, 05/15/2028 | 25825000 | 25907720 |
| &nbsp;&nbsp; 3.63%, 08/15/2028 | &nbsp;&nbsp; 3.63%, 08/15/2028 | 86000000 | 86000000 |
| &nbsp;&nbsp; 1.13%, 08/31/2028 | &nbsp;&nbsp; 1.13%, 08/31/2028 | 392925000 | 365896059 |
| &nbsp;&nbsp; 2.38%, 03/31/2029 | &nbsp;&nbsp; 2.38%, 03/31/2029 | 203800000 | 195281796 |
| &nbsp;&nbsp; 2.75%, 05/31/2029 | &nbsp;&nbsp; 2.75%, 05/31/2029 | 255900000 | 247853145 |
| &nbsp;&nbsp; 3.88%, 12/31/2029 | &nbsp;&nbsp; 3.88%, 12/31/2029 | 483625000 | 486723223 |
| &nbsp;&nbsp; 4.13%, 08/31/2030 | &nbsp;&nbsp; 4.13%, 08/31/2030 | 267950000 | 272440255 |
| &nbsp;&nbsp; 4.38%, 11/30/2030 | &nbsp;&nbsp; 4.38%, 11/30/2030 | 72950000 | 75010268 |
| &nbsp;&nbsp; 4.00%, 01/31/2031 | &nbsp;&nbsp; 4.00%, 01/31/2031 | 330300000 | 333744927 |
| &nbsp;&nbsp; 1.38%, 11/15/2031 | &nbsp;&nbsp; 1.38%, 11/15/2031 | 176500000 | 152769024 |
| &nbsp;&nbsp; 1.88%, 02/15/2032 | &nbsp;&nbsp; 1.88%, 02/15/2032 | 283450000 | 251473297 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | &nbsp;&nbsp; 2.88%, 05/15/2032 | 268225000 | 252173410 |
| &nbsp;&nbsp; 4.00%, 06/30/2032 | &nbsp;&nbsp; 4.00%, 06/30/2032 | 135775000 | 136475090 |
| &nbsp;&nbsp; 3.50%, 02/15/2033 | &nbsp;&nbsp; 3.50%, 02/15/2033 | 305650000 | 296731228 |
| &nbsp;&nbsp; 4.38%, 05/15/2034 | &nbsp;&nbsp; 4.38%, 05/15/2034 | 356850000 | 365102156 |
| &nbsp;&nbsp; 4.63%, 02/15/2035 | &nbsp;&nbsp; 4.63%, 02/15/2035 | 405900000 | 421818891 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $5,448,077,922) | **TOTAL U.S. TREASURY SECURITIES** (Cost $5,448,077,922) | **TOTAL U.S. TREASURY SECURITIES** (Cost $5,448,077,922) | 5523229814 |
| **CORPORATE BONDS - 40.1%** | **CORPORATE BONDS - 40.1%** | **Par** | **Value**  |
| **Financials - 19.9%** | **Financials - 19.9%** | **Financials - 19.9%** | **Financials - 19.9%** |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |
| &nbsp;&nbsp; 1.54% to 06/16/2026 then 1 yr. CMT Rate + 0.80%, 06/16/2027 (Callable 06/16/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.54% to 06/16/2026 then 1 yr. CMT Rate + 0.80%, 06/16/2027 (Callable 06/16/2026) <sup>(a)</sup> | 12550000 | 12303002 |
| &nbsp;&nbsp; 6.34% to 09/18/2026 then 1 yr. CMT Rate + 1.65%, 09/18/2027 (Callable 09/18/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.34% to 09/18/2026 then 1 yr. CMT Rate + 1.65%, 09/18/2027 (Callable 09/18/2026) <sup>(a)</sup> | 5000000 | 5097193 |
| &nbsp;&nbsp; 4.99% to 12/03/2027 then 1 yr. CMT Rate + 0.78%, 12/03/2028 (Callable 12/03/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.99% to 12/03/2027 then 1 yr. CMT Rate + 0.78%, 12/03/2028 (Callable 12/03/2027) <sup>(a)</sup> | 8000000 | 8123792 |
|  AEGON Funding Co. LLC, 5.50%, 04/16/2027 (Callable 03/16/2027) <sup>(a)</sup> | AEGON Funding Co. LLC, 5.50%, 04/16/2027 (Callable 03/16/2027) <sup>(a)</sup> | 10000000 | 10174898 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
| &nbsp;&nbsp; 6.45%, 04/15/2027 (Callable 03/15/2027) | &nbsp;&nbsp; 6.45%, 04/15/2027 (Callable 03/15/2027) | 5399000 | 5567806 |
| &nbsp;&nbsp; 4.63%, 09/10/2029 (Callable 08/10/2029) | &nbsp;&nbsp; 4.63%, 09/10/2029 (Callable 08/10/2029) | 11000000 | 11096383 |
| AIB Group PLC | AIB Group PLC | AIB Group PLC | AIB Group PLC |
| &nbsp;&nbsp; 6.61% to 09/13/2028 then SOFR + 2.33%, 09/13/2029 (Callable 09/13/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.61% to 09/13/2028 then SOFR + 2.33%, 09/13/2029 (Callable 09/13/2028) <sup>(a)</sup> | 11195000 | 11883917 |
| &nbsp;&nbsp; 5.87% to 03/28/2034 then SOFR + 1.91%, 03/28/2035 (Callable 03/28/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.87% to 03/28/2034 then SOFR + 1.91%, 03/28/2035 (Callable 03/28/2034) <sup>(a)</sup> | 16000000 | 16831763 |
|  AIG SunAmerica Global Financing X, 6.90%, 03/15/2032 <sup>(a)</sup> | AIG SunAmerica Global Financing X, 6.90%, 03/15/2032 <sup>(a)</sup> | 14000000 | 15625379 |
|  Aircastle Ltd. / Aircastle Ireland DAC, 5.00%, 09/15/2030 (Callable 08/15/2030) <sup>(a)</sup> | Aircastle Ltd. / Aircastle Ireland DAC, 5.00%, 09/15/2030 (Callable 08/15/2030) <sup>(a)</sup> | 5000000 | 5037436 |
|  Ally Financial, Inc., 5.54% to 01/17/2030 then SOFR + 1.73%, 01/17/2031 (Callable 01/17/2030) | Ally Financial, Inc., 5.54% to 01/17/2030 then SOFR + 1.73%, 01/17/2031 (Callable 01/17/2030) | 4000000 | 4074845 |
|  American International Group, Inc., 5.13%, 03/27/2033 (Callable 12/27/2032) | American International Group, Inc., 5.13%, 03/27/2033 (Callable 12/27/2032) | 1250000 | 1285906 |
|  American National Global Funding, 5.55%, 01/28/2030 <sup>(a)</sup> | American National Global Funding, 5.55%, 01/28/2030 <sup>(a)</sup> | 19092000 | 19666983 |
|  Americold Realty Operating Partnership LP, 5.60%, 05/15/2032 (Callable 03/15/2032) | Americold Realty Operating Partnership LP, 5.60%, 05/15/2032 (Callable 03/15/2032) | 16000000 | 16193723 |
|  AmFam Holdings, Inc., 2.81%, 03/11/2031 (Callable 12/11/2030) <sup>(a)</sup> | AmFam Holdings, Inc., 2.81%, 03/11/2031 (Callable 12/11/2030) <sup>(a)</sup> | 9000000 | 7815958 |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. |
| &nbsp;&nbsp; 6.50%, 02/15/2034 (Callable 11/15/2033) | &nbsp;&nbsp; 6.50%, 02/15/2034 (Callable 11/15/2033) | 13337000 | 14787895 |
| &nbsp;&nbsp; 5.45%, 07/15/2034 (Callable 04/15/2034) | &nbsp;&nbsp; 5.45%, 07/15/2034 (Callable 04/15/2034) | 3663000 | 3793288 |
|  Assurant, Inc., 6.75%, 02/15/2034 | Assurant, Inc., 6.75%, 02/15/2034 | 7182000 | 7957176 |
| Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. |
| &nbsp;&nbsp; 6.74%, 12/08/2032 <sup>(a)</sup> | &nbsp;&nbsp; 6.74%, 12/08/2032 <sup>(a)</sup> | 5000000 | 5529876 |
| &nbsp;&nbsp; 5.82% to 06/18/2035 then 1 yr. CMT Rate + 1.35%, 06/18/2036 (Callable 06/18/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.82% to 06/18/2035 then 1 yr. CMT Rate + 1.35%, 06/18/2036 (Callable 06/18/2035) <sup>(a)</sup> | 8000000 | 8299880 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |
| &nbsp;&nbsp; 6.25%, 04/15/2028 (Callable 03/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 04/15/2028 (Callable 03/15/2028) <sup>(a)</sup> | 15000000 | 15636646 |
| &nbsp;&nbsp; 6.75%, 10/25/2028 (Callable 09/25/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.75%, 10/25/2028 (Callable 09/25/2028) <sup>(a)</sup> | 6850000 | 7285524 |
| &nbsp;&nbsp; 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.38%, 07/15/2029 (Callable 06/15/2029) <sup>(a)</sup> | 4000000 | 4097132 |
| &nbsp;&nbsp; 4.80%, 10/24/2030 (Callable 09/24/2030) <sup>(a)</sup> | &nbsp;&nbsp; 4.80%, 10/24/2030 (Callable 09/24/2030) <sup>(a)</sup> | 5000000 | 4995422 |
| Banco Santander SA | Banco Santander SA | Banco Santander SA | Banco Santander SA |
| &nbsp;&nbsp; 1.72% to 09/14/2026 then 1 yr. CMT Rate + 0.90%, 09/14/2027 (Callable 09/14/2026) | &nbsp;&nbsp; 1.72% to 09/14/2026 then 1 yr. CMT Rate + 0.90%, 09/14/2027 (Callable 09/14/2026) | 4500000 | 4391187 |
| &nbsp;&nbsp; 6.61%, 11/07/2028 | &nbsp;&nbsp; 6.61%, 11/07/2028 | 6600000 | 7056659 |
| &nbsp;&nbsp; 5.54% to 03/14/2029 then 1 yr. CMT Rate + 1.45%, 03/14/2030 (Callable 03/14/2029) | &nbsp;&nbsp; 5.54% to 03/14/2029 then 1 yr. CMT Rate + 1.45%, 03/14/2030 (Callable 03/14/2029) | 4000000 | 4142853 |
| &nbsp;&nbsp; 2.75%, 12/03/2030 | &nbsp;&nbsp; 2.75%, 12/03/2030 | 4000000 | 3629870 |
| &nbsp;&nbsp; 3.23% to 11/22/2031 then 1 yr. CMT Rate + 1.60%, 11/22/2032 (Callable 08/22/2031) | &nbsp;&nbsp; 3.23% to 11/22/2031 then 1 yr. CMT Rate + 1.60%, 11/22/2032 (Callable 08/22/2031) | 2000000 | 1819984 |
| &nbsp;&nbsp; 6.92%, 08/08/2033 | &nbsp;&nbsp; 6.92%, 08/08/2033 | 4000000 | 4448334 |
| &nbsp;&nbsp; 6.35%, 03/14/2034 | &nbsp;&nbsp; 6.35%, 03/14/2034 | 5000000 | 5360537 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | &nbsp;&nbsp; 1.73% to 07/22/2026 then SOFR + 0.96%, 07/22/2027 (Callable 07/22/2026) | 5000000 | 4900143 |
| &nbsp;&nbsp; 3.71% to 04/24/2027 then 3 mo. Term SOFR + 1.77%, 04/24/2028 (Callable 04/24/2027) | &nbsp;&nbsp; 3.71% to 04/24/2027 then 3 mo. Term SOFR + 1.77%, 04/24/2028 (Callable 04/24/2027) | 5050000 | 5017426 |
| &nbsp;&nbsp; 4.38% to 04/27/2027 then SOFR + 1.58%, 04/27/2028 (Callable 04/27/2027) | &nbsp;&nbsp; 4.38% to 04/27/2027 then SOFR + 1.58%, 04/27/2028 (Callable 04/27/2027) | 7675000 | 7702660 |
| &nbsp;&nbsp; 4.95% to 07/22/2027 then SOFR + 2.04%, 07/22/2028 (Callable 07/22/2027) | &nbsp;&nbsp; 4.95% to 07/22/2027 then SOFR + 2.04%, 07/22/2028 (Callable 07/22/2027) | 10000000 | 10143961 |
| &nbsp;&nbsp; 6.20% to 11/10/2027 then SOFR + 1.99%, 11/10/2028 (Callable 11/10/2027) | &nbsp;&nbsp; 6.20% to 11/10/2027 then SOFR + 1.99%, 11/10/2028 (Callable 11/10/2027) | 5000000 | 5210496 |
| &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 (Callable 12/20/2027) | 1712000 | 1685880 |
| &nbsp;&nbsp; 3.97% to 03/05/2028 then 3 mo. Term SOFR + 1.33%, 03/05/2029 (Callable 03/05/2028) | &nbsp;&nbsp; 3.97% to 03/05/2028 then 3 mo. Term SOFR + 1.33%, 03/05/2029 (Callable 03/05/2028) | 10918000 | 10864917 |
| &nbsp;&nbsp; 2.09% to 06/14/2028 then SOFR + 1.06%, 06/14/2029 (Callable 06/14/2028) | &nbsp;&nbsp; 2.09% to 06/14/2028 then SOFR + 1.06%, 06/14/2029 (Callable 06/14/2028) | 4350000 | 4120442 |
| &nbsp;&nbsp; 4.27% to 07/23/2028 then 3 mo. Term SOFR + 1.57%, 07/23/2029 (Callable 07/23/2028) | &nbsp;&nbsp; 4.27% to 07/23/2028 then 3 mo. Term SOFR + 1.57%, 07/23/2029 (Callable 07/23/2028) | 5295000 | 5313324 |
| &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | &nbsp;&nbsp; 2.97% to 02/04/2032 then SOFR + 1.33%, 02/04/2033 (Callable 02/04/2032) | 3750000 | 3414887 |
| &nbsp;&nbsp; 5.29% to 04/25/2033 then SOFR + 1.91%, 04/25/2034 (Callable 04/25/2033) | &nbsp;&nbsp; 5.29% to 04/25/2033 then SOFR + 1.91%, 04/25/2034 (Callable 04/25/2033) | 10650000 | 11018699 |
| Bank of Ireland Group PLC | Bank of Ireland Group PLC | Bank of Ireland Group PLC | Bank of Ireland Group PLC |
| &nbsp;&nbsp; 2.03% to 09/30/2026 then 1 yr. CMT Rate + 1.10%, 09/30/2027 (Callable 09/30/2026) <sup>(a)</sup> | &nbsp;&nbsp; 2.03% to 09/30/2026 then 1 yr. CMT Rate + 1.10%, 09/30/2027 (Callable 09/30/2026) <sup>(a)</sup> | 11243000 | 10987537 |
| &nbsp;&nbsp; 5.60% (SOFR + 1.62%), 03/20/2030 (Callable 03/20/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.60% (SOFR + 1.62%), 03/20/2030 (Callable 03/20/2029) <sup>(a)</sup> | 24407000 | 25311384 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal | Bank of Montreal |
| &nbsp;&nbsp; 5.00% to 01/27/2028 then SOFR + 0.67%, 01/27/2029 (Callable 01/27/2028) | &nbsp;&nbsp; 5.00% to 01/27/2028 then SOFR + 0.67%, 01/27/2029 (Callable 01/27/2028) | 3500000 | 3568145 |
| &nbsp;&nbsp; 3.09% to 01/10/2032 then 5 yr. CMT Rate + 1.40%, 01/10/2037 (Callable 01/10/2032) | &nbsp;&nbsp; 3.09% to 01/10/2032 then 5 yr. CMT Rate + 1.40%, 01/10/2037 (Callable 01/10/2032) | 3000000 | 2670439 |
| Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia |
| &nbsp;&nbsp; 5.25%, 06/12/2028 | &nbsp;&nbsp; 5.25%, 06/12/2028 | 5000000 | 5157316 |
| &nbsp;&nbsp; 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 (Callable 02/14/2028) | &nbsp;&nbsp; 4.93% to 02/14/2028 then SOFR + 0.89%, 02/14/2029 (Callable 02/14/2028) | 15000000 | 15252739 |
| &nbsp;&nbsp; 4.59% to 05/04/2032 then 5 yr. CMT Rate + 2.05%, 05/04/2037 (Callable 02/04/2032) | &nbsp;&nbsp; 4.59% to 05/04/2032 then 5 yr. CMT Rate + 2.05%, 05/04/2037 (Callable 02/04/2032) | 2371000 | 2294506 |
| Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA | Banque Federative du Credit Mutuel SA |
| &nbsp;&nbsp; 4.75%, 07/13/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.75%, 07/13/2027 <sup>(a)</sup> | 14850000 | 15011395 |
| &nbsp;&nbsp; 5.79%, 07/13/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.79%, 07/13/2028 <sup>(a)</sup> | 2500000 | 2603044 |
| Barclays PLC | Barclays PLC | Barclays PLC | Barclays PLC |
| &nbsp;&nbsp; 4.34%, 01/10/2028 (Callable 01/08/2027) | &nbsp;&nbsp; 4.34%, 01/10/2028 (Callable 01/08/2027) | 8790000 | 8791285 |
| &nbsp;&nbsp; 5.09% to 02/25/2028 then SOFR + 0.96%, 02/25/2029 (Callable 02/25/2028) | &nbsp;&nbsp; 5.09% to 02/25/2028 then SOFR + 0.96%, 02/25/2029 (Callable 02/25/2028) | 10000000 | 10179625 |
| &nbsp;&nbsp; 5.37% to 02/25/2030 then SOFR + 1.23%, 02/25/2031 (Callable 02/25/2030) | &nbsp;&nbsp; 5.37% to 02/25/2030 then SOFR + 1.23%, 02/25/2031 (Callable 02/25/2030) | 10000000 | 10311526 |
| &nbsp;&nbsp; 6.22% to 05/09/2033 then SOFR + 2.98%, 05/09/2034 (Callable 05/09/2033) | &nbsp;&nbsp; 6.22% to 05/09/2033 then SOFR + 2.98%, 05/09/2034 (Callable 05/09/2033) | 6500000 | 6992563 |
| &nbsp;&nbsp; 6.69% to 09/13/2033 then SOFR + 2.62%, 09/13/2034 (Callable 09/13/2033) | &nbsp;&nbsp; 6.69% to 09/13/2033 then SOFR + 2.62%, 09/13/2034 (Callable 09/13/2033) | 8100000 | 8961870 |
| &nbsp;&nbsp; 5.34% to 09/10/2034 then SOFR + 1.91%, 09/10/2035 (Callable 09/10/2034) | &nbsp;&nbsp; 5.34% to 09/10/2034 then SOFR + 1.91%, 09/10/2035 (Callable 09/10/2034) | 10000000 | 10144368 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |
| &nbsp;&nbsp; 4.38%, 05/12/2026 <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 05/12/2026 <sup>(a)</sup> | 8288000 | 8272363 |
| &nbsp;&nbsp; 4.79% to 05/09/2028 then SOFR + 1.45%, 05/09/2029 (Callable 05/09/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.79% to 05/09/2028 then SOFR + 1.45%, 05/09/2029 (Callable 05/09/2028) <sup>(a)</sup> | 15000000 | 15139698 |
| &nbsp;&nbsp; 5.34% (1 yr. CMT Rate + 1.50%), 06/12/2029 (Callable 06/12/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.34% (1 yr. CMT Rate + 1.50%), 06/12/2029 (Callable 06/12/2028) <sup>(a)</sup> | 5000000 | 5136640 |
| &nbsp;&nbsp; 2.16% to 09/15/2028 then SOFR + 1.22%, 09/15/2029 (Callable 09/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 2.16% to 09/15/2028 then SOFR + 1.22%, 09/15/2029 (Callable 09/15/2028) <sup>(a)</sup> | 2000000 | 1875775 |
| &nbsp;&nbsp; 5.18% to 01/09/2029 then SOFR + 1.52%, 01/09/2030 (Callable 01/09/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.18% to 01/09/2029 then SOFR + 1.52%, 01/09/2030 (Callable 01/09/2029) <sup>(a)</sup> | 4625000 | 4744722 |
| &nbsp;&nbsp; 2.87% to 04/19/2031 then 3 mo. Term SOFR + 1.39%, 04/19/2032 (Callable 04/19/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.87% to 04/19/2031 then 3 mo. Term SOFR + 1.39%, 04/19/2032 (Callable 04/19/2031) <sup>(a)</sup> | 5000000 | 4542381 |
| &nbsp;&nbsp; 3.13% to 01/20/2032 then SOFR + 1.56%, 01/20/2033 (Callable 01/20/2032) <sup>(a)</sup> | &nbsp;&nbsp; 3.13% to 01/20/2032 then SOFR + 1.56%, 01/20/2033 (Callable 01/20/2032) <sup>(a)</sup> | 7000000 | 6370402 |
| BPCE SA | BPCE SA | BPCE SA | BPCE SA |
| &nbsp;&nbsp; 4.88%, 04/01/2026 <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 04/01/2026 <sup>(a)</sup> | 3386000 | 3389790 |
| &nbsp;&nbsp; 6.71% to 10/19/2028 then SOFR + 2.27%, 10/19/2029 (Callable 10/19/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.71% to 10/19/2028 then SOFR + 2.27%, 10/19/2029 (Callable 10/19/2028) <sup>(a)</sup> | 5000000 | 5307996 |
| &nbsp;&nbsp; 5.88% to 01/14/2030 then SOFR + 1.68%, 01/14/2031 (Callable 01/14/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.88% to 01/14/2030 then SOFR + 1.68%, 01/14/2031 (Callable 01/14/2030) <sup>(a)</sup> | 3000000 | 3133136 |
| &nbsp;&nbsp; 5.39% to 05/28/2030 then SOFR + 1.58%, 05/28/2031 (Callable 05/28/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.39% to 05/28/2030 then SOFR + 1.58%, 05/28/2031 (Callable 05/28/2030) <sup>(a)</sup> | 15000000 | 15389165 |
| &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.12% to 10/19/2031 then SOFR + 1.73%, 10/19/2032 (Callable 10/19/2031) <sup>(a)</sup> | 11500000 | 10194859 |
| &nbsp;&nbsp; 5.75% to 07/19/2032 then SOFR + 2.87%, 07/19/2033 (Callable 07/19/2032) <sup>(a)</sup> | &nbsp;&nbsp; 5.75% to 07/19/2032 then SOFR + 2.87%, 07/19/2033 (Callable 07/19/2032) <sup>(a)</sup> | 6200000 | 6444419 |
| &nbsp;&nbsp; 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 (Callable 01/18/2034) <sup>(a)</sup> | &nbsp;&nbsp; 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 (Callable 01/18/2034) <sup>(a)</sup> | 4000000 | 4250224 |
| &nbsp;&nbsp; 5.94% to 05/30/2034 then SOFR + 1.85%, 05/30/2035 (Callable 05/30/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.94% to 05/30/2034 then SOFR + 1.85%, 05/30/2035 (Callable 05/30/2034) <sup>(a)</sup> | 5000000 | 5237285 |
| Brown & Brown, Inc. | Brown & Brown, Inc. | Brown & Brown, Inc. | Brown & Brown, Inc. |
| &nbsp;&nbsp; 4.50%, 03/15/2029 (Callable 12/15/2028) | &nbsp;&nbsp; 4.50%, 03/15/2029 (Callable 12/15/2028) | 8747000 | 8765199 |
| &nbsp;&nbsp; 2.38%, 03/15/2031 (Callable 12/15/2030) | &nbsp;&nbsp; 2.38%, 03/15/2031 (Callable 12/15/2030) | 3500000 | 3113998 |
| &nbsp;&nbsp; 4.20%, 03/17/2032 (Callable 12/17/2031) | &nbsp;&nbsp; 4.20%, 03/17/2032 (Callable 12/17/2031) | 10000000 | 9648578 |
| Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |
| &nbsp;&nbsp; 5.24%, 06/28/2027 | &nbsp;&nbsp; 5.24%, 06/28/2027 | 1475000 | 1504410 |
| &nbsp;&nbsp; 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | &nbsp;&nbsp; 5.25% to 01/13/2030 then SOFR + 1.11%, 01/13/2031 (Callable 01/13/2030) | 5175000 | 5343689 |
| &nbsp;&nbsp; 4.58% to 09/08/2030 then SOFR + 1.17%, 09/08/2031 (Callable 09/08/2030) | &nbsp;&nbsp; 4.58% to 09/08/2030 then SOFR + 1.17%, 09/08/2031 (Callable 09/08/2030) | 4350000 | 4364290 |
| &nbsp;&nbsp; 6.09%, 10/03/2033 (Callable 07/03/2033) | &nbsp;&nbsp; 6.09%, 10/03/2033 (Callable 07/03/2033) | 13375000 | 14553940 |
|  Cantor Fitzgerald LP, 4.50%, 04/14/2027 (Callable 01/14/2027) <sup>(a)</sup> | Cantor Fitzgerald LP, 4.50%, 04/14/2027 (Callable 01/14/2027) <sup>(a)</sup> | 5000000 | 4960202 |
| Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. | Capital One Financial Corp. |
| &nbsp;&nbsp; 3.65%, 05/11/2027 (Callable 04/11/2027) | &nbsp;&nbsp; 3.65%, 05/11/2027 (Callable 04/11/2027) | 3275000 | 3248928 |
| &nbsp;&nbsp; 5.47% to 02/01/2028 then SOFR + 2.08%, 02/01/2029 (Callable 02/01/2028) | &nbsp;&nbsp; 5.47% to 02/01/2028 then SOFR + 2.08%, 02/01/2029 (Callable 02/01/2028) | 3000000 | 3076540 |
| &nbsp;&nbsp; 7.62% to 10/30/2030 then SOFR + 3.07%, 10/30/2031 (Callable 10/30/2030) | &nbsp;&nbsp; 7.62% to 10/30/2030 then SOFR + 3.07%, 10/30/2031 (Callable 10/30/2030) | 12000000 | 13571911 |
| &nbsp;&nbsp; 6.70%, 11/29/2032 (Callable 08/29/2032) | &nbsp;&nbsp; 6.70%, 11/29/2032 (Callable 08/29/2032) | 6275000 | 6922752 |
| &nbsp;&nbsp; 7.96% to 11/02/2033 then SOFR + 3.37%, 11/02/2034 (Callable 11/02/2033) | &nbsp;&nbsp; 7.96% to 11/02/2033 then SOFR + 3.37%, 11/02/2034 (Callable 11/02/2033) | 5000000 | 5911655 |
| Capital One NA | Capital One NA | Capital One NA | Capital One NA |
| &nbsp;&nbsp; 5.97% to 08/09/2028 then 5 yr. Mid Swap Rate USD + 1.73%, 08/09/2028 | &nbsp;&nbsp; 5.97% to 08/09/2028 then 5 yr. Mid Swap Rate USD + 1.73%, 08/09/2028 | 6529000 | 6760626 |
| &nbsp;&nbsp; 4.65%, 09/13/2028 (Callable 06/13/2028) | &nbsp;&nbsp; 4.65%, 09/13/2028 (Callable 06/13/2028) | 10000000 | 10120005 |
| Centene Corp. | Centene Corp. | Centene Corp. | Centene Corp. |
| &nbsp;&nbsp; 2.45%, 07/15/2028 (Callable 05/15/2028) | &nbsp;&nbsp; 2.45%, 07/15/2028 (Callable 05/15/2028) | 5450000 | 5064320 |
| &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 10/31/2025) | &nbsp;&nbsp; 4.63%, 12/15/2029 (Callable 10/31/2025) | 7390000 | 7163690 |
| &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 10/16/2025) | &nbsp;&nbsp; 3.38%, 02/15/2030 (Callable 10/16/2025) | 16000000 | 14714991 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 (Callable 01/10/2027) | &nbsp;&nbsp; 3.89% to 01/10/2027 then 3 mo. Term SOFR + 1.82%, 01/10/2028 (Callable 01/10/2027) | 14000000 | 13942847 |
| &nbsp;&nbsp; 3.52% to 10/27/2027 then 3 mo. Term SOFR + 1.41%, 10/27/2028 (Callable 10/27/2027) | &nbsp;&nbsp; 3.52% to 10/27/2027 then 3 mo. Term SOFR + 1.41%, 10/27/2028 (Callable 10/27/2027) | 3000000 | 2960024 |
| &nbsp;&nbsp; 4.79% to 03/04/2028 then SOFR + 0.87%, 03/04/2029 (Callable 03/04/2028) | &nbsp;&nbsp; 4.79% to 03/04/2028 then SOFR + 0.87%, 03/04/2029 (Callable 03/04/2028) | 16500000 | 16712523 |
| &nbsp;&nbsp; 5.17% to 02/13/2029 then SOFR + 1.36%, 02/13/2030 (Callable 02/13/2029) | &nbsp;&nbsp; 5.17% to 02/13/2029 then SOFR + 1.36%, 02/13/2030 (Callable 02/13/2029) | 5000000 | 5129077 |
| &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | &nbsp;&nbsp; 4.95% to 05/07/2030 then SOFR + 1.46%, 05/07/2031 (Callable 05/07/2030) | 10000000 | 10190014 |
| &nbsp;&nbsp; 2.57% to 06/03/2030 then SOFR + 2.11%, 06/03/2031 (Callable 06/03/2030) | &nbsp;&nbsp; 2.57% to 06/03/2030 then SOFR + 2.11%, 06/03/2031 (Callable 06/03/2030) | 11000000 | 10120975 |
| &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | &nbsp;&nbsp; 4.50% to 09/11/2030 then SOFR + 1.17%, 09/11/2031 (Callable 09/11/2030) | 7000000 | 7003784 |
| &nbsp;&nbsp; 3.06% to 01/25/2032 then SOFR + 1.35%, 01/25/2033 (Callable 01/25/2032) | &nbsp;&nbsp; 3.06% to 01/25/2032 then SOFR + 1.35%, 01/25/2033 (Callable 01/25/2032) | 10000000 | 9103805 |
| &nbsp;&nbsp; 3.79% to 03/17/2032 then SOFR + 1.94%, 03/17/2033 (Callable 03/17/2032) | &nbsp;&nbsp; 3.79% to 03/17/2032 then SOFR + 1.94%, 03/17/2033 (Callable 03/17/2032) | 7425000 | 7053624 |
| &nbsp;&nbsp; 6.27% to 11/17/2032 then SOFR + 2.34%, 11/17/2033 (Callable 11/17/2032) | &nbsp;&nbsp; 6.27% to 11/17/2032 then SOFR + 2.34%, 11/17/2033 (Callable 11/17/2032) | 5000000 | 5456829 |
| Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. |
| &nbsp;&nbsp; 2.85%, 07/27/2026 (Callable 04/27/2026) | &nbsp;&nbsp; 2.85%, 07/27/2026 (Callable 04/27/2026) | 300000 | 296708 |
| &nbsp;&nbsp; 5.84% to 01/23/2029 then SOFR + 2.01%, 01/23/2030 (Callable 01/23/2029) | &nbsp;&nbsp; 5.84% to 01/23/2029 then SOFR + 2.01%, 01/23/2030 (Callable 01/23/2029) | 7500000 | 7817124 |
| &nbsp;&nbsp; 6.65% to 04/25/2034 then SOFR + 2.33%, 04/25/2035 (Callable 04/25/2034) | &nbsp;&nbsp; 6.65% to 04/25/2034 then SOFR + 2.33%, 04/25/2035 (Callable 04/25/2034) | 3000000 | 3300929 |
| CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. | CNA Financial Corp. |
| &nbsp;&nbsp; 2.05%, 08/15/2030 (Callable 05/15/2030) | &nbsp;&nbsp; 2.05%, 08/15/2030 (Callable 05/15/2030) | 4875000 | 4351944 |
| &nbsp;&nbsp; 5.13%, 02/15/2034 (Callable 11/15/2033) | &nbsp;&nbsp; 5.13%, 02/15/2034 (Callable 11/15/2033) | 3300000 | 3330092 |
| CNO Global Funding | CNO Global Funding | CNO Global Funding | CNO Global Funding |
| &nbsp;&nbsp; 4.38%, 09/08/2028 <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 09/08/2028 <sup>(a)</sup> | 10000000 | 10004194 |
| &nbsp;&nbsp; 2.65%, 01/06/2029 <sup>(a)</sup> | &nbsp;&nbsp; 2.65%, 01/06/2029 <sup>(a)</sup> | 15000000 | 14189012 |
| &nbsp;&nbsp; 4.95%, 09/09/2029 <sup>(a)</sup> | &nbsp;&nbsp; 4.95%, 09/09/2029 <sup>(a)</sup> | 5000000 | 5099450 |
| Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia |
| &nbsp;&nbsp; 2.69%, 03/11/2031 <sup>(a)</sup> | &nbsp;&nbsp; 2.69%, 03/11/2031 <sup>(a)</sup> | 22000000 | 19902212 |
| &nbsp;&nbsp; 3.78%, 03/14/2032 <sup>(a)</sup> | &nbsp;&nbsp; 3.78%, 03/14/2032 <sup>(a)</sup> | 20000000 | 18928927 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |
| &nbsp;&nbsp; 3.65% to 04/06/2027 then 1 yr. CMT Rate + 1.22%, 04/06/2028 (Callable 04/06/2027) <sup>(a)</sup> | &nbsp;&nbsp; 3.65% to 04/06/2027 then 1 yr. CMT Rate + 1.22%, 04/06/2028 (Callable 04/06/2027) <sup>(a)</sup> | 7700000 | 7643156 |
| &nbsp;&nbsp; 4.66% to 08/22/2027 then 1 yr. CMT Rate + 1.75%, 08/22/2028 (Callable 08/22/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.66% to 08/22/2027 then 1 yr. CMT Rate + 1.75%, 08/22/2028 (Callable 08/22/2027) <sup>(a)</sup> | 2730000 | 2752904 |
|  Corebridge Financial, Inc., 3.85%, 04/05/2029 (Callable 02/05/2029) | Corebridge Financial, Inc., 3.85%, 04/05/2029 (Callable 02/05/2029) | 13825000 | 13612487 |
| Corebridge Global Funding | Corebridge Global Funding | Corebridge Global Funding | Corebridge Global Funding |
| &nbsp;&nbsp; 5.20%, 06/24/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.20%, 06/24/2029 <sup>(a)</sup> | 3000000 | 3079813 |
| &nbsp;&nbsp; 4.90%, 08/21/2032 <sup>(a)</sup> | &nbsp;&nbsp; 4.90%, 08/21/2032 <sup>(a)</sup> | 11075000 | 11124305 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |
| &nbsp;&nbsp; 5.23% to 01/09/2028 then SOFR + 1.13%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.23% to 01/09/2028 then SOFR + 1.13%, 01/09/2029 (Callable 01/09/2028) <sup>(a)</sup> | 3000000 | 3057552 |
| &nbsp;&nbsp; 6.32% to 10/03/2028 then SOFR + 1.86%, 10/03/2029 (Callable 10/03/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.32% to 10/03/2028 then SOFR + 1.86%, 10/03/2029 (Callable 10/03/2028) <sup>(a)</sup> | 14250000 | 15022776 |
| &nbsp;&nbsp; 6.25% to 01/10/2034 then SOFR + 2.67%, 01/10/2035 (Callable 01/10/2034) <sup>(a)</sup> | &nbsp;&nbsp; 6.25% to 01/10/2034 then SOFR + 2.67%, 01/10/2035 (Callable 01/10/2034) <sup>(a)</sup> | 7500000 | 7913941 |
| Danske Bank AS | Danske Bank AS | Danske Bank AS | Danske Bank AS |
| &nbsp;&nbsp; 4.30% to 04/01/2027 then 1 yr. CMT Rate + 1.75%, 04/01/2028 (Callable 04/01/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.30% to 04/01/2027 then 1 yr. CMT Rate + 1.75%, 04/01/2028 (Callable 04/01/2027) <sup>(a)</sup> | 25000000 | 25023207 |
| &nbsp;&nbsp; 5.71% to 03/01/2029 then 1 yr. CMT Rate + 1.40%, 03/01/2030 (Callable 03/01/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.71% to 03/01/2029 then 1 yr. CMT Rate + 1.40%, 03/01/2030 (Callable 03/01/2029) <sup>(a)</sup> | 12650000 | 13161362 |
| &nbsp;&nbsp; 5.02% to 03/04/2030 then 1 yr. CMT Rate + 0.93%, 03/04/2031 (Callable 03/04/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.02% to 03/04/2030 then 1 yr. CMT Rate + 0.93%, 03/04/2031 (Callable 03/04/2030) <sup>(a)</sup> | 8200000 | 8354955 |
| Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY |
| &nbsp;&nbsp; 7.15% to 07/13/2026 then SOFR + 2.52%, 07/13/2027 (Callable 07/13/2026) | &nbsp;&nbsp; 7.15% to 07/13/2026 then SOFR + 2.52%, 07/13/2027 (Callable 07/13/2026) | 10000000 | 10214020 |
| &nbsp;&nbsp; 2.31% to 11/16/2026 then SOFR + 1.22%, 11/16/2027 (Callable 11/16/2026) | &nbsp;&nbsp; 2.31% to 11/16/2026 then SOFR + 1.22%, 11/16/2027 (Callable 11/16/2026) | 3800000 | 3716865 |
| &nbsp;&nbsp; 6.72% to 01/18/2028 then SOFR + 3.18%, 01/18/2029 (Callable 01/18/2028) | &nbsp;&nbsp; 6.72% to 01/18/2028 then SOFR + 3.18%, 01/18/2029 (Callable 01/18/2028) | 15860000 | 16655205 |
| &nbsp;&nbsp; 6.82% to 11/20/2028 then SOFR + 2.51%, 11/20/2029 (Callable 11/20/2028) | &nbsp;&nbsp; 6.82% to 11/20/2028 then SOFR + 2.51%, 11/20/2029 (Callable 11/20/2028) | 5000000 | 5348293 |
| &nbsp;&nbsp; 5.30% to 05/09/2030 then SOFR + 1.72%, 05/09/2031 (Callable 05/09/2030) | &nbsp;&nbsp; 5.30% to 05/09/2030 then SOFR + 1.72%, 05/09/2031 (Callable 05/09/2030) | 2840000 | 2909192 |
| &nbsp;&nbsp; 4.95% to 08/04/2030 then SOFR + 1.30%, 08/04/2031 (Callable 08/04/2030) | &nbsp;&nbsp; 4.95% to 08/04/2030 then SOFR + 1.30%, 08/04/2031 (Callable 08/04/2030) | 5000000 | 5047284 |
| &nbsp;&nbsp; 3.73% to 01/14/2031 then SOFR + 2.76%, 01/14/2032 (Callable 10/14/2030) | &nbsp;&nbsp; 3.73% to 01/14/2031 then SOFR + 2.76%, 01/14/2032 (Callable 10/14/2030) | 4000000 | 3751178 |
| &nbsp;&nbsp; 3.04% to 05/28/2031 then SOFR + 1.72%, 05/28/2032 (Callable 05/28/2031) | &nbsp;&nbsp; 3.04% to 05/28/2031 then SOFR + 1.72%, 05/28/2032 (Callable 05/28/2031) | 5000000 | 4567434 |
| &nbsp;&nbsp; 3.74% to 01/07/2032 then SOFR + 2.26%, 01/07/2033 (Callable 10/07/2031) | &nbsp;&nbsp; 3.74% to 01/07/2032 then SOFR + 2.26%, 01/07/2033 (Callable 10/07/2031) | 5000000 | 4605314 |
|  EQT AB, 5.85%, 05/08/2035 (Callable 02/08/2035) <sup>(a)</sup> | EQT AB, 5.85%, 05/08/2035 (Callable 02/08/2035) <sup>(a)</sup> | 5175000 | 5343603 |
|  Equitable Holdings, Inc., 4.57%, 02/15/2029 (Callable 11/15/2028) <sup>(a)</sup> | Equitable Holdings, Inc., 4.57%, 02/15/2029 (Callable 11/15/2028) <sup>(a)</sup> | 1284000 | 1289429 |
|  Essential Properties LP, 5.40%, 12/01/2035 (Callable 09/01/2035) | Essential Properties LP, 5.40%, 12/01/2035 (Callable 09/01/2035) | 7975000 | 8004921 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| &nbsp;&nbsp; 3.88%, 12/15/2027 (Callable 09/15/2027) | &nbsp;&nbsp; 3.88%, 12/15/2027 (Callable 09/15/2027) | 8000000 | 7947412 |
| &nbsp;&nbsp; 4.00%, 06/15/2029 (Callable 03/15/2029) | &nbsp;&nbsp; 4.00%, 06/15/2029 (Callable 03/15/2029) | 1500000 | 1484620 |
| &nbsp;&nbsp; 5.50%, 07/01/2030 (Callable 05/01/2030) | &nbsp;&nbsp; 5.50%, 07/01/2030 (Callable 05/01/2030) | 7000000 | 7298025 |
| &nbsp;&nbsp; 5.35%, 01/15/2035 (Callable 10/15/2034) | &nbsp;&nbsp; 5.35%, 01/15/2035 (Callable 10/15/2034) | 6475000 | 6599260 |
| Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec |
| &nbsp;&nbsp; 4.55%, 08/23/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.55%, 08/23/2027 <sup>(a)</sup> | 3000000 | 3030196 |
| &nbsp;&nbsp; 5.70%, 03/14/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 03/14/2028 <sup>(a)</sup> | 3275000 | 3394428 |
| &nbsp;&nbsp; 5.25%, 04/26/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 04/26/2029 <sup>(a)</sup> | 9300000 | 9625726 |
| Fifth Third Bancorp | Fifth Third Bancorp | Fifth Third Bancorp | Fifth Third Bancorp |
| &nbsp;&nbsp; 6.34% to 07/27/2028 then SOFR + 2.34%, 07/27/2029 (Callable 07/27/2028) | &nbsp;&nbsp; 6.34% to 07/27/2028 then SOFR + 2.34%, 07/27/2029 (Callable 07/27/2028) | 5000000 | 5268325 |
| &nbsp;&nbsp; 4.77% to 07/28/2029 then SOFR + 2.13%, 07/28/2030 (Callable 07/28/2029) | &nbsp;&nbsp; 4.77% to 07/28/2029 then SOFR + 2.13%, 07/28/2030 (Callable 07/28/2029) | 3000000 | 3033725 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 1.95% to 10/21/2026 then SOFR + 0.91%, 10/21/2027 (Callable 10/21/2026) | &nbsp;&nbsp; 1.95% to 10/21/2026 then SOFR + 0.91%, 10/21/2027 (Callable 10/21/2026) | 15700000 | 15330489 |
| &nbsp;&nbsp; 2.64% to 02/24/2027 then SOFR + 1.11%, 02/24/2028 (Callable 02/24/2027) | &nbsp;&nbsp; 2.64% to 02/24/2027 then SOFR + 1.11%, 02/24/2028 (Callable 02/24/2027) | 2000000 | 1957945 |
| &nbsp;&nbsp; 3.62% to 03/15/2027 then SOFR + 1.85%, 03/15/2028 (Callable 03/15/2027) | &nbsp;&nbsp; 3.62% to 03/15/2027 then SOFR + 1.85%, 03/15/2028 (Callable 03/15/2027) | 26125000 | 25929066 |
| &nbsp;&nbsp; 3.69% to 06/05/2027 then 3 mo. Term SOFR + 1.77%, 06/05/2028 (Callable 06/05/2027) | &nbsp;&nbsp; 3.69% to 06/05/2027 then 3 mo. Term SOFR + 1.77%, 06/05/2028 (Callable 06/05/2027) | 5025000 | 4988860 |
| &nbsp;&nbsp; 4.22% to 05/01/2028 then 3 mo. Term SOFR + 1.56%, 05/01/2029 (Callable 05/01/2028) | &nbsp;&nbsp; 4.22% to 05/01/2028 then 3 mo. Term SOFR + 1.56%, 05/01/2029 (Callable 05/01/2028) | 18100000 | 18121119 |
| &nbsp;&nbsp; 5.05% to 07/23/2029 then SOFR + 1.21%, 07/23/2030 (Callable 07/23/2029) | &nbsp;&nbsp; 5.05% to 07/23/2029 then SOFR + 1.21%, 07/23/2030 (Callable 07/23/2029) | 4975000 | 5099690 |
| &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 (Callable 04/23/2030) | &nbsp;&nbsp; 5.22% to 04/23/2030 then SOFR + 1.58%, 04/23/2031 (Callable 04/23/2030) | 5000000 | 5170528 |
| &nbsp;&nbsp; 2.38% to 07/21/2031 then SOFR + 1.25%, 07/21/2032 (Callable 07/21/2031) | &nbsp;&nbsp; 2.38% to 07/21/2031 then SOFR + 1.25%, 07/21/2032 (Callable 07/21/2031) | 5000000 | 4462494 |
| Guardian Life Global Funding | Guardian Life Global Funding | Guardian Life Global Funding | Guardian Life Global Funding |
| &nbsp;&nbsp; 5.55%, 10/28/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 10/28/2027 <sup>(a)</sup> | 15300000 | 15777902 |
| &nbsp;&nbsp; 5.74%, 10/02/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.74%, 10/02/2028 <sup>(a)</sup> | 22200000 | 23208416 |
| &nbsp;&nbsp; 4.33%, 10/06/2030 <sup>(a)</sup> | &nbsp;&nbsp; 4.33%, 10/06/2030 <sup>(a)</sup> | 20100000 | 20128259 |
|  Hanover Insurance Group, Inc., 5.50%, 09/01/2035 (Callable 06/01/2035) | Hanover Insurance Group, Inc., 5.50%, 09/01/2035 (Callable 06/01/2035) | 4000000 | 4047151 |
|  Hartford Insurance Group, Inc., 2.80%, 08/19/2029 (Callable 05/19/2029) | Hartford Insurance Group, Inc., 2.80%, 08/19/2029 (Callable 05/19/2029) | 4925000 | 4658662 |
| Health Care Service Corp. A Mutual Legal Reserve Co. | Health Care Service Corp. A Mutual Legal Reserve Co. | Health Care Service Corp. A Mutual Legal Reserve Co. | Health Care Service Corp. A Mutual Legal Reserve Co. |
| &nbsp;&nbsp; 2.20%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.20%, 06/01/2030 (Callable 03/01/2030) <sup>(a)</sup> | 10275000 | 9289522 |
| &nbsp;&nbsp; 5.45%, 06/15/2034 (Callable 03/15/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.45%, 06/15/2034 (Callable 03/15/2034) <sup>(a)</sup> | 7500000 | 7702497 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |
| &nbsp;&nbsp; 5.89% to 08/14/2026 then SOFR + 1.57%, 08/14/2027 (Callable 08/14/2026) | &nbsp;&nbsp; 5.89% to 08/14/2026 then SOFR + 1.57%, 08/14/2027 (Callable 08/14/2026) | 15000000 | 15201968 |
| &nbsp;&nbsp; 2.01% to 09/22/2027 then SOFR + 1.73%, 09/22/2028 (Callable 09/22/2027) | &nbsp;&nbsp; 2.01% to 09/22/2027 then SOFR + 1.73%, 09/22/2028 (Callable 09/22/2027) | 7500000 | 7185173 |
| &nbsp;&nbsp; 5.13% to 11/19/2027 then SOFR + 1.04%, 11/19/2028 (Callable 11/19/2027) | &nbsp;&nbsp; 5.13% to 11/19/2027 then SOFR + 1.04%, 11/19/2028 (Callable 11/19/2027) | 23620000 | 24041068 |
| &nbsp;&nbsp; 4.90% to 03/03/2028 then SOFR + 1.03%, 03/03/2029 (Callable 03/03/2028) | &nbsp;&nbsp; 4.90% to 03/03/2028 then SOFR + 1.03%, 03/03/2029 (Callable 03/03/2028) | 5000000 | 5072604 |
| &nbsp;&nbsp; 4.58% to 06/19/2028 then 3 mo. Term SOFR + 1.80%, 06/19/2029 (Callable 06/19/2028) | &nbsp;&nbsp; 4.58% to 06/19/2028 then 3 mo. Term SOFR + 1.80%, 06/19/2029 (Callable 06/19/2028) | 10000000 | 10070740 |
| &nbsp;&nbsp; 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | &nbsp;&nbsp; 2.21% to 08/17/2028 then SOFR + 1.29%, 08/17/2029 (Callable 08/17/2028) | 5000000 | 4719693 |
| &nbsp;&nbsp; 3.97% to 05/22/2029 then 3 mo. Term SOFR + 1.87%, 05/22/2030 (Callable 05/22/2029) | &nbsp;&nbsp; 3.97% to 05/22/2029 then 3 mo. Term SOFR + 1.87%, 05/22/2030 (Callable 05/22/2029) | 1750000 | 1723506 |
| &nbsp;&nbsp; 2.80% to 05/24/2031 then SOFR + 1.19%, 05/24/2032 (Callable 05/24/2031) | &nbsp;&nbsp; 2.80% to 05/24/2031 then SOFR + 1.19%, 05/24/2032 (Callable 05/24/2031) | 5000000 | 4531995 |
| &nbsp;&nbsp; 5.79% to 05/13/2035 then SOFR + 1.88%, 05/13/2036 (Callable 05/13/2035) | &nbsp;&nbsp; 5.79% to 05/13/2035 then SOFR + 1.88%, 05/13/2036 (Callable 05/13/2035) | 4000000 | 4220077 |
|  Humana, Inc., 5.38%, 04/15/2031 (Callable 02/15/2031) | Humana, Inc., 5.38%, 04/15/2031 (Callable 02/15/2031) | 14100000 | 14503412 |
| Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH | Huntington Bancshares, Inc./OH |
| &nbsp;&nbsp; 4.44% to 08/04/2027 then SOFR + 1.97%, 08/04/2028 (Callable 08/04/2027) | &nbsp;&nbsp; 4.44% to 08/04/2027 then SOFR + 1.97%, 08/04/2028 (Callable 08/04/2027) | 4837000 | 4858117 |
| &nbsp;&nbsp; 6.21% to 08/21/2028 then SOFR + 2.02%, 08/21/2029 (Callable 08/21/2028) | &nbsp;&nbsp; 6.21% to 08/21/2028 then SOFR + 2.02%, 08/21/2029 (Callable 08/21/2028) | 11876000 | 12498748 |
|  Huntington National Bank, 4.27%, 11/25/2026 | Huntington National Bank, 4.27%, 11/25/2026 | 5450000 | 5418055 |
| ING Groep NV | ING Groep NV | ING Groep NV | ING Groep NV |
| &nbsp;&nbsp; 4.86% to 03/25/2028 then SOFR + 1.01%, 03/25/2029 (Callable 03/25/2028) | &nbsp;&nbsp; 4.86% to 03/25/2028 then SOFR + 1.01%, 03/25/2029 (Callable 03/25/2028) | 3833000 | 3883809 |
| &nbsp;&nbsp; 6.11% to 09/11/2033 then SOFR + 2.09%, 09/11/2034 (Callable 09/11/2033) | &nbsp;&nbsp; 6.11% to 09/11/2033 then SOFR + 2.09%, 09/11/2034 (Callable 09/11/2033) | 10000000 | 10816375 |
| Jackson National Life Global Funding | Jackson National Life Global Funding | Jackson National Life Global Funding | Jackson National Life Global Funding |
| &nbsp;&nbsp; 5.25%, 04/12/2028 <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 04/12/2028 <sup>(a)</sup> | 7281000 | 7432208 |
| &nbsp;&nbsp; 4.55%, 09/09/2030 <sup>(a)</sup> | &nbsp;&nbsp; 4.55%, 09/09/2030 <sup>(a)</sup> | 7000000 | 7007109 |
|  Jefferies Financial Group, Inc., 6.45%, 06/08/2027 | Jefferies Financial Group, Inc., 6.45%, 06/08/2027 | 3325000 | 3441255 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 4.98% to 07/22/2027 then SOFR + 0.93%, 07/22/2028 (Callable 07/22/2027) | &nbsp;&nbsp; 4.98% to 07/22/2027 then SOFR + 0.93%, 07/22/2028 (Callable 07/22/2027) | 7500000 | 7614258 |
| &nbsp;&nbsp; 3.51% to 01/23/2028 then 3 mo. Term SOFR + 1.21%, 01/23/2029 (Callable 01/23/2028) | &nbsp;&nbsp; 3.51% to 01/23/2028 then 3 mo. Term SOFR + 1.21%, 01/23/2029 (Callable 01/23/2028) | 13700000 | 13519522 |
| &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 (Callable 06/01/2028) | 5000000 | 4744399 |
| &nbsp;&nbsp; 6.09% to 10/23/2028 then SOFR + 1.57%, 10/23/2029 (Callable 10/23/2028) | &nbsp;&nbsp; 6.09% to 10/23/2028 then SOFR + 1.57%, 10/23/2029 (Callable 10/23/2028) | 10000000 | 10552748 |
| &nbsp;&nbsp; 5.58% to 04/22/2029 then SOFR + 1.16%, 04/22/2030 (Callable 04/22/2029) | &nbsp;&nbsp; 5.58% to 04/22/2029 then SOFR + 1.16%, 04/22/2030 (Callable 04/22/2029) | 25000000 | 26112165 |
| &nbsp;&nbsp; 2.52% to 04/22/2030 then SOFR + 2.04%, 04/22/2031 (Callable 04/22/2030) | &nbsp;&nbsp; 2.52% to 04/22/2030 then SOFR + 2.04%, 04/22/2031 (Callable 04/22/2030) | 1500000 | 1391295 |
| &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | &nbsp;&nbsp; 1.95% to 02/04/2031 then SOFR + 1.07%, 02/04/2032 (Callable 02/04/2031) | 150000 | 132595 |
| &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 (Callable 04/22/2031) | 5000000 | 4544068 |
| &nbsp;&nbsp; 5.35% to 06/01/2033 then SOFR + 1.85%, 06/01/2034 (Callable 06/01/2033) | &nbsp;&nbsp; 5.35% to 06/01/2033 then SOFR + 1.85%, 06/01/2034 (Callable 06/01/2033) | 7000000 | 7293701 |
|  KBC Group NV, 4.93% to 10/16/2029 then 1 yr. CMT Rate + 1.07%, 10/16/2030 (Callable 10/16/2029) <sup>(a)</sup> | KBC Group NV, 4.93% to 10/16/2029 then 1 yr. CMT Rate + 1.07%, 10/16/2030 (Callable 10/16/2029) <sup>(a)</sup> | 2500000 | 2542955 |
|  Kemper Corp., 3.80%, 02/23/2032 (Callable 11/23/2031) | Kemper Corp., 3.80%, 02/23/2032 (Callable 11/23/2031) | 4000000 | 3681929 |
|  KeyBank NA, 3.40%, 05/20/2026 | KeyBank NA, 3.40%, 05/20/2026 | 2200000 | 2187875 |
| Kite Realty Group LP | Kite Realty Group LP | Kite Realty Group LP | Kite Realty Group LP |
| &nbsp;&nbsp; 4.95%, 12/15/2031 (Callable 10/15/2031) | &nbsp;&nbsp; 4.95%, 12/15/2031 (Callable 10/15/2031) | 2625000 | 2657164 |
| &nbsp;&nbsp; 5.20%, 08/15/2032 (Callable 06/15/2032) | &nbsp;&nbsp; 5.20%, 08/15/2032 (Callable 06/15/2032) | 10925000 | 11133033 |
| &nbsp;&nbsp; 5.50%, 03/01/2034 (Callable 12/01/2033) | &nbsp;&nbsp; 5.50%, 03/01/2034 (Callable 12/01/2033) | 5000000 | 5141165 |
|  Liberty Mutual Group, Inc., 4.57%, 02/01/2029 <sup>(a)</sup> | Liberty Mutual Group, Inc., 4.57%, 02/01/2029 <sup>(a)</sup> | 1859000 | 1871048 |
|  Lincoln Financial Global Funding, 5.30%, 01/13/2030 <sup>(a)</sup> | Lincoln Financial Global Funding, 5.30%, 01/13/2030 <sup>(a)</sup> | 10275000 | 10631837 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC |
| &nbsp;&nbsp; 1.63% to 05/11/2026 then 1 yr. CMT Rate + 0.85%, 05/11/2027 (Callable 05/11/2026) | &nbsp;&nbsp; 1.63% to 05/11/2026 then 1 yr. CMT Rate + 0.85%, 05/11/2027 (Callable 05/11/2026) | 8850000 | 8707540 |
| &nbsp;&nbsp; 3.75% to 03/18/2027 then 1 yr. CMT Rate + 1.80%, 03/18/2028 (Callable 03/18/2027) | &nbsp;&nbsp; 3.75% to 03/18/2027 then 1 yr. CMT Rate + 1.80%, 03/18/2028 (Callable 03/18/2027) | 10000000 | 9932057 |
| &nbsp;&nbsp; 3.57% to 11/07/2027 then 3 mo. LIBOR US + 1.21%, 11/07/2028 (Callable 11/07/2027) <sup>(b)</sup> | &nbsp;&nbsp; 3.57% to 11/07/2027 then 3 mo. LIBOR US + 1.21%, 11/07/2028 (Callable 11/07/2027) <sup>(b)</sup> | 7000000 | 6908083 |
| LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. | LPL Holdings, Inc. |
| &nbsp;&nbsp; 5.70%, 05/20/2027 (Callable 04/20/2027) | &nbsp;&nbsp; 5.70%, 05/20/2027 (Callable 04/20/2027) | 5000000 | 5094267 |
| &nbsp;&nbsp; 4.63%, 11/15/2027 (Callable 10/11/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.63%, 11/15/2027 (Callable 10/11/2025) <sup>(a)</sup> | 10800000 | 10780194 |
| &nbsp;&nbsp; 4.90%, 04/03/2028 (Callable 03/03/2028) | &nbsp;&nbsp; 4.90%, 04/03/2028 (Callable 03/03/2028) | 2229000 | 2253098 |
| &nbsp;&nbsp; 6.75%, 11/17/2028 (Callable 10/17/2028) | &nbsp;&nbsp; 6.75%, 11/17/2028 (Callable 10/17/2028) | 4316000 | 4606722 |
| &nbsp;&nbsp; 4.00%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 03/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 21323000 | 20852523 |
| &nbsp;&nbsp; 5.15%, 06/15/2030 (Callable 05/15/2030) | &nbsp;&nbsp; 5.15%, 06/15/2030 (Callable 05/15/2030) | 9025000 | 9185702 |
| &nbsp;&nbsp; 4.38%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.38%, 05/15/2031 (Callable 05/15/2026) <sup>(a)</sup> | 3292000 | 3186818 |
|  Macquarie Airfinance Holdings Ltd., 6.40%, 03/26/2029 (Callable 02/26/2029) <sup>(a)</sup> | Macquarie Airfinance Holdings Ltd., 6.40%, 03/26/2029 (Callable 02/26/2029) <sup>(a)</sup> | 5000000 | 5265584 |
|  Macquarie Bank Ltd., 5.64% to 08/13/2035 then 1 yr. CMT Rate + 1.45%, 08/13/2036 (Callable 08/13/2035) <sup>(a)</sup> | Macquarie Bank Ltd., 5.64% to 08/13/2035 then 1 yr. CMT Rate + 1.45%, 08/13/2036 (Callable 08/13/2035) <sup>(a)</sup> | 3000000 | 3038892 |
| Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. |
| &nbsp;&nbsp; 2.69% to 06/23/2031 then SOFR + 1.44%, 06/23/2032 (Callable 06/23/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.69% to 06/23/2031 then SOFR + 1.44%, 06/23/2032 (Callable 06/23/2031) <sup>(a)</sup> | 5000000 | 4517134 |
| &nbsp;&nbsp; 2.87% to 01/14/2032 then SOFR + 1.53%, 01/14/2033 (Callable 01/14/2032) <sup>(a)</sup> | &nbsp;&nbsp; 2.87% to 01/14/2032 then SOFR + 1.53%, 01/14/2033 (Callable 01/14/2032) <sup>(a)</sup> | 4350000 | 3922815 |
| &nbsp;&nbsp; 4.44% to 06/21/2032 then SOFR + 2.41%, 06/21/2033 (Callable 06/21/2032) <sup>(a)</sup> | &nbsp;&nbsp; 4.44% to 06/21/2032 then SOFR + 2.41%, 06/21/2033 (Callable 06/21/2032) <sup>(a)</sup> | 5000000 | 4916106 |
|  Marsh & McLennan Cos., Inc., 2.25%, 11/15/2030 (Callable 08/15/2030) | Marsh & McLennan Cos., Inc., 2.25%, 11/15/2030 (Callable 08/15/2030) | 875000 | 792814 |
|  Massachusetts Mutual Life Insurance Co., 5.63%, 05/15/2033 <sup>(a)</sup> | Massachusetts Mutual Life Insurance Co., 5.63%, 05/15/2033 <sup>(a)</sup> | 10000000 | 10195095 |
|  MBIA Insurance Corp., 15.84% (3 mo. Term SOFR + 11.52%), 01/15/2033 (Callable 01/15/2028) <sup>(a)(c)</sup> | MBIA Insurance Corp., 15.84% (3 mo. Term SOFR + 11.52%), 01/15/2033 (Callable 01/15/2028) <sup>(a)(c)</sup> | 500000 | 5000 |
| Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. |
| &nbsp;&nbsp; 5.35% to 09/13/2027 then 1 yr. CMT Rate + 1.90%, 09/13/2028 (Callable 09/13/2027) | &nbsp;&nbsp; 5.35% to 09/13/2027 then 1 yr. CMT Rate + 1.90%, 09/13/2028 (Callable 09/13/2027) | 5000000 | 5111073 |
| &nbsp;&nbsp; 2.49% to 10/13/2031 then 1 yr. CMT Rate + 0.97%, 10/13/2032 (Callable 10/13/2031) | &nbsp;&nbsp; 2.49% to 10/13/2031 then 1 yr. CMT Rate + 0.97%, 10/13/2032 (Callable 10/13/2031) | 6000000 | 5346948 |
|  Mizuho Financial Group, Inc., 5.41% to 09/13/2027 then 1 yr. CMT Rate + 2.05%, 09/13/2028 (Callable 09/13/2027) | Mizuho Financial Group, Inc., 5.41% to 09/13/2027 then 1 yr. CMT Rate + 2.05%, 09/13/2028 (Callable 09/13/2027) | 7000000 | 7168997 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | &nbsp;&nbsp; 6.30% to 10/18/2027 then SOFR + 2.24%, 10/18/2028 (Callable 10/18/2027) | 15000000 | 15631334 |
| &nbsp;&nbsp; 4.99% (SOFR + 1.38%), 04/12/2029 (Callable 04/12/2028) | &nbsp;&nbsp; 4.99% (SOFR + 1.38%), 04/12/2029 (Callable 04/12/2028) | 6000000 | 6119842 |
| &nbsp;&nbsp; 5.16% to 04/20/2028 then SOFR + 1.59%, 04/20/2029 (Callable 04/20/2028) | &nbsp;&nbsp; 5.16% to 04/20/2028 then SOFR + 1.59%, 04/20/2029 (Callable 04/20/2028) | 15357000 | 15719909 |
| &nbsp;&nbsp; 3.62% to 04/01/2030 then SOFR + 3.12%, 04/01/2031 (Callable 04/01/2030) | &nbsp;&nbsp; 3.62% to 04/01/2030 then SOFR + 3.12%, 04/01/2031 (Callable 04/01/2030) | 525000 | 509409 |
| &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 (Callable 07/21/2031) | 18750000 | 16559890 |
| &nbsp;&nbsp; 2.51% to 10/20/2031 then SOFR + 1.20%, 10/20/2032 (Callable 10/20/2031) | &nbsp;&nbsp; 2.51% to 10/20/2031 then SOFR + 1.20%, 10/20/2032 (Callable 10/20/2031) | 8200000 | 7315692 |
|  Mutual of Omaha Cos. Global Funding, 5.35%, 04/09/2027 <sup>(a)</sup> | Mutual of Omaha Cos. Global Funding, 5.35%, 04/09/2027 <sup>(a)</sup> | 13750000 | 13982766 |
|  National Australia Bank Ltd., 2.33%, 08/21/2030 <sup>(a)</sup> | National Australia Bank Ltd., 2.33%, 08/21/2030 <sup>(a)</sup> | 8200000 | 7380839 |
|  National Bank of Canada, 4.50%, 10/10/2029 | National Bank of Canada, 4.50%, 10/10/2029 | 4725000 | 4766434 |
|  National Securities Clearing Corp., 5.10%, 11/21/2027 (Callable 10/21/2027) <sup>(a)</sup> | National Securities Clearing Corp., 5.10%, 11/21/2027 (Callable 10/21/2027) <sup>(a)</sup> | 6825000 | 6974178 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |
| &nbsp;&nbsp; 4.00%, 09/14/2026 <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 09/14/2026 <sup>(a)</sup> | 33421000 | 33339458 |
| &nbsp;&nbsp; 4.30% to 03/08/2028 then 3 mo. LIBOR US + 1.45%, 03/08/2029 (Callable 03/08/2028) <sup>(a)(b)</sup> | &nbsp;&nbsp; 4.30% to 03/08/2028 then 3 mo. LIBOR US + 1.45%, 03/08/2029 (Callable 03/08/2028) <sup>(a)(b)</sup> | 3047000 | 3044116 |
| &nbsp;&nbsp; 4.65% to 07/14/2028 then SOFR + 1.06%, 07/14/2029 (Callable 07/14/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.65% to 07/14/2028 then SOFR + 1.06%, 07/14/2029 (Callable 07/14/2028) <sup>(a)</sup> | 20075000 | 20239022 |
| &nbsp;&nbsp; 3.96% to 07/18/2029 then 3 mo. LIBOR US + 1.86%, 07/18/2030 (Callable 07/18/2029) <sup>(a)(b)</sup> | &nbsp;&nbsp; 3.96% to 07/18/2029 then 3 mo. LIBOR US + 1.86%, 07/18/2030 (Callable 07/18/2029) <sup>(a)(b)</sup> | 1000000 | 983634 |
|  Nationwide Mutual Insurance Co., 8.25%, 12/01/2031 <sup>(a)</sup> | Nationwide Mutual Insurance Co., 8.25%, 12/01/2031 <sup>(a)</sup> | 9017000 | 10567658 |
| NatWest Group PLC | NatWest Group PLC | NatWest Group PLC | NatWest Group PLC |
| &nbsp;&nbsp; 4.89% to 05/18/2028 then 3 mo. LIBOR US + 1.75%, 05/18/2029 (Callable 05/18/2028) <sup>(b)</sup> | &nbsp;&nbsp; 4.89% to 05/18/2028 then 3 mo. LIBOR US + 1.75%, 05/18/2029 (Callable 05/18/2028) <sup>(b)</sup> | 8000000 | 8125714 |
| &nbsp;&nbsp; 5.81% to 09/13/2028 then 1 yr. CMT Rate + 1.95%, 09/13/2029 (Callable 09/13/2028) | &nbsp;&nbsp; 5.81% to 09/13/2028 then 1 yr. CMT Rate + 1.95%, 09/13/2029 (Callable 09/13/2028) | 7000000 | 7298624 |
| &nbsp;&nbsp; 5.08% to 01/27/2029 then 3 mo. LIBOR US + 1.91%, 01/27/2030 (Callable 01/27/2029) <sup>(b)</sup> | &nbsp;&nbsp; 5.08% to 01/27/2029 then 3 mo. LIBOR US + 1.91%, 01/27/2030 (Callable 01/27/2029) <sup>(b)</sup> | 4700000 | 4800285 |
| &nbsp;&nbsp; 4.45% to 05/08/2029 then 3 mo. LIBOR US + 1.87%, 05/08/2030 (Callable 05/08/2029) <sup>(b)</sup> | &nbsp;&nbsp; 4.45% to 05/08/2029 then 3 mo. LIBOR US + 1.87%, 05/08/2030 (Callable 05/08/2029) <sup>(b)</sup> | 6850000 | 6866682 |
| &nbsp;&nbsp; 4.96% to 08/15/2029 then 1 yr. CMT Rate + 1.22%, 08/15/2030 (Callable 08/15/2029) | &nbsp;&nbsp; 4.96% to 08/15/2029 then 1 yr. CMT Rate + 1.22%, 08/15/2030 (Callable 08/15/2029) | 4800000 | 4888475 |
| &nbsp;&nbsp; 5.12% to 05/23/2030 then 1 yr. CMT Rate + 1.05%, 05/23/2031 (Callable 05/23/2030) | &nbsp;&nbsp; 5.12% to 05/23/2030 then 1 yr. CMT Rate + 1.05%, 05/23/2031 (Callable 05/23/2030) | 7875000 | 8074915 |
|  New York Life Global Funding, 5.00%, 01/09/2034 <sup>(a)</sup> | New York Life Global Funding, 5.00%, 01/09/2034 <sup>(a)</sup> | 4140000 | 4235311 |
|  NLG Global Funding, 5.40%, 01/23/2030 <sup>(a)</sup> | NLG Global Funding, 5.40%, 01/23/2030 <sup>(a)</sup> | 10000000 | 10359920 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |
| &nbsp;&nbsp; 3.10%, 01/16/2030 | &nbsp;&nbsp; 3.10%, 01/16/2030 | 5000000 | 4718812 |
| &nbsp;&nbsp; 5.49%, 06/29/2035 | &nbsp;&nbsp; 5.49%, 06/29/2035 | 3825000 | 3936396 |
|  Phillips Edison Grocery Center Operating Partnership I LP, 5.75%, 07/15/2034 (Callable 04/15/2034) | Phillips Edison Grocery Center Operating Partnership I LP, 5.75%, 07/15/2034 (Callable 04/15/2034) | 7000000 | 7283220 |
|  Principal Financial Group, Inc., 4.11%, 02/15/2028 (Callable 11/15/2027) <sup>(a)</sup> | Principal Financial Group, Inc., 4.11%, 02/15/2028 (Callable 11/15/2027) <sup>(a)</sup> | 5000000 | 4985871 |
|  Prologis LP, 4.75%, 06/15/2033 (Callable 03/15/2033) | Prologis LP, 4.75%, 06/15/2033 (Callable 03/15/2033) | 5000000 | 5043306 |
|  Protective Life Corp., 3.40%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | Protective Life Corp., 3.40%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 1400000 | 1339892 |
|  Reliance Standard Life Global Funding II, 2.75%, 01/21/2027 <sup>(a)</sup> | Reliance Standard Life Global Funding II, 2.75%, 01/21/2027 <sup>(a)</sup> | 11775000 | 11465368 |
|  Sammons Financial Group, Inc., 4.75%, 04/08/2032 (Callable 01/08/2032) <sup>(a)</sup> | Sammons Financial Group, Inc., 4.75%, 04/08/2032 (Callable 01/08/2032) <sup>(a)</sup> | 14000000 | 13659517 |
| Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC |
| &nbsp;&nbsp; 2.47% to 01/11/2027 then SOFR + 1.22%, 01/11/2028 (Callable 01/11/2027) | &nbsp;&nbsp; 2.47% to 01/11/2027 then SOFR + 1.22%, 01/11/2028 (Callable 01/11/2027) | 5600000 | 5469615 |
| &nbsp;&nbsp; 3.82% to 11/03/2027 then 3 mo. LIBOR US + 1.40%, 11/03/2028 (Callable 11/03/2027) <sup>(b)</sup> | &nbsp;&nbsp; 3.82% to 11/03/2027 then 3 mo. LIBOR US + 1.40%, 11/03/2028 (Callable 11/03/2027) <sup>(b)</sup> | 4425000 | 4380260 |
| &nbsp;&nbsp; 6.53% to 01/10/2028 then SOFR + 2.60%, 01/10/2029 (Callable 01/10/2028) | &nbsp;&nbsp; 6.53% to 01/10/2028 then SOFR + 2.60%, 01/10/2029 (Callable 01/10/2028) | 5000000 | 5233102 |
| &nbsp;&nbsp; 4.32% to 09/22/2028 then SOFR + 1.07%, 09/22/2029 (Callable 09/22/2028) | &nbsp;&nbsp; 4.32% to 09/22/2028 then SOFR + 1.07%, 09/22/2029 (Callable 09/22/2028) | 11000000 | 10969371 |
| &nbsp;&nbsp; 5.69% to 04/15/2030 then SOFR + 1.52%, 04/15/2031 (Callable 04/15/2030) | &nbsp;&nbsp; 5.69% to 04/15/2030 then SOFR + 1.52%, 04/15/2031 (Callable 04/15/2030) | 2500000 | 2608220 |
| SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC | SMBC Aviation Capital Finance DAC |
| &nbsp;&nbsp; 1.90%, 10/15/2026 (Callable 09/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.90%, 10/15/2026 (Callable 09/15/2026) <sup>(a)</sup> | 2000000 | 1949426 |
| &nbsp;&nbsp; 2.30%, 06/15/2028 (Callable 04/15/2028) <sup>(a)</sup> | &nbsp;&nbsp; 2.30%, 06/15/2028 (Callable 04/15/2028) <sup>(a)</sup> | 5000000 | 4742889 |
| &nbsp;&nbsp; 5.30%, 04/03/2029 (Callable 03/03/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.30%, 04/03/2029 (Callable 03/03/2029) <sup>(a)</sup> | 4623000 | 4747137 |
| &nbsp;&nbsp; 5.55%, 04/03/2034 (Callable 01/03/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 04/03/2034 (Callable 01/03/2034) <sup>(a)</sup> | 7400000 | 7647549 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA | Societe Generale SA |
| &nbsp;&nbsp; 5.25%, 02/19/2027 <sup>(a)</sup> | &nbsp;&nbsp; 5.25%, 02/19/2027 <sup>(a)</sup> | 10000000 | 10108148 |
| &nbsp;&nbsp; 1.79% to 06/09/2026 then 1 yr. CMT Rate + 1.00%, 06/09/2027 (Callable 06/09/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.79% to 06/09/2026 then 1 yr. CMT Rate + 1.00%, 06/09/2027 (Callable 06/09/2026) <sup>(a)</sup> | 10000000 | 9818507 |
| &nbsp;&nbsp; 5.25% to 05/22/2028 then SOFR + 1.42%, 05/22/2029 (Callable 05/22/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.25% to 05/22/2028 then SOFR + 1.42%, 05/22/2029 (Callable 05/22/2028) <sup>(a)</sup> | 17150000 | 17439036 |
| &nbsp;&nbsp; 5.63% to 01/19/2029 then 1 yr. CMT Rate + 1.75%, 01/19/2030 (Callable 01/19/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.63% to 01/19/2029 then 1 yr. CMT Rate + 1.75%, 01/19/2030 (Callable 01/19/2029) <sup>(a)</sup> | 2000000 | 2060365 |
| &nbsp;&nbsp; 5.51% to 05/22/2030 then SOFR + 1.65%, 05/22/2031 (Callable 05/22/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.51% to 05/22/2030 then SOFR + 1.65%, 05/22/2031 (Callable 05/22/2030) <sup>(a)</sup> | 15000000 | 15429869 |
| &nbsp;&nbsp; 5.44% to 10/03/2035 then SOFR + 1.73%, 10/03/2036 (Callable 10/03/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.44% to 10/03/2035 then SOFR + 1.73%, 10/03/2036 (Callable 10/03/2035) <sup>(a)</sup> | 4375000 | 4363667 |
| Standard Chartered PLC | Standard Chartered PLC | Standard Chartered PLC | Standard Chartered PLC |
| &nbsp;&nbsp; 1.46% to 01/14/2026 then 1 yr. CMT Rate + 1.00%, 01/14/2027 (Callable 01/14/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.46% to 01/14/2026 then 1 yr. CMT Rate + 1.00%, 01/14/2027 (Callable 01/14/2026) <sup>(a)</sup> | 4500000 | 4457435 |
| &nbsp;&nbsp; 2.61% to 01/12/2027 then 1 yr. CMT Rate + 1.18%, 01/12/2028 (Callable 01/12/2027) <sup>(a)</sup> | &nbsp;&nbsp; 2.61% to 01/12/2027 then 1 yr. CMT Rate + 1.18%, 01/12/2028 (Callable 01/12/2027) <sup>(a)</sup> | 5000000 | 4891313 |
| &nbsp;&nbsp; 5.55% to 01/21/2028 then 1 yr. CMT Rate + 1.05%, 01/21/2029 (Callable 01/21/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.55% to 01/21/2028 then 1 yr. CMT Rate + 1.05%, 01/21/2029 (Callable 01/21/2028) <sup>(a)</sup> | 15000000 | 15365054 |
| &nbsp;&nbsp; 5.01% to 10/15/2029 then 1 yr. CMT Rate + 1.15%, 10/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.01% to 10/15/2029 then 1 yr. CMT Rate + 1.15%, 10/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 9000000 | 9158342 |
| &nbsp;&nbsp; 5.24% to 05/13/2030 then 1 yr. CMT Rate + 1.35%, 05/13/2031 (Callable 05/13/2030) <sup>(a)</sup> | &nbsp;&nbsp; 5.24% to 05/13/2030 then 1 yr. CMT Rate + 1.35%, 05/13/2031 (Callable 05/13/2030) <sup>(a)</sup> | 12500000 | 12849808 |
| &nbsp;&nbsp; 5.91% to 05/14/2034 then 1 yr. CMT Rate + 1.45%, 05/14/2035 (Callable 05/14/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.91% to 05/14/2034 then 1 yr. CMT Rate + 1.45%, 05/14/2035 (Callable 05/14/2034) <sup>(a)</sup> | 2000000 | 2111958 |
|  Stifel Financial Corp., 4.00%, 05/15/2030 (Callable 02/15/2030) | Stifel Financial Corp., 4.00%, 05/15/2030 (Callable 02/15/2030) | 15245000 | 14928031 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| &nbsp;&nbsp; 3.54%, 01/17/2028 | &nbsp;&nbsp; 3.54%, 01/17/2028 | 2094000 | 2071651 |
| &nbsp;&nbsp; 5.85%, 07/13/2030 | &nbsp;&nbsp; 5.85%, 07/13/2030 | 12000000 | 12784885 |
|  Svenska Handelsbanken AB, 5.50%, 06/15/2028 <sup>(a)</sup> | Svenska Handelsbanken AB, 5.50%, 06/15/2028 <sup>(a)</sup> | 14275000 | 14789862 |
| Swedbank AB | Swedbank AB | Swedbank AB | Swedbank AB |
| &nbsp;&nbsp; 5.41%, 03/14/2029 <sup>(a)</sup> | &nbsp;&nbsp; 5.41%, 03/14/2029 <sup>(a)</sup> | 7000000 | 7244547 |
| &nbsp;&nbsp; 5.08%, 05/21/2030 <sup>(a)</sup> | &nbsp;&nbsp; 5.08%, 05/21/2030 <sup>(a)</sup> | 11625000 | 11938154 |
|  Synchrony Bank, 5.63%, 08/23/2027 (Callable 07/23/2027) | Synchrony Bank, 5.63%, 08/23/2027 (Callable 07/23/2027) | 12500000 | 12763404 |
| Synchrony Financial | Synchrony Financial | Synchrony Financial | Synchrony Financial |
| &nbsp;&nbsp; 3.70%, 08/04/2026 (Callable 05/04/2026) | &nbsp;&nbsp; 3.70%, 08/04/2026 (Callable 05/04/2026) | 3000000 | 2980676 |
| &nbsp;&nbsp; 3.95%, 12/01/2027 (Callable 09/01/2027) | &nbsp;&nbsp; 3.95%, 12/01/2027 (Callable 09/01/2027) | 25555000 | 25262196 |
| &nbsp;&nbsp; 5.94% to 08/02/2029 then SOFR + 2.13%, 08/02/2030 (Callable 08/02/2029) | &nbsp;&nbsp; 5.94% to 08/02/2029 then SOFR + 2.13%, 08/02/2030 (Callable 08/02/2029) | 5000000 | 5182661 |
| &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 (Callable 03/06/2030) | &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 (Callable 03/06/2030) | 5000000 | 5094829 |
|  Toronto-Dominion Bank, 4.46%, 06/08/2032 | Toronto-Dominion Bank, 4.46%, 06/08/2032 | 13325000 | 13314887 |
|  Trinity Acquisition PLC, 4.40%, 03/15/2026 (Callable 12/15/2025) | Trinity Acquisition PLC, 4.40%, 03/15/2026 (Callable 12/15/2025) | 1375000 | 1375405 |
|  Truist Financial Corp., 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 (Callable 10/30/2028) | Truist Financial Corp., 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 (Callable 10/30/2028) | 4000000 | 4332404 |
|  Trustage Financial Group, Inc., 4.63%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | Trustage Financial Group, Inc., 4.63%, 04/15/2032 (Callable 01/15/2032) <sup>(a)</sup> | 15000000 | 14369768 |
| UBS Group AG | UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 1.49% to 08/10/2026 then 1 yr. CMT Rate + 0.85%, 08/10/2027 (Callable 08/10/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.49% to 08/10/2026 then 1 yr. CMT Rate + 0.85%, 08/10/2027 (Callable 08/10/2026) <sup>(a)</sup> | 5000000 | 4882206 |
| &nbsp;&nbsp; 4.28%, 01/09/2028 (Callable 01/09/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.28%, 01/09/2028 (Callable 01/09/2027) <sup>(a)</sup> | 500000 | 500185 |
| &nbsp;&nbsp; 4.75% to 05/12/2027 then 1 yr. CMT Rate + 1.75%, 05/12/2028 (Callable 05/12/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.75% to 05/12/2027 then 1 yr. CMT Rate + 1.75%, 05/12/2028 (Callable 05/12/2027) <sup>(a)</sup> | 1500000 | 1512832 |
| &nbsp;&nbsp; 6.44% to 08/11/2027 then SOFR + 3.70%, 08/11/2028 (Callable 08/11/2027) <sup>(a)</sup> | &nbsp;&nbsp; 6.44% to 08/11/2027 then SOFR + 3.70%, 08/11/2028 (Callable 08/11/2027) <sup>(a)</sup> | 7000000 | 7273259 |
| &nbsp;&nbsp; 3.87% to 01/12/2028 then 3 mo. LIBOR US + 1.41%, 01/12/2029 (Callable 01/12/2028) <sup>(a)(b)</sup> | &nbsp;&nbsp; 3.87% to 01/12/2028 then 3 mo. LIBOR US + 1.41%, 01/12/2029 (Callable 01/12/2028) <sup>(a)(b)</sup> | 41387000 | 41040319 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 3.53% to 03/24/2027 then SOFR + 1.51%, 03/24/2028 (Callable 03/24/2027) | &nbsp;&nbsp; 3.53% to 03/24/2027 then SOFR + 1.51%, 03/24/2028 (Callable 03/24/2027) | 15000000 | 14866130 |
| &nbsp;&nbsp; 2.39% to 06/02/2027 then SOFR + 2.10%, 06/02/2028 (Callable 06/02/2027) | &nbsp;&nbsp; 2.39% to 06/02/2027 then SOFR + 2.10%, 06/02/2028 (Callable 06/02/2027) | 10864000 | 10560952 |
| &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | &nbsp;&nbsp; 4.81% to 07/25/2027 then SOFR + 1.98%, 07/25/2028 (Callable 07/25/2027) | 5000000 | 5059017 |
| &nbsp;&nbsp; 4.97% (SOFR + 1.37%), 04/23/2029 (Callable 04/23/2028) | &nbsp;&nbsp; 4.97% (SOFR + 1.37%), 04/23/2029 (Callable 04/23/2028) | 10000000 | 10190416 |
| &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 (Callable 07/25/2028) | 10000000 | 10363519 |
| &nbsp;&nbsp; 6.30% to 10/23/2028 then SOFR + 1.79%, 10/23/2029 (Callable 10/23/2028) | &nbsp;&nbsp; 6.30% to 10/23/2028 then SOFR + 1.79%, 10/23/2029 (Callable 10/23/2028) | 8000000 | 8473300 |
| &nbsp;&nbsp; 5.39% to 04/24/2033 then SOFR + 2.02%, 04/24/2034 (Callable 04/24/2033) | &nbsp;&nbsp; 5.39% to 04/24/2033 then SOFR + 2.02%, 04/24/2034 (Callable 04/24/2033) | 5175000 | 5377139 |
|  Western & Southern Financial Group, Inc., 5.75%, 07/15/2033 <sup>(a)</sup> | Western & Southern Financial Group, Inc., 5.75%, 07/15/2033 <sup>(a)</sup> | 4250000 | 4459683 |
|  Western-Southern Global Funding, 4.90%, 05/01/2030 <sup>(a)</sup> | Western-Southern Global Funding, 4.90%, 05/01/2030 <sup>(a)</sup> | 7025000 | 7177498 |
|  Westpac Banking Corp., 5.41% to 08/10/2032 then 1 yr. CMT Rate + 2.68%, 08/10/2033 (Callable 08/10/2032) | Westpac Banking Corp., 5.41% to 08/10/2032 then 1 yr. CMT Rate + 2.68%, 08/10/2033 (Callable 08/10/2032) | 4000000 | 4128123 |
| Willis North America, Inc. | Willis North America, Inc. | Willis North America, Inc. | Willis North America, Inc. |
| &nbsp;&nbsp; 4.65%, 06/15/2027 (Callable 05/15/2027) | &nbsp;&nbsp; 4.65%, 06/15/2027 (Callable 05/15/2027) | 8000000 | 8061354 |
| &nbsp;&nbsp; 4.50%, 09/15/2028 (Callable 06/15/2028) | &nbsp;&nbsp; 4.50%, 09/15/2028 (Callable 06/15/2028) | 8800000 | 8876642 |
| &nbsp;&nbsp; 2.95%, 09/15/2029 (Callable 06/15/2029) | &nbsp;&nbsp; 2.95%, 09/15/2029 (Callable 06/15/2029) | 2000000 | 1898797 |
|  WP Carey, Inc., 4.65%, 07/15/2030 (Callable 06/15/2030) | WP Carey, Inc., 4.65%, 07/15/2030 (Callable 06/15/2030) | 7075000 | 7116783 |
|  |  |  | 2390962215 |
| **Industrials - 17.7%** | **Industrials - 17.7%** | **Industrials - 17.7%** | **Industrials - 17.7%** |
|  Adventist Health System/West, 2.95%, 03/01/2029 (Callable 12/01/2028) | Adventist Health System/West, 2.95%, 03/01/2029 (Callable 12/01/2028) | 250000 | 235924 |
| Agilent Technologies, Inc. | Agilent Technologies, Inc. | Agilent Technologies, Inc. | Agilent Technologies, Inc. |
| &nbsp;&nbsp; 3.05%, 09/22/2026 (Callable 06/22/2026) | &nbsp;&nbsp; 3.05%, 09/22/2026 (Callable 06/22/2026) | 1495000 | 1479975 |
| &nbsp;&nbsp; 2.10%, 06/04/2030 (Callable 03/04/2030) | &nbsp;&nbsp; 2.10%, 06/04/2030 (Callable 03/04/2030) | 250000 | 226802 |
|  Air Products and Chemicals, Inc., 2.05%, 05/15/2030 (Callable 02/15/2030) | Air Products and Chemicals, Inc., 2.05%, 05/15/2030 (Callable 02/15/2030) | 275000 | 251143 |
| Aker BP ASA | Aker BP ASA | Aker BP ASA | Aker BP ASA |
| &nbsp;&nbsp; 5.60%, 06/13/2028 (Callable 05/13/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.60%, 06/13/2028 (Callable 05/13/2028) <sup>(a)</sup> | 2500000 | 2577864 |
| &nbsp;&nbsp; 3.10%, 07/15/2031 (Callable 04/15/2031) <sup>(a)</sup> | &nbsp;&nbsp; 3.10%, 07/15/2031 (Callable 04/15/2031) <sup>(a)</sup> | 10472000 | 9576267 |
|  Albemarle Corp., 4.65%, 06/01/2027 (Callable 05/01/2027) | Albemarle Corp., 4.65%, 06/01/2027 (Callable 05/01/2027) | 7000000 | 7007196 |
|  Allegion PLC, 3.50%, 10/01/2029 (Callable 07/01/2029) | Allegion PLC, 3.50%, 10/01/2029 (Callable 07/01/2029) | 3160000 | 3056591 |
|  Allegion US Holding Co., Inc., 5.41%, 07/01/2032 (Callable 04/01/2032) | Allegion US Holding Co., Inc., 5.41%, 07/01/2032 (Callable 04/01/2032) | 2000000 | 2088270 |
|  Amcor Flexibles North America, Inc., 2.63%, 06/19/2030 (Callable 03/19/2030) | Amcor Flexibles North America, Inc., 2.63%, 06/19/2030 (Callable 03/19/2030) | 7025000 | 6480695 |
|  Amcor Group Finance PLC, 5.45%, 05/23/2029 (Callable 04/23/2029) | Amcor Group Finance PLC, 5.45%, 05/23/2029 (Callable 04/23/2029) | 4425000 | 4571831 |
|  American Tower Corp., 5.25%, 07/15/2028 (Callable 06/15/2028) | American Tower Corp., 5.25%, 07/15/2028 (Callable 06/15/2028) | 7800000 | 8021991 |
|  Amgen, Inc., 5.25%, 03/02/2033 (Callable 12/02/2032) | Amgen, Inc., 5.25%, 03/02/2033 (Callable 12/02/2032) | 11600000 | 12015754 |
| Anglo American Capital PLC | Anglo American Capital PLC | Anglo American Capital PLC | Anglo American Capital PLC |
| &nbsp;&nbsp; 4.50%, 03/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 03/15/2028 (Callable 12/15/2027) <sup>(a)</sup> | 4469000 | 4494076 |
| &nbsp;&nbsp; 2.63%, 09/10/2030 (Callable 06/10/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.63%, 09/10/2030 (Callable 06/10/2030) <sup>(a)</sup> | 300000 | 275340 |
| &nbsp;&nbsp; 5.50%, 05/02/2033 (Callable 02/02/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 05/02/2033 (Callable 02/02/2033) <sup>(a)</sup> | 4500000 | 4659955 |
|  Anheuser-Busch InBev Worldwide, Inc., 6.63%, 08/15/2033 | Anheuser-Busch InBev Worldwide, Inc., 6.63%, 08/15/2033 | 8085000 | 9033593 |
|  Antofagasta PLC, 6.25%, 05/02/2034 (Callable 02/02/2034) <sup>(a)</sup> | Antofagasta PLC, 6.25%, 05/02/2034 (Callable 02/02/2034) <sup>(a)</sup> | 10000000 | 10719540 |
| ArcelorMittal SA | ArcelorMittal SA | ArcelorMittal SA | ArcelorMittal SA |
| &nbsp;&nbsp; 4.55%, 03/11/2026 | &nbsp;&nbsp; 4.55%, 03/11/2026 | 11355000 | 11352266 |
| &nbsp;&nbsp; 6.55%, 11/29/2027 (Callable 10/29/2027) | &nbsp;&nbsp; 6.55%, 11/29/2027 (Callable 10/29/2027) | 10000000 | 10434233 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |
| &nbsp;&nbsp; 1.50%, 08/12/2026 (Callable 07/12/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.50%, 08/12/2026 (Callable 07/12/2026) <sup>(a)</sup> | 10075000 | 9837277 |
| &nbsp;&nbsp; 4.00%, 05/01/2028 (Callable 10/11/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 05/01/2028 (Callable 10/11/2025) <sup>(a)</sup> | 7166000 | 7105172 |
| &nbsp;&nbsp; 4.25%, 11/01/2029 (Callable 10/11/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.25%, 11/01/2029 (Callable 10/11/2025) <sup>(a)</sup> | 2000000 | 1972480 |
| &nbsp;&nbsp; 5.50%, 08/11/2032 (Callable 05/11/2032) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 08/11/2032 (Callable 05/11/2032) <sup>(a)</sup> | 11225000 | 11616134 |
| &nbsp;&nbsp; 5.95%, 10/15/2033 (Callable 07/15/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.95%, 10/15/2033 (Callable 07/15/2033) <sup>(a)</sup> | 3075000 | 3250348 |
|  AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust, 6.09%, 12/15/2044 <sup>(a)</sup> | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust, 6.09%, 12/15/2044 <sup>(a)</sup> | 12000000 | 12121508 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| &nbsp;&nbsp; 4.35%, 03/01/2029 (Callable 12/01/2028) | &nbsp;&nbsp; 4.35%, 03/01/2029 (Callable 12/01/2028) | 2600000 | 2611547 |
| &nbsp;&nbsp; 4.30%, 02/15/2030 (Callable 11/15/2029) | &nbsp;&nbsp; 4.30%, 02/15/2030 (Callable 11/15/2029) | 9604000 | 9624909 |
| &nbsp;&nbsp; 2.25%, 02/01/2032 (Callable 11/01/2031) | &nbsp;&nbsp; 2.25%, 02/01/2032 (Callable 11/01/2031) | 8975000 | 7857241 |
| &nbsp;&nbsp; 2.55%, 12/01/2033 (Callable 09/01/2033) | &nbsp;&nbsp; 2.55%, 12/01/2033 (Callable 09/01/2033) | 3778000 | 3217002 |
|  Avery Dennison Corp., 5.75%, 03/15/2033 (Callable 12/15/2032) | Avery Dennison Corp., 5.75%, 03/15/2033 (Callable 12/15/2032) | 2000000 | 2113820 |
|  Berry Global, Inc., 5.50%, 04/15/2028 (Callable 03/15/2028) | Berry Global, Inc., 5.50%, 04/15/2028 (Callable 03/15/2028) | 2775000 | 2853142 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP | Boardwalk Pipelines LP |
| &nbsp;&nbsp; 4.80%, 05/03/2029 (Callable 02/03/2029) | &nbsp;&nbsp; 4.80%, 05/03/2029 (Callable 02/03/2029) | 1750000 | 1775201 |
| &nbsp;&nbsp; 3.40%, 02/15/2031 (Callable 11/15/2030) | &nbsp;&nbsp; 3.40%, 02/15/2031 (Callable 11/15/2030) | 225000 | 210708 |
| &nbsp;&nbsp; 5.63%, 08/01/2034 (Callable 05/01/2034) | &nbsp;&nbsp; 5.63%, 08/01/2034 (Callable 05/01/2034) | 10000000 | 10375824 |
|  British Telecommunications PLC, 9.63%, 12/15/2030 <sup>(d)</sup> | British Telecommunications PLC, 9.63%, 12/15/2030 <sup>(d)</sup> | 20181000 | 24848339 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 4.75%, 04/15/2029 (Callable 01/15/2029) | &nbsp;&nbsp; 4.75%, 04/15/2029 (Callable 01/15/2029) | 550000 | 561174 |
| &nbsp;&nbsp; 4.15%, 11/15/2030 (Callable 08/15/2030) | &nbsp;&nbsp; 4.15%, 11/15/2030 (Callable 08/15/2030) | 8000000 | 7968527 |
| &nbsp;&nbsp; 2.45%, 02/15/2031 (Callable 11/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.45%, 02/15/2031 (Callable 11/15/2030) <sup>(a)</sup> | 10000000 | 9095127 |
| &nbsp;&nbsp; 5.15%, 11/15/2031 (Callable 09/15/2031) | &nbsp;&nbsp; 5.15%, 11/15/2031 (Callable 09/15/2031) | 5000000 | 5195243 |
|  Broadridge Financial Solutions, Inc., 3.40%, 06/27/2026 (Callable 03/27/2026) | Broadridge Financial Solutions, Inc., 3.40%, 06/27/2026 (Callable 03/27/2026) | 250000 | 248525 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |
| &nbsp;&nbsp; 2.00%, 04/21/2026 (Callable 03/21/2026) | &nbsp;&nbsp; 2.00%, 04/21/2026 (Callable 03/21/2026) | 25000000 | 24705251 |
| &nbsp;&nbsp; 4.90%, 04/21/2027 (Callable 03/21/2027) | &nbsp;&nbsp; 4.90%, 04/21/2027 (Callable 03/21/2027) | 10825000 | 10948107 |
| &nbsp;&nbsp; 3.75%, 09/25/2027 (Callable 06/25/2027) | &nbsp;&nbsp; 3.75%, 09/25/2027 (Callable 06/25/2027) | 5225000 | 5194151 |
| &nbsp;&nbsp; 3.20%, 04/21/2031 (Callable 01/01/2031) | &nbsp;&nbsp; 3.20%, 04/21/2031 (Callable 01/01/2031) | 1605000 | 1503145 |
| Carlisle Cos., Inc. | Carlisle Cos., Inc. | Carlisle Cos., Inc. | Carlisle Cos., Inc. |
| &nbsp;&nbsp; 3.75%, 12/01/2027 (Callable 09/01/2027) | &nbsp;&nbsp; 3.75%, 12/01/2027 (Callable 09/01/2027) | 275000 | 272884 |
| &nbsp;&nbsp; 2.75%, 03/01/2030 (Callable 12/01/2029) | &nbsp;&nbsp; 2.75%, 03/01/2030 (Callable 12/01/2029) | 23425000 | 21948328 |
| CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. |
| &nbsp;&nbsp; 5.50%, 04/01/2029 (Callable 03/01/2029) | &nbsp;&nbsp; 5.50%, 04/01/2029 (Callable 03/01/2029) | 10000000 | 10377981 |
| &nbsp;&nbsp; 4.80%, 06/15/2030 (Callable 05/15/2030) | &nbsp;&nbsp; 4.80%, 06/15/2030 (Callable 05/15/2030) | 10525000 | 10692149 |
|  CDW LLC / CDW Finance Corp., 5.10%, 03/01/2030 (Callable 02/01/2030) | CDW LLC / CDW Finance Corp., 5.10%, 03/01/2030 (Callable 02/01/2030) | 10625000 | 10813410 |
|  CF Industries, Inc., 4.50%, 12/01/2026 <sup>(a)</sup> | CF Industries, Inc., 4.50%, 12/01/2026 <sup>(a)</sup> | 5950000 | 5959355 |
|  CH Robinson Worldwide, Inc., 4.20%, 04/15/2028 (Callable 01/15/2028) | CH Robinson Worldwide, Inc., 4.20%, 04/15/2028 (Callable 01/15/2028) | 12900000 | 12909091 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| &nbsp;&nbsp; 3.75%, 02/15/2028 (Callable 11/15/2027) | &nbsp;&nbsp; 3.75%, 02/15/2028 (Callable 11/15/2027) | 6105000 | 6011138 |
| &nbsp;&nbsp; 4.20%, 03/15/2028 (Callable 12/15/2027) | &nbsp;&nbsp; 4.20%, 03/15/2028 (Callable 12/15/2027) | 12070000 | 12014739 |
| &nbsp;&nbsp; 6.38%, 10/23/2035 (Callable 04/23/2035) | &nbsp;&nbsp; 6.38%, 10/23/2035 (Callable 04/23/2035) | 1790000 | 1875257 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital |
| &nbsp;&nbsp; 2.25%, 01/15/2029 (Callable 11/15/2028) | &nbsp;&nbsp; 2.25%, 01/15/2029 (Callable 11/15/2028) | 2200000 | 2046089 |
| &nbsp;&nbsp; 5.05%, 03/30/2029 (Callable 12/30/2028) | &nbsp;&nbsp; 5.05%, 03/30/2029 (Callable 12/30/2028) | 4155000 | 4209397 |
| &nbsp;&nbsp; 4.40%, 04/01/2033 (Callable 01/01/2033) | &nbsp;&nbsp; 4.40%, 04/01/2033 (Callable 01/01/2033) | 3710000 | 3518929 |
| &nbsp;&nbsp; 6.55%, 06/01/2034 (Callable 03/01/2034) | &nbsp;&nbsp; 6.55%, 06/01/2034 (Callable 03/01/2034) | 3150000 | 3357007 |
| &nbsp;&nbsp; 5.85%, 12/01/2035 (Callable 09/01/2035) | &nbsp;&nbsp; 5.85%, 12/01/2035 (Callable 09/01/2035) | 11875000 | 11988433 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| &nbsp;&nbsp; 5.95%, 06/30/2033 (Callable 12/30/2032) | &nbsp;&nbsp; 5.95%, 06/30/2033 (Callable 12/30/2032) | 4000000 | 4234390 |
| &nbsp;&nbsp; 5.75%, 08/15/2034 (Callable 02/15/2034) | &nbsp;&nbsp; 5.75%, 08/15/2034 (Callable 02/15/2034) | 5000000 | 5197947 |
|  Cheniere Energy, Inc., 5.65%, 04/15/2034 (Callable 10/15/2033) | Cheniere Energy, Inc., 5.65%, 04/15/2034 (Callable 10/15/2033) | 6600000 | 6803546 |
|  Choice Hotels International, Inc., 5.85%, 08/01/2034 (Callable 05/01/2034) | Choice Hotels International, Inc., 5.85%, 08/01/2034 (Callable 05/01/2034) | 2250000 | 2301167 |
|  CK Hutchison International 21 Ltd., 2.50%, 04/15/2031 (Callable 01/15/2031) <sup>(a)</sup> | CK Hutchison International 21 Ltd., 2.50%, 04/15/2031 (Callable 01/15/2031) <sup>(a)</sup> | 5000000 | 4541808 |
| CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC | CNH Industrial Capital LLC |
| &nbsp;&nbsp; 1.88%, 01/15/2026 (Callable 12/15/2025) | &nbsp;&nbsp; 1.88%, 01/15/2026 (Callable 12/15/2025) | 250000 | 248070 |
| &nbsp;&nbsp; 4.55%, 04/10/2028 (Callable 03/10/2028) | &nbsp;&nbsp; 4.55%, 04/10/2028 (Callable 03/10/2028) | 6800000 | 6852346 |
|  CNH Industrial NV, 3.85%, 11/15/2027 (Callable 08/15/2027) | CNH Industrial NV, 3.85%, 11/15/2027 (Callable 08/15/2027) | 2518000 | 2505394 |
|  Coca-Cola Femsa SAB de CV, 2.75%, 01/22/2030 (Callable 10/22/2029) | Coca-Cola Femsa SAB de CV, 2.75%, 01/22/2030 (Callable 10/22/2029) | 8875000 | 8335206 |
|  Columbia Pipelines Holding Co. LLC, 6.04%, 08/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | Columbia Pipelines Holding Co. LLC, 6.04%, 08/15/2028 (Callable 07/15/2028) <sup>(a)</sup> | 9125000 | 9522033 |
|  Conagra Brands, Inc., 8.25%, 09/15/2030 | Conagra Brands, Inc., 8.25%, 09/15/2030 | 1140000 | 1311471 |
|  Concentrix Corp., 6.60%, 08/02/2028 (Callable 07/02/2028) | Concentrix Corp., 6.60%, 08/02/2028 (Callable 07/02/2028) | 10736000 | 11237330 |
|  Constellation Brands, Inc., 3.50%, 05/09/2027 (Callable 02/09/2027) | Constellation Brands, Inc., 3.50%, 05/09/2027 (Callable 02/09/2027) | 3625000 | 3588230 |
|  Constellation Software, Inc./Canada, 5.46%, 02/16/2034 (Callable 11/16/2033) <sup>(a)</sup> | Constellation Software, Inc./Canada, 5.46%, 02/16/2034 (Callable 11/16/2033) <sup>(a)</sup> | 5000000 | 5107819 |
| Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. |
| &nbsp;&nbsp; 3.35%, 09/15/2026 (Callable 06/15/2026) <sup>(a)</sup> | &nbsp;&nbsp; 3.35%, 09/15/2026 (Callable 06/15/2026) <sup>(a)</sup> | 2527000 | 2508397 |
| &nbsp;&nbsp; 5.70%, 06/15/2033 (Callable 03/15/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 06/15/2033 (Callable 03/15/2033) <sup>(a)</sup> | 2000000 | 2043700 |
|  Crown Castle, Inc., 5.60%, 06/01/2029 (Callable 05/01/2029) | Crown Castle, Inc., 5.60%, 06/01/2029 (Callable 05/01/2029) | 3000000 | 3117255 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| &nbsp;&nbsp; 3.63%, 04/01/2027 (Callable 02/01/2027) | &nbsp;&nbsp; 3.63%, 04/01/2027 (Callable 02/01/2027) | 2500000 | 2478617 |
| &nbsp;&nbsp; 4.30%, 03/25/2028 (Callable 12/25/2027) | &nbsp;&nbsp; 4.30%, 03/25/2028 (Callable 12/25/2027) | 5877000 | 5880873 |
| &nbsp;&nbsp; 5.25%, 02/21/2033 (Callable 11/21/2032) | &nbsp;&nbsp; 5.25%, 02/21/2033 (Callable 11/21/2032) | 8625000 | 8824633 |
| &nbsp;&nbsp; 5.30%, 06/01/2033 (Callable 03/01/2033) | &nbsp;&nbsp; 5.30%, 06/01/2033 (Callable 03/01/2033) | 8475000 | 8675562 |
| CVS Pass-Through Trust | CVS Pass-Through Trust | CVS Pass-Through Trust | CVS Pass-Through Trust |
| &nbsp;&nbsp; 6.04%, 12/10/2028 | &nbsp;&nbsp; 6.04%, 12/10/2028 | 8760455 | 8942511 |
| &nbsp;&nbsp; 5.77%, 01/10/2033 <sup>(a)</sup> | &nbsp;&nbsp; 5.77%, 01/10/2033 <sup>(a)</sup> | 141253 | 144726 |
| &nbsp;&nbsp; 5.93%, 01/10/2034 <sup>(a)</sup> | &nbsp;&nbsp; 5.93%, 01/10/2034 <sup>(a)</sup> | 7064931 | 7179445 |
|  CVS Pass-Through Trust Series 2014, 4.16%, 08/11/2036 <sup>(a)</sup> | CVS Pass-Through Trust Series 2014, 4.16%, 08/11/2036 <sup>(a)</sup> | 2233816 | 2108162 |
| Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC |
| &nbsp;&nbsp; 3.65%, 04/07/2027 <sup>(a)</sup> | &nbsp;&nbsp; 3.65%, 04/07/2027 <sup>(a)</sup> | 13825000 | 13712479 |
| &nbsp;&nbsp; 5.13%, 09/25/2029 (Callable 08/25/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.13%, 09/25/2029 (Callable 08/25/2029) <sup>(a)</sup> | 16275000 | 16698988 |
|  DENTSPLY SIRONA, Inc., 3.25%, 06/01/2030 (Callable 03/01/2030) | DENTSPLY SIRONA, Inc., 3.25%, 06/01/2030 (Callable 03/01/2030) | 10900000 | 10029657 |
|  Diageo Capital PLC, 2.00%, 04/29/2030 (Callable 01/29/2030) | Diageo Capital PLC, 2.00%, 04/29/2030 (Callable 01/29/2030) | 3275000 | 2978438 |
|  Diamondback Energy, Inc., 5.40%, 04/18/2034 (Callable 01/18/2034) | Diamondback Energy, Inc., 5.40%, 04/18/2034 (Callable 01/18/2034) | 3000000 | 3062647 |
|  Discovery Communications LLC, 3.63%, 05/15/2030 (Callable 02/15/2030) | Discovery Communications LLC, 3.63%, 05/15/2030 (Callable 02/15/2030) | 1015000 | 937663 |
| DXC Technology Co. | DXC Technology Co. | DXC Technology Co. | DXC Technology Co. |
| &nbsp;&nbsp; 1.80%, 09/15/2026 (Callable 08/15/2026) | &nbsp;&nbsp; 1.80%, 09/15/2026 (Callable 08/15/2026) | 12000000 | 11714446 |
| &nbsp;&nbsp; 2.38%, 09/15/2028 (Callable 07/15/2028) | &nbsp;&nbsp; 2.38%, 09/15/2028 (Callable 07/15/2028) | 10000000 | 9424953 |
|  Ecolab, Inc., 4.80%, 03/24/2030 (Callable 12/24/2029) | Ecolab, Inc., 4.80%, 03/24/2030 (Callable 12/24/2029) | 10000000 | 10257281 |
| Element Fleet Management Corp. | Element Fleet Management Corp. | Element Fleet Management Corp. | Element Fleet Management Corp. |
| &nbsp;&nbsp; 6.27%, 06/26/2026 (Callable 05/26/2026) <sup>(a)</sup> | &nbsp;&nbsp; 6.27%, 06/26/2026 (Callable 05/26/2026) <sup>(a)</sup> | 9000000 | 9116455 |
| &nbsp;&nbsp; 5.64%, 03/13/2027 (Callable 02/13/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.64%, 03/13/2027 (Callable 02/13/2027) <sup>(a)</sup> | 10000000 | 10188588 |
| &nbsp;&nbsp; 6.32%, 12/04/2028 (Callable 11/04/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.32%, 12/04/2028 (Callable 11/04/2028) <sup>(a)</sup> | 12567000 | 13308930 |
|  Emerson Electric Co., 1.95%, 10/15/2030 (Callable 07/15/2030) | Emerson Electric Co., 1.95%, 10/15/2030 (Callable 07/15/2030) | 12600000 | 11348582 |
|  Enbridge, Inc., 5.55%, 06/20/2035 (Callable 03/20/2035) | Enbridge, Inc., 5.55%, 06/20/2035 (Callable 03/20/2035) | 12800000 | 13200172 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| &nbsp;&nbsp; 4.20%, 04/15/2027 (Callable 01/15/2027) | &nbsp;&nbsp; 4.20%, 04/15/2027 (Callable 01/15/2027) | 475000 | 474372 |
| &nbsp;&nbsp; 5.50%, 06/01/2027 (Callable 03/01/2027) | &nbsp;&nbsp; 5.50%, 06/01/2027 (Callable 03/01/2027) | 18231000 | 18547127 |
| &nbsp;&nbsp; 6.00%, 02/01/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 6.00%, 02/01/2029 (Callable 10/31/2025) <sup>(a)</sup> | 4000000 | 4056898 |
| &nbsp;&nbsp; 5.25%, 04/15/2029 (Callable 01/15/2029) | &nbsp;&nbsp; 5.25%, 04/15/2029 (Callable 01/15/2029) | 14264000 | 14675707 |
| &nbsp;&nbsp; 8.25%, 11/15/2029 (Callable 08/15/2029) | &nbsp;&nbsp; 8.25%, 11/15/2029 (Callable 08/15/2029) | 1500000 | 1701787 |
| &nbsp;&nbsp; 3.75%, 05/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 3.75%, 05/15/2030 (Callable 02/15/2030) | 275000 | 267044 |
| &nbsp;&nbsp; 7.38%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 7.38%, 02/01/2031 (Callable 02/01/2026) <sup>(a)</sup> | 3000000 | 3133447 |
| &nbsp;&nbsp; 5.70%, 04/01/2035 (Callable 01/01/2035) | &nbsp;&nbsp; 5.70%, 04/01/2035 (Callable 01/01/2035) | 10000000 | 10325795 |
|  Eni SpA, 5.50%, 05/15/2034 (Callable 02/15/2034) <sup>(a)</sup> | Eni SpA, 5.50%, 05/15/2034 (Callable 02/15/2034) <sup>(a)</sup> | 4000000 | 4114886 |
| EQT Corp. | EQT Corp. | EQT Corp. | EQT Corp. |
| &nbsp;&nbsp; 7.50%, 06/01/2030 (Callable 12/01/2029) | &nbsp;&nbsp; 7.50%, 06/01/2030 (Callable 12/01/2029) | 8000000 | 8825001 |
| &nbsp;&nbsp; 5.75%, 02/01/2034 (Callable 11/01/2033) | &nbsp;&nbsp; 5.75%, 02/01/2034 (Callable 11/01/2033) | 5425000 | 5677590 |
|  Equinix Europe 2 Financing Corp. LLC, 5.50%, 06/15/2034 (Callable 03/15/2034) | Equinix Europe 2 Financing Corp. LLC, 5.50%, 06/15/2034 (Callable 03/15/2034) | 3000000 | 3114123 |
| Equinix, Inc. | Equinix, Inc. | Equinix, Inc. | Equinix, Inc. |
| &nbsp;&nbsp; 1.80%, 07/15/2027 (Callable 05/15/2027) | &nbsp;&nbsp; 1.80%, 07/15/2027 (Callable 05/15/2027) | 7000000 | 6720925 |
| &nbsp;&nbsp; 3.90%, 04/15/2032 (Callable 01/15/2032) | &nbsp;&nbsp; 3.90%, 04/15/2032 (Callable 01/15/2032) | 11000000 | 10551145 |
|  Evernorth Health, Inc., 4.50%, 02/25/2026 (Callable 11/27/2025) | Evernorth Health, Inc., 4.50%, 02/25/2026 (Callable 11/27/2025) | 11738000 | 11740182 |
| Ferguson Finance PLC | Ferguson Finance PLC | Ferguson Finance PLC | Ferguson Finance PLC |
| &nbsp;&nbsp; 4.50%, 10/24/2028 (Callable 07/24/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 10/24/2028 (Callable 07/24/2028) <sup>(a)</sup> | 31154000 | 31313370 |
| &nbsp;&nbsp; 4.65%, 04/20/2032 (Callable 01/20/2032) <sup>(a)</sup> | &nbsp;&nbsp; 4.65%, 04/20/2032 (Callable 01/20/2032) <sup>(a)</sup> | 8000000 | 7928531 |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. |
| &nbsp;&nbsp; 1.65%, 03/01/2028 (Callable 01/01/2028) | &nbsp;&nbsp; 1.65%, 03/01/2028 (Callable 01/01/2028) | 5000000 | 4712230 |
| &nbsp;&nbsp; 5.10%, 07/15/2032 (Callable 04/15/2032) | &nbsp;&nbsp; 5.10%, 07/15/2032 (Callable 04/15/2032) | 4900000 | 5021574 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| &nbsp;&nbsp; 2.25%, 06/01/2027 (Callable 04/01/2027) | &nbsp;&nbsp; 2.25%, 06/01/2027 (Callable 04/01/2027) | 16000000 | 15541345 |
| &nbsp;&nbsp; 4.20%, 10/01/2028 (Callable 07/01/2028) | &nbsp;&nbsp; 4.20%, 10/01/2028 (Callable 07/01/2028) | 1035000 | 1034509 |
| &nbsp;&nbsp; 3.50%, 07/01/2029 (Callable 04/01/2029) | &nbsp;&nbsp; 3.50%, 07/01/2029 (Callable 04/01/2029) | 700000 | 680358 |
| &nbsp;&nbsp; 5.63%, 08/21/2033 (Callable 05/21/2033) | &nbsp;&nbsp; 5.63%, 08/21/2033 (Callable 05/21/2033) | 5600000 | 5879169 |
| &nbsp;&nbsp; 5.15%, 08/12/2034 (Callable 05/12/2034) | &nbsp;&nbsp; 5.15%, 08/12/2034 (Callable 05/12/2034) | 5000000 | 5059763 |
|  Flex Intermediate Holdco LLC, 3.36%, 06/30/2031 (Callable 12/30/2030) <sup>(a)</sup> | Flex Intermediate Holdco LLC, 3.36%, 06/30/2031 (Callable 12/30/2030) <sup>(a)</sup> | 3515000 | 3233132 |
|  Flex Ltd., 4.88%, 05/12/2030 (Callable 02/12/2030) | Flex Ltd., 4.88%, 05/12/2030 (Callable 02/12/2030) | 4073000 | 4113093 |
| Florida Gas Transmission Co. LLC | Florida Gas Transmission Co. LLC | Florida Gas Transmission Co. LLC | Florida Gas Transmission Co. LLC |
| &nbsp;&nbsp; 2.55%, 07/01/2030 (Callable 04/01/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.55%, 07/01/2030 (Callable 04/01/2030) <sup>(a)</sup> | 7000000 | 6425919 |
| &nbsp;&nbsp; 2.30%, 10/01/2031 (Callable 07/01/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.30%, 10/01/2031 (Callable 07/01/2031) <sup>(a)</sup> | 10225000 | 9033490 |
| &nbsp;&nbsp; 5.75%, 07/15/2035 (Callable 04/15/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.75%, 07/15/2035 (Callable 04/15/2035) <sup>(a)</sup> | 20000000 | 20739732 |
|  Flowers Foods, Inc., 2.40%, 03/15/2031 (Callable 12/15/2030) | Flowers Foods, Inc., 2.40%, 03/15/2031 (Callable 12/15/2030) | 300000 | 266260 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| &nbsp;&nbsp; 5.80%, 03/05/2027 (Callable 02/05/2027) | &nbsp;&nbsp; 5.80%, 03/05/2027 (Callable 02/05/2027) | 10000000 | 10101163 |
| &nbsp;&nbsp; 7.35%, 11/04/2027 (Callable 10/04/2027) | &nbsp;&nbsp; 7.35%, 11/04/2027 (Callable 10/04/2027) | 10000000 | 10429888 |
| &nbsp;&nbsp; 5.92%, 03/20/2028 (Callable 02/20/2028) | &nbsp;&nbsp; 5.92%, 03/20/2028 (Callable 02/20/2028) | 4450000 | 4526215 |
| &nbsp;&nbsp; 6.80%, 11/07/2028 (Callable 10/07/2028) | &nbsp;&nbsp; 6.80%, 11/07/2028 (Callable 10/07/2028) | 5000000 | 5220271 |
| &nbsp;&nbsp; 5.30%, 09/06/2029 (Callable 08/06/2029) | &nbsp;&nbsp; 5.30%, 09/06/2029 (Callable 08/06/2029) | 7000000 | 6982560 |
|  Fortune Brands Innovations, Inc., 3.25%, 09/15/2029 (Callable 06/15/2029) | Fortune Brands Innovations, Inc., 3.25%, 09/15/2029 (Callable 06/15/2029) | 2725000 | 2608027 |
|  Fox Corp., 6.50%, 10/13/2033 (Callable 07/13/2033) | Fox Corp., 6.50%, 10/13/2033 (Callable 07/13/2033) | 3000000 | 3302840 |
|  Freeport-McMoRan, Inc., 5.40%, 11/14/2034 (Callable 05/14/2034) | Freeport-McMoRan, Inc., 5.40%, 11/14/2034 (Callable 05/14/2034) | 691000 | 708205 |
| Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. | Fresenius Medical Care US Finance III, Inc. |
| &nbsp;&nbsp; 1.88%, 12/01/2026 (Callable 11/01/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.88%, 12/01/2026 (Callable 11/01/2026) <sup>(a)</sup> | 20000000 | 19372749 |
| &nbsp;&nbsp; 3.75%, 06/15/2029 (Callable 03/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.75%, 06/15/2029 (Callable 03/15/2029) <sup>(a)</sup> | 2500000 | 2434969 |
| &nbsp;&nbsp; 2.38%, 02/16/2031 (Callable 11/16/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.38%, 02/16/2031 (Callable 11/16/2030) <sup>(a)</sup> | 10000000 | 8830587 |
|  General Motors Co., 5.63%, 04/15/2030 (Callable 03/15/2030) | General Motors Co., 5.63%, 04/15/2030 (Callable 03/15/2030) | 1125000 | 1166314 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 5.40%, 05/08/2027 | &nbsp;&nbsp; 5.40%, 05/08/2027 | 11100000 | 11288185 |
| &nbsp;&nbsp; 6.00%, 01/09/2028 (Callable 12/09/2027) | &nbsp;&nbsp; 6.00%, 01/09/2028 (Callable 12/09/2027) | 2475000 | 2563495 |
| &nbsp;&nbsp; 5.05%, 04/04/2028 | &nbsp;&nbsp; 5.05%, 04/04/2028 | 3500000 | 3556264 |
| &nbsp;&nbsp; 5.80%, 01/07/2029 (Callable 12/07/2028) | &nbsp;&nbsp; 5.80%, 01/07/2029 (Callable 12/07/2028) | 15000000 | 15588828 |
| &nbsp;&nbsp; 5.45%, 07/15/2030 (Callable 06/15/2030) | &nbsp;&nbsp; 5.45%, 07/15/2030 (Callable 06/15/2030) | 3175000 | 3270845 |
| Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. | Genpact Luxembourg SARL/Genpact USA, Inc. |
| &nbsp;&nbsp; 1.75%, 04/10/2026 (Callable 03/10/2026) | &nbsp;&nbsp; 1.75%, 04/10/2026 (Callable 03/10/2026) | 21600000 | 21287812 |
| &nbsp;&nbsp; 6.00%, 06/04/2029 (Callable 05/04/2029) | &nbsp;&nbsp; 6.00%, 06/04/2029 (Callable 05/04/2029) | 15033000 | 15639116 |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |
| &nbsp;&nbsp; 4.00%, 03/27/2027 (Callable 12/27/2026) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 03/27/2027 (Callable 12/27/2026) <sup>(a)</sup> | 4850000 | 4826929 |
| &nbsp;&nbsp; 3.88%, 10/27/2027 (Callable 07/27/2027) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 10/27/2027 (Callable 07/27/2027) <sup>(a)</sup> | 1150000 | 1140741 |
| &nbsp;&nbsp; 5.40%, 05/08/2028 (Callable 04/08/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.40%, 05/08/2028 (Callable 04/08/2028) <sup>(a)</sup> | 12200000 | 12530400 |
| &nbsp;&nbsp; 4.88%, 03/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 03/12/2029 (Callable 12/12/2028) <sup>(a)</sup> | 175000 | 177791 |
| &nbsp;&nbsp; 5.37%, 04/04/2029 (Callable 03/04/2029) <sup>(a)</sup> | &nbsp;&nbsp; 5.37%, 04/04/2029 (Callable 03/04/2029) <sup>(a)</sup> | 6000000 | 6182379 |
| &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.50%, 09/01/2030 (Callable 06/01/2030) <sup>(a)</sup> | 6343000 | 5786383 |
| &nbsp;&nbsp; 6.38%, 10/06/2030 (Callable 08/06/2030) <sup>(a)</sup> | &nbsp;&nbsp; 6.38%, 10/06/2030 (Callable 08/06/2030) <sup>(a)</sup> | 4000000 | 4317474 |
| &nbsp;&nbsp; 2.63%, 09/23/2031 (Callable 06/23/2031) <sup>(a)</sup> | &nbsp;&nbsp; 2.63%, 09/23/2031 (Callable 06/23/2031) <sup>(a)</sup> | 8350000 | 7498891 |
| &nbsp;&nbsp; 6.50%, 10/06/2033 (Callable 07/06/2033) <sup>(a)</sup> | &nbsp;&nbsp; 6.50%, 10/06/2033 (Callable 07/06/2033) <sup>(a)</sup> | 3000000 | 3305987 |
| &nbsp;&nbsp; 5.67%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | &nbsp;&nbsp; 5.67%, 04/01/2035 (Callable 01/01/2035) <sup>(a)</sup> | 9500000 | 9873654 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| &nbsp;&nbsp; 2.15%, 01/15/2027 (Callable 12/15/2026) | &nbsp;&nbsp; 2.15%, 01/15/2027 (Callable 12/15/2026) | 4535000 | 4418805 |
| &nbsp;&nbsp; 2.90%, 05/15/2030 (Callable 02/15/2030) | &nbsp;&nbsp; 2.90%, 05/15/2030 (Callable 02/15/2030) | 275000 | 254510 |
|  Graphic Packaging International LLC, 1.51%, 04/15/2026 (Callable 03/15/2026) <sup>(a)</sup> | Graphic Packaging International LLC, 1.51%, 04/15/2026 (Callable 03/15/2026) <sup>(a)</sup> | 650000 | 639405 |
|  Helmerich & Payne, Inc., 4.85%, 12/01/2029 (Callable 11/01/2029) | Helmerich & Payne, Inc., 4.85%, 12/01/2029 (Callable 11/01/2029) | 3000000 | 2987357 |
|  Hexcel Corp., 4.20%, 02/15/2027 (Callable 11/15/2026) <sup>(d)</sup> | Hexcel Corp., 4.20%, 02/15/2027 (Callable 11/15/2026) <sup>(d)</sup> | 300000 | 298718 |
|  HF Sinclair Corp., 5.00%, 02/01/2028 (Callable 10/11/2025) | HF Sinclair Corp., 5.00%, 02/01/2028 (Callable 10/11/2025) | 15000000 | 15031970 |
|  Hyatt Hotels Corp., 5.25%, 06/30/2029 (Callable 05/30/2029) | Hyatt Hotels Corp., 5.25%, 06/30/2029 (Callable 05/30/2029) | 15000000 | 15384240 |
| Hyundai Capital America | Hyundai Capital America | Hyundai Capital America | Hyundai Capital America |
| &nbsp;&nbsp; 1.65%, 09/17/2026 (Callable 08/17/2026) <sup>(a)</sup> | &nbsp;&nbsp; 1.65%, 09/17/2026 (Callable 08/17/2026) <sup>(a)</sup> | 15000000 | 14634579 |
| &nbsp;&nbsp; 4.88%, 11/01/2027 <sup>(a)</sup> | &nbsp;&nbsp; 4.88%, 11/01/2027 <sup>(a)</sup> | 6325000 | 6395625 |
| &nbsp;&nbsp; 6.10%, 09/21/2028 (Callable 08/21/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.10%, 09/21/2028 (Callable 08/21/2028) <sup>(a)</sup> | 7975000 | 8340703 |
|  Icon Investments Six DAC, 6.00%, 05/08/2034 (Callable 02/08/2034) | Icon Investments Six DAC, 6.00%, 05/08/2034 (Callable 02/08/2034) | 11550000 | 12124061 |
| IDEX Corp. | IDEX Corp. | IDEX Corp. | IDEX Corp. |
| &nbsp;&nbsp; 4.95%, 09/01/2029 (Callable 08/01/2029) | &nbsp;&nbsp; 4.95%, 09/01/2029 (Callable 08/01/2029) | 6450000 | 6590006 |
| &nbsp;&nbsp; 3.00%, 05/01/2030 (Callable 02/01/2030) | &nbsp;&nbsp; 3.00%, 05/01/2030 (Callable 02/01/2030) | 1100000 | 1034039 |
|  Ingersoll Rand, Inc., 5.40%, 08/14/2028 (Callable 07/14/2028) | Ingersoll Rand, Inc., 5.40%, 08/14/2028 (Callable 07/14/2028) | 7000000 | 7240771 |
|  Ingredion, Inc., 2.90%, 06/01/2030 (Callable 03/01/2030) | Ingredion, Inc., 2.90%, 06/01/2030 (Callable 03/01/2030) | 550000 | 515799 |
|  Intel Corp., 5.20%, 02/10/2033 (Callable 11/10/2032) | Intel Corp., 5.20%, 02/10/2033 (Callable 11/10/2032) | 5000000 | 5111824 |
|  International Flavors & Fragrances, Inc., 1.83%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | International Flavors & Fragrances, Inc., 1.83%, 10/15/2027 (Callable 08/15/2027) <sup>(a)</sup> | 2603000 | 2476441 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |
| &nbsp;&nbsp; 5.70%, 05/15/2028 (Callable 04/15/2028) | &nbsp;&nbsp; 5.70%, 05/15/2028 (Callable 04/15/2028) | 3725000 | 3843082 |
| &nbsp;&nbsp; 6.25%, 02/01/2029 (Callable 01/01/2029) | &nbsp;&nbsp; 6.25%, 02/01/2029 (Callable 01/01/2029) | 4418000 | 4650541 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl | JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl |
| &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | &nbsp;&nbsp; 5.75%, 04/01/2033 (Callable 01/01/2033) | 8000000 | 8354640 |
| &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 12/15/2033) | &nbsp;&nbsp; 6.75%, 03/15/2034 (Callable 12/15/2033) | 10275000 | 11359049 |
| JH North America Holdings, Inc. | JH North America Holdings, Inc. | JH North America Holdings, Inc. | JH North America Holdings, Inc. |
| &nbsp;&nbsp; 5.88%, 01/31/2031 (Callable 07/31/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 01/31/2031 (Callable 07/31/2027) <sup>(a)</sup> | 2000000 | 2030629 |
| &nbsp;&nbsp; 6.13%, 07/31/2032 (Callable 07/31/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.13%, 07/31/2032 (Callable 07/31/2028) <sup>(a)</sup> | 2000000 | 2048548 |
|  Jones Lang LaSalle, Inc., 6.88%, 12/01/2028 (Callable 11/01/2028) | Jones Lang LaSalle, Inc., 6.88%, 12/01/2028 (Callable 11/01/2028) | 14057000 | 15091362 |
|  Keurig Dr Pepper, Inc., 3.95%, 04/15/2029 (Callable 02/15/2029) | Keurig Dr Pepper, Inc., 3.95%, 04/15/2029 (Callable 02/15/2029) | 7000000 | 6885261 |
|  Keysight Technologies, Inc., 5.35%, 07/30/2030 (Callable 06/30/2030) | Keysight Technologies, Inc., 5.35%, 07/30/2030 (Callable 06/30/2030) | 6500000 | 6756298 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. |
| &nbsp;&nbsp; 8.05%, 10/15/2030 | &nbsp;&nbsp; 8.05%, 10/15/2030 | 6846000 | 7868906 |
| &nbsp;&nbsp; 7.80%, 08/01/2031 | &nbsp;&nbsp; 7.80%, 08/01/2031 | 15425000 | 17893298 |
|  Kraft Heinz Foods Co., 3.88%, 05/15/2027 (Callable 02/15/2027) | Kraft Heinz Foods Co., 3.88%, 05/15/2027 (Callable 02/15/2027) | 8129000 | 8092753 |
|  Kroger Co., 5.00%, 09/15/2034 (Callable 06/15/2034) | Kroger Co., 5.00%, 09/15/2034 (Callable 06/15/2034) | 3825000 | 3857473 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |
| &nbsp;&nbsp; 2.05%, 10/15/2026 (Callable 09/15/2026) | &nbsp;&nbsp; 2.05%, 10/15/2026 (Callable 09/15/2026) | 5900000 | 5762536 |
| &nbsp;&nbsp; 2.70%, 10/15/2028 (Callable 08/15/2028) | &nbsp;&nbsp; 2.70%, 10/15/2028 (Callable 08/15/2028) | 2730000 | 2600574 |
|  Lear Corp., 3.80%, 09/15/2027 (Callable 06/15/2027) | Lear Corp., 3.80%, 09/15/2027 (Callable 06/15/2027) | 410000 | 407080 |
|  Lennar Corp., 4.75%, 11/29/2027 (Callable 05/29/2027) | Lennar Corp., 4.75%, 11/29/2027 (Callable 05/29/2027) | 4500000 | 4542614 |
|  Lennox International, Inc., 1.70%, 08/01/2027 (Callable 06/01/2027) | Lennox International, Inc., 1.70%, 08/01/2027 (Callable 06/01/2027) | 850000 | 812452 |
|  LYB International Finance III LLC, 2.25%, 10/01/2030 (Callable 07/01/2030) | LYB International Finance III LLC, 2.25%, 10/01/2030 (Callable 07/01/2030) | 5000000 | 4463555 |
|  Marathon Petroleum Corp., 5.15%, 03/01/2030 (Callable 02/01/2030) | Marathon Petroleum Corp., 5.15%, 03/01/2030 (Callable 02/01/2030) | 18000000 | 18500068 |
|  Marriott International, Inc./MD, 5.00%, 10/15/2027 (Callable 09/15/2027) | Marriott International, Inc./MD, 5.00%, 10/15/2027 (Callable 09/15/2027) | 10325000 | 10504677 |
|  Martin Marietta Materials, Inc., 2.50%, 03/15/2030 (Callable 12/15/2029) | Martin Marietta Materials, Inc., 2.50%, 03/15/2030 (Callable 12/15/2029) | 200000 | 185859 |
|  MasTec, Inc., 6.63%, 08/15/2029 (Callable 10/11/2025) <sup>(a)</sup> | MasTec, Inc., 6.63%, 08/15/2029 (Callable 10/11/2025) <sup>(a)</sup> | 3000000 | 3000000 |
|  Metropolitan Detroit Area Hospital Services, Inc., 4.48%, 12/01/2029 <sup>(a)</sup> | Metropolitan Detroit Area Hospital Services, Inc., 4.48%, 12/01/2029 <sup>(a)</sup> | 7870000 | 7758452 |
|  Midwest Connector Capital Co. LLC, 4.63%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | Midwest Connector Capital Co. LLC, 4.63%, 04/01/2029 (Callable 01/01/2029) <sup>(a)</sup> | 2975000 | 2987942 |
|  Mohawk Industries, Inc., 5.85%, 09/18/2028 (Callable 08/18/2028) | Mohawk Industries, Inc., 5.85%, 09/18/2028 (Callable 08/18/2028) | 7500000 | 7835895 |
| MPLX LP | MPLX LP | MPLX LP | MPLX LP |
| &nbsp;&nbsp; 4.13%, 03/01/2027 (Callable 12/01/2026) | &nbsp;&nbsp; 4.13%, 03/01/2027 (Callable 12/01/2026) | 275000 | 274613 |
| &nbsp;&nbsp; 2.65%, 08/15/2030 (Callable 05/15/2030) | &nbsp;&nbsp; 2.65%, 08/15/2030 (Callable 05/15/2030) | 3950000 | 3626426 |
| &nbsp;&nbsp; 5.40%, 04/01/2035 (Callable 01/01/2035) | &nbsp;&nbsp; 5.40%, 04/01/2035 (Callable 01/01/2035) | 32175000 | 32437398 |
| MSCI, Inc. | MSCI, Inc. | MSCI, Inc. | MSCI, Inc. |
| &nbsp;&nbsp; 4.00%, 11/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 4.00%, 11/15/2029 (Callable 10/31/2025) <sup>(a)</sup> | 12378000 | 12093302 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 10/31/2025) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 02/15/2031 (Callable 10/31/2025) <sup>(a)</sup> | 2055000 | 1968979 |
|  NetApp, Inc., 5.50%, 03/17/2032 (Callable 01/17/2032) | NetApp, Inc., 5.50%, 03/17/2032 (Callable 01/17/2032) | 7000000 | 7283105 |
| nVent Finance Sarl | nVent Finance Sarl | nVent Finance Sarl | nVent Finance Sarl |
| &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | &nbsp;&nbsp; 4.55%, 04/15/2028 (Callable 01/15/2028) | 5291000 | 5310249 |
| &nbsp;&nbsp; 5.65%, 05/15/2033 (Callable 02/15/2033) | &nbsp;&nbsp; 5.65%, 05/15/2033 (Callable 02/15/2033) | 3341000 | 3488475 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| &nbsp;&nbsp; 7.50%, 10/15/2026 | &nbsp;&nbsp; 7.50%, 10/15/2026 | 1288000 | 1318854 |
| &nbsp;&nbsp; 8.88%, 07/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 8.88%, 07/15/2030 (Callable 01/15/2030) | 1000000 | 1155339 |
| &nbsp;&nbsp; 6.63%, 09/01/2030 (Callable 03/01/2030) | &nbsp;&nbsp; 6.63%, 09/01/2030 (Callable 03/01/2030) | 2500000 | 2678557 |
| &nbsp;&nbsp; 7.50%, 05/01/2031 | &nbsp;&nbsp; 7.50%, 05/01/2031 | 12000000 | 13478340 |
| &nbsp;&nbsp; 5.55%, 10/01/2034 (Callable 07/01/2034) | &nbsp;&nbsp; 5.55%, 10/01/2034 (Callable 07/01/2034) | 7325000 | 7432084 |
| &nbsp;&nbsp; 6.45%, 09/15/2036 | &nbsp;&nbsp; 6.45%, 09/15/2036 | 3750000 | 3985001 |
|  Ochsner LSU Health System of North Louisiana, 2.51%, 05/15/2031 (Callable 11/15/2030) | Ochsner LSU Health System of North Louisiana, 2.51%, 05/15/2031 (Callable 11/15/2030) | 5000000 | 4201260 |
|  ONEOK, Inc., 4.75%, 10/15/2031 (Callable 08/15/2031) | ONEOK, Inc., 4.75%, 10/15/2031 (Callable 08/15/2031) | 15000000 | 15004801 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 2.80%, 04/01/2027 (Callable 02/01/2027) | &nbsp;&nbsp; 2.80%, 04/01/2027 (Callable 02/01/2027) | 11375000 | 11152414 |
| &nbsp;&nbsp; 2.30%, 03/25/2028 (Callable 01/25/2028) | &nbsp;&nbsp; 2.30%, 03/25/2028 (Callable 01/25/2028) | 3000000 | 2868250 |
| &nbsp;&nbsp; 6.15%, 11/09/2029 (Callable 09/09/2029) | &nbsp;&nbsp; 6.15%, 11/09/2029 (Callable 09/09/2029) | 3000000 | 3199167 |
| &nbsp;&nbsp; 4.80%, 09/26/2032 (Callable 07/26/2032) | &nbsp;&nbsp; 4.80%, 09/26/2032 (Callable 07/26/2032) | 15400000 | 15418518 |
|  Orange SA, 9.00%, 03/01/2031 <sup>(d)</sup> | Orange SA, 9.00%, 03/01/2031 <sup>(d)</sup> | 4125000 | 5011705 |
|  PeaceHealth Obligated Group, 1.38%, 11/15/2025 (Callable 10/31/2025) | PeaceHealth Obligated Group, 1.38%, 11/15/2025 (Callable 10/31/2025) | 550000 | 547900 |
| Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. | Penske Truck Leasing Co. Lp / PTL Finance Corp. |
| &nbsp;&nbsp; 5.88%, 11/15/2027 (Callable 10/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.88%, 11/15/2027 (Callable 10/15/2027) <sup>(a)</sup> | 7200000 | 7425635 |
| &nbsp;&nbsp; 5.70%, 02/01/2028 (Callable 01/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.70%, 02/01/2028 (Callable 01/01/2028) <sup>(a)</sup> | 2900000 | 2983622 |
| &nbsp;&nbsp; 5.55%, 05/01/2028 (Callable 04/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 5.55%, 05/01/2028 (Callable 04/01/2028) <sup>(a)</sup> | 4425000 | 4556503 |
| &nbsp;&nbsp; 6.05%, 08/01/2028 (Callable 07/01/2028) <sup>(a)</sup> | &nbsp;&nbsp; 6.05%, 08/01/2028 (Callable 07/01/2028) <sup>(a)</sup> | 11000000 | 11485666 |
|  Phillips 66, 2.15%, 12/15/2030 (Callable 09/15/2030) | Phillips 66, 2.15%, 12/15/2030 (Callable 09/15/2030) | 10000000 | 8927057 |
|  Phillips 66 Co., 3.15%, 12/15/2029 (Callable 09/15/2029) | Phillips 66 Co., 3.15%, 12/15/2029 (Callable 09/15/2029) | 500000 | 477834 |
|  Premier Health Partners, 2.91%, 11/15/2026 (Callable 05/15/2026) | Premier Health Partners, 2.91%, 11/15/2026 (Callable 05/15/2026) | 17852000 | 17588996 |
| Regal Rexnord Corp. | Regal Rexnord Corp. | Regal Rexnord Corp. | Regal Rexnord Corp. |
| &nbsp;&nbsp; 6.05%, 04/15/2028 (Callable 03/15/2028) | &nbsp;&nbsp; 6.05%, 04/15/2028 (Callable 03/15/2028) | 17900000 | 18516336 |
| &nbsp;&nbsp; 6.40%, 04/15/2033 (Callable 01/15/2033) | &nbsp;&nbsp; 6.40%, 04/15/2033 (Callable 01/15/2033) | 2000000 | 2147093 |
|  Renesas Electronics Corp., 2.17%, 11/25/2026 (Callable 10/25/2026) <sup>(a)</sup> | Renesas Electronics Corp., 2.17%, 11/25/2026 (Callable 10/25/2026) <sup>(a)</sup> | 5450000 | 5310993 |
|  Republic Services, Inc., 4.88%, 04/01/2029 (Callable 03/01/2029) | Republic Services, Inc., 4.88%, 04/01/2029 (Callable 03/01/2029) | 4350000 | 4458608 |
| Rogers Communications, Inc. | Rogers Communications, Inc. | Rogers Communications, Inc. | Rogers Communications, Inc. |
| &nbsp;&nbsp; 3.80%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 3.80%, 03/15/2032 (Callable 12/15/2031) | 15150000 | 14311255 |
| &nbsp;&nbsp; 5.30%, 02/15/2034 (Callable 11/15/2033) | &nbsp;&nbsp; 5.30%, 02/15/2034 (Callable 11/15/2033) | 4900000 | 4970979 |
| Roper Technologies, Inc. | Roper Technologies, Inc. | Roper Technologies, Inc. | Roper Technologies, Inc. |
| &nbsp;&nbsp; 3.80%, 12/15/2026 (Callable 09/15/2026) | &nbsp;&nbsp; 3.80%, 12/15/2026 (Callable 09/15/2026) | 1450000 | 1444668 |
| &nbsp;&nbsp; 2.00%, 06/30/2030 (Callable 03/30/2030) | &nbsp;&nbsp; 2.00%, 06/30/2030 (Callable 03/30/2030) | 14675000 | 13182806 |
| Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. | Ryder System, Inc. |
| &nbsp;&nbsp; 2.85%, 03/01/2027 (Callable 02/01/2027) | &nbsp;&nbsp; 2.85%, 03/01/2027 (Callable 02/01/2027) | 3775000 | 3708435 |
| &nbsp;&nbsp; 5.25%, 06/01/2028 (Callable 05/01/2028) | &nbsp;&nbsp; 5.25%, 06/01/2028 (Callable 05/01/2028) | 6275000 | 6445522 |
| Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC | Sabine Pass Liquefaction LLC |
| &nbsp;&nbsp; 4.50%, 05/15/2030 (Callable 11/15/2029) | &nbsp;&nbsp; 4.50%, 05/15/2030 (Callable 11/15/2029) | 10450000 | 10486452 |
| &nbsp;&nbsp; 5.90%, 09/15/2037 (Callable 03/15/2037) | &nbsp;&nbsp; 5.90%, 09/15/2037 (Callable 03/15/2037) | 2917170 | 3067472 |
|  Samarco Mineracao SA, 9.50% (or 9.50% PIK), 06/30/2031 (Callable 10/16/2025) <sup>(a)</sup> | Samarco Mineracao SA, 9.50% (or 9.50% PIK), 06/30/2031 (Callable 10/16/2025) <sup>(a)</sup> | 2045888 | 2056506 |
|  SK Hynix, Inc., 5.50%, 01/16/2029 <sup>(a)</sup> | SK Hynix, Inc., 5.50%, 01/16/2029 <sup>(a)</sup> | 5000000 | 5165101 |
|  Smith & Nephew PLC, 2.03%, 10/14/2030 (Callable 07/14/2030) | Smith & Nephew PLC, 2.03%, 10/14/2030 (Callable 07/14/2030) | 5600000 | 5006016 |
|  Smurfit Kappa Treasury Funding DAC, 7.50%, 11/20/2025 | Smurfit Kappa Treasury Funding DAC, 7.50%, 11/20/2025 | 7800000 | 7819192 |
|  Sodexo, Inc., 5.15%, 08/15/2030 (Callable 07/15/2030) <sup>(a)</sup> | Sodexo, Inc., 5.15%, 08/15/2030 (Callable 07/15/2030) <sup>(a)</sup> | 4950000 | 5060992 |
|  Solventum Corp., 5.60%, 03/23/2034 (Callable 12/23/2033) | Solventum Corp., 5.60%, 03/23/2034 (Callable 12/23/2033) | 10000000 | 10411294 |
| Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC | Southern Natural Gas Co. LLC |
| &nbsp;&nbsp; 7.35%, 02/15/2031 | &nbsp;&nbsp; 7.35%, 02/15/2031 | 8020000 | 8923628 |
| &nbsp;&nbsp; 8.00%, 03/01/2032 | &nbsp;&nbsp; 8.00%, 03/01/2032 | 2523000 | 2928116 |
|  Sprint Capital Corp., 6.88%, 11/15/2028 | Sprint Capital Corp., 6.88%, 11/15/2028 | 13000000 | 13983428 |
|  Stanley Black & Decker, Inc., 6.00%, 03/06/2028 (Callable 02/06/2028) | Stanley Black & Decker, Inc., 6.00%, 03/06/2028 (Callable 02/06/2028) | 2000000 | 2078172 |
|  Stellantis Finance US, Inc., 5.63%, 01/12/2028 (Callable 12/12/2027) <sup>(a)</sup> | Stellantis Finance US, Inc., 5.63%, 01/12/2028 (Callable 12/12/2027) <sup>(a)</sup> | 575000 | 584920 |
|  Sysco Corp., 5.95%, 04/01/2030 (Callable 01/01/2030) | Sysco Corp., 5.95%, 04/01/2030 (Callable 01/01/2030) | 4232000 | 4485889 |
| Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. |
| &nbsp;&nbsp; 5.20%, 07/01/2027 (Callable 06/01/2027) | &nbsp;&nbsp; 5.20%, 07/01/2027 (Callable 06/01/2027) | 5000000 | 5078795 |
| &nbsp;&nbsp; 5.55%, 08/15/2035 (Callable 05/15/2035) | &nbsp;&nbsp; 5.55%, 08/15/2035 (Callable 05/15/2035) | 10000000 | 10199198 |
|  TC PipeLines LP, 3.90%, 05/25/2027 (Callable 02/25/2027) | TC PipeLines LP, 3.90%, 05/25/2027 (Callable 02/25/2027) | 14125000 | 14043753 |
| Timken Co. | Timken Co. | Timken Co. | Timken Co. |
| &nbsp;&nbsp; 4.50%, 12/15/2028 (Callable 09/15/2028) | &nbsp;&nbsp; 4.50%, 12/15/2028 (Callable 09/15/2028) | 17125000 | 17201846 |
| &nbsp;&nbsp; 4.13%, 04/01/2032 (Callable 01/01/2032) | &nbsp;&nbsp; 4.13%, 04/01/2032 (Callable 01/01/2032) | 8000000 | 7660278 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 10/11/2025) | &nbsp;&nbsp; 3.38%, 04/15/2029 (Callable 10/11/2025) | 4350000 | 4223544 |
| &nbsp;&nbsp; 3.88%, 04/15/2030 (Callable 01/15/2030) | &nbsp;&nbsp; 3.88%, 04/15/2030 (Callable 01/15/2030) | 23206000 | 22755537 |
| &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 03/15/2032) | &nbsp;&nbsp; 5.13%, 05/15/2032 (Callable 03/15/2032) | 8600000 | 8850756 |
|  Toll Brothers Finance Corp., 5.60%, 06/15/2035 (Callable 03/15/2035) | Toll Brothers Finance Corp., 5.60%, 06/15/2035 (Callable 03/15/2035) | 14650000 | 15008178 |
| Toll Road Investors Partnership II LP | Toll Road Investors Partnership II LP | Toll Road Investors Partnership II LP | Toll Road Investors Partnership II LP |
| &nbsp;&nbsp; 0.00%, 02/15/2026 <sup>(a)(e)</sup> | &nbsp;&nbsp; 0.00%, 02/15/2026 <sup>(a)(e)</sup> | 6590000 | 6434865 |
| &nbsp;&nbsp; 0.00%, 02/15/2028 <sup>(a)(e)</sup> | &nbsp;&nbsp; 0.00%, 02/15/2028 <sup>(a)(e)</sup> | 15100000 | 12828585 |
|  Trane Technologies Co. LLC, 6.39%, 11/15/2027 | Trane Technologies Co. LLC, 6.39%, 11/15/2027 | 1215000 | 1246418 |
|  TransCanada PipeLines Ltd., 5.60%, 03/31/2034 | TransCanada PipeLines Ltd., 5.60%, 03/31/2034 | 1335000 | 1381087 |
|  Transcontinental Gas Pipe Line Co. LLC, 7.25%, 12/01/2026 | Transcontinental Gas Pipe Line Co. LLC, 7.25%, 12/01/2026 | 4748000 | 4893851 |
|  Triton Container International Ltd., 2.05%, 04/15/2026 (Callable 03/15/2026) <sup>(a)</sup> | Triton Container International Ltd., 2.05%, 04/15/2026 (Callable 03/15/2026) <sup>(a)</sup> | 10000000 | 9874180 |
|  TSMC Arizona Corp., 2.50%, 10/25/2031 (Callable 07/25/2031) | TSMC Arizona Corp., 2.50%, 10/25/2031 (Callable 07/25/2031) | 8175000 | 7424787 |
|  United Rentals North America, Inc., 6.00%, 12/15/2029 (Callable 12/15/2025) <sup>(a)</sup> | United Rentals North America, Inc., 6.00%, 12/15/2029 (Callable 12/15/2025) <sup>(a)</sup> | 12000000 | 12356508 |
| Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. | Vale Overseas Ltd. |
| &nbsp;&nbsp; 3.75%, 07/08/2030 (Callable 04/08/2030) | &nbsp;&nbsp; 3.75%, 07/08/2030 (Callable 04/08/2030) | 9500000 | 9136599 |
| &nbsp;&nbsp; 6.13%, 06/12/2033 (Callable 03/12/2033) | &nbsp;&nbsp; 6.13%, 06/12/2033 (Callable 03/12/2033) | 20000000 | 21358180 |
|  Valero Energy Corp., 2.15%, 09/15/2027 (Callable 07/15/2027) | Valero Energy Corp., 2.15%, 09/15/2027 (Callable 07/15/2027) | 300000 | 288826 |
| Var Energi ASA | Var Energi ASA | Var Energi ASA | Var Energi ASA |
| &nbsp;&nbsp; 5.00%, 05/18/2027 (Callable 04/18/2027) <sup>(a)</sup> | &nbsp;&nbsp; 5.00%, 05/18/2027 (Callable 04/18/2027) <sup>(a)</sup> | 10000000 | 10085960 |
| &nbsp;&nbsp; 8.00%, 11/15/2032 (Callable 08/15/2032) <sup>(a)</sup> | &nbsp;&nbsp; 8.00%, 11/15/2032 (Callable 08/15/2032) <sup>(a)</sup> | 15000000 | 17408108 |
| Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC |
| &nbsp;&nbsp; 3.88%, 08/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 3.88%, 08/15/2029 (Callable 02/15/2029) <sup>(a)</sup> | 6000000 | 5750013 |
| &nbsp;&nbsp; 6.25%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | &nbsp;&nbsp; 6.25%, 01/15/2030 (Callable 10/15/2029) <sup>(a)</sup> | 4350000 | 4535092 |
|  Verisk Analytics, Inc., 4.13%, 03/15/2029 (Callable 12/15/2028) | Verisk Analytics, Inc., 4.13%, 03/15/2029 (Callable 12/15/2028) | 3000000 | 2992908 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.10%, 03/22/2028 (Callable 01/22/2028) | &nbsp;&nbsp; 2.10%, 03/22/2028 (Callable 01/22/2028) | 6050000 | 5770749 |
| &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | &nbsp;&nbsp; 2.36%, 03/15/2032 (Callable 12/15/2031) | 2316000 | 2030994 |
| &nbsp;&nbsp; 5.40%, 07/02/2037 (Callable 04/02/2037) <sup>(a)</sup> | &nbsp;&nbsp; 5.40%, 07/02/2037 (Callable 04/02/2037) <sup>(a)</sup> | 11184000 | 11362498 |
|  VICI Properties LP, 4.75%, 02/15/2028 (Callable 01/15/2028) | VICI Properties LP, 4.75%, 02/15/2028 (Callable 01/15/2028) | 3153000 | 3179509 |
|  Volkswagen Group of America Finance LLC, 6.20%, 11/16/2028 (Callable 10/16/2028) <sup>(a)</sup> | Volkswagen Group of America Finance LLC, 6.20%, 11/16/2028 (Callable 10/16/2028) <sup>(a)</sup> | 6000000 | 6280851 |
| Vontier Corp. | Vontier Corp. | Vontier Corp. | Vontier Corp. |
| &nbsp;&nbsp; 1.80%, 04/01/2026 (Callable 03/01/2026) | &nbsp;&nbsp; 1.80%, 04/01/2026 (Callable 03/01/2026) | 6650000 | 6558139 |
| &nbsp;&nbsp; 2.40%, 04/01/2028 (Callable 02/01/2028) | &nbsp;&nbsp; 2.40%, 04/01/2028 (Callable 02/01/2028) | 16375000 | 15576824 |
| &nbsp;&nbsp; 2.95%, 04/01/2031 (Callable 01/01/2031) | &nbsp;&nbsp; 2.95%, 04/01/2031 (Callable 01/01/2031) | 2696000 | 2462513 |
| Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. | Warnermedia Holdings, Inc. |
| &nbsp;&nbsp; 3.76%, 03/15/2027 (Callable 02/15/2027) | &nbsp;&nbsp; 3.76%, 03/15/2027 (Callable 02/15/2027) | 5340000 | 5266575 |
| &nbsp;&nbsp; 4.05%, 03/15/2029 (Callable 01/15/2029) | &nbsp;&nbsp; 4.05%, 03/15/2029 (Callable 01/15/2029) | 4985000 | 4810525 |
|  Waste Connections, Inc., 3.20%, 06/01/2032 (Callable 03/01/2032) | Waste Connections, Inc., 3.20%, 06/01/2032 (Callable 03/01/2032) | 875000 | 810232 |
|  Weir Group, Inc., 5.35%, 05/06/2030 (Callable 04/06/2030) <sup>(a)</sup> | Weir Group, Inc., 5.35%, 05/06/2030 (Callable 04/06/2030) <sup>(a)</sup> | 11300000 | 11624821 |
|  Western Digital Corp., 2.85%, 02/01/2029 (Callable 12/01/2028) | Western Digital Corp., 2.85%, 02/01/2029 (Callable 12/01/2028) | 10000000 | 9401527 |
| Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP |
| &nbsp;&nbsp; 4.50%, 03/01/2028 (Callable 12/01/2027) | &nbsp;&nbsp; 4.50%, 03/01/2028 (Callable 12/01/2027) | 7195000 | 7205787 |
| &nbsp;&nbsp; 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(d)</sup> | &nbsp;&nbsp; 4.05%, 02/01/2030 (Callable 11/01/2029) <sup>(d)</sup> | 2000000 | 1952175 |
| Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. | Westinghouse Air Brake Technologies Corp. |
| &nbsp;&nbsp; 3.45%, 11/15/2026 (Callable 08/15/2026) | &nbsp;&nbsp; 3.45%, 11/15/2026 (Callable 08/15/2026) | 11050000 | 10954069 |
| &nbsp;&nbsp; 4.70%, 09/15/2028 (Callable 06/15/2028) <sup>(d)</sup> | &nbsp;&nbsp; 4.70%, 09/15/2028 (Callable 06/15/2028) <sup>(d)</sup> | 1500000 | 1520906 |
|  Whistler Pipeline LLC, 5.40%, 09/30/2029 (Callable 08/30/2029) <sup>(a)</sup> | Whistler Pipeline LLC, 5.40%, 09/30/2029 (Callable 08/30/2029) <sup>(a)</sup> | 11225000 | 11544243 |
| Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. |
| &nbsp;&nbsp; 7.50%, 01/15/2031 | &nbsp;&nbsp; 7.50%, 01/15/2031 | 6650000 | 7535491 |
| &nbsp;&nbsp; 5.15%, 03/15/2034 (Callable 12/15/2033) | &nbsp;&nbsp; 5.15%, 03/15/2034 (Callable 12/15/2033) | 7000000 | 7106548 |
|  Wipro IT Services LLC, 1.50%, 06/23/2026 (Callable 05/23/2026) <sup>(a)</sup> | Wipro IT Services LLC, 1.50%, 06/23/2026 (Callable 05/23/2026) <sup>(a)</sup> | 9000000 | 8816301 |
| Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. |
| &nbsp;&nbsp; 4.50%, 03/04/2029 (Callable 12/04/2028) <sup>(a)</sup> | &nbsp;&nbsp; 4.50%, 03/04/2029 (Callable 12/04/2028) <sup>(a)</sup> | 8500000 | 8494331 |
| &nbsp;&nbsp; 5.40%, 05/19/2030 (Callable 04/19/2030) | &nbsp;&nbsp; 5.40%, 05/19/2030 (Callable 04/19/2030) | 1500000 | 1540403 |
|  WRKCo, Inc., 3.90%, 06/01/2028 (Callable 03/01/2028) | WRKCo, Inc., 3.90%, 06/01/2028 (Callable 03/01/2028) | 8275000 | 8206431 |
|  Yara International ASA, 3.80%, 06/06/2026 (Callable 03/06/2026) <sup>(a)</sup> | Yara International ASA, 3.80%, 06/06/2026 (Callable 03/06/2026) <sup>(a)</sup> | 1150000 | 1143931 |
|  |  |  | 2122141323 |
| **Utilities - 2.5%** | **Utilities - 2.5%** | **Utilities - 2.5%** | **Utilities - 2.5%** |
|  Alliant Energy Finance LLC, 5.95%, 03/30/2029 (Callable 02/28/2029) <sup>(a)</sup> | Alliant Energy Finance LLC, 5.95%, 03/30/2029 (Callable 02/28/2029) <sup>(a)</sup> | 7000000 | 7324599 |
|  Ameren Corp., 5.38%, 03/15/2035 (Callable 12/15/2034) | Ameren Corp., 5.38%, 03/15/2035 (Callable 12/15/2034) | 7000000 | 7187123 |
|  Ausgrid Finance Pty Ltd., 4.35%, 08/01/2028 (Callable 05/01/2028) <sup>(a)</sup> | Ausgrid Finance Pty Ltd., 4.35%, 08/01/2028 (Callable 05/01/2028) <sup>(a)</sup> | 4400000 | 4420246 |
|  Avangrid, Inc., 3.80%, 06/01/2029 (Callable 03/01/2029) | Avangrid, Inc., 3.80%, 06/01/2029 (Callable 03/01/2029) | 10975000 | 10774204 |
|  Black Hills Corp., 6.00%, 01/15/2035 (Callable 10/15/2034) | Black Hills Corp., 6.00%, 01/15/2035 (Callable 10/15/2034) | 15000000 | 15967295 |
|  DTE Electric Co., 2.63%, 03/01/2031 (Callable 12/01/2030) | DTE Electric Co., 2.63%, 03/01/2031 (Callable 12/01/2030) | 275000 | 252500 |
| DTE Energy Co. | DTE Energy Co. | DTE Energy Co. | DTE Energy Co. |
| &nbsp;&nbsp; 4.88%, 06/01/2028 (Callable 05/01/2028) | &nbsp;&nbsp; 4.88%, 06/01/2028 (Callable 05/01/2028) | 18000000 | 18311902 |
| &nbsp;&nbsp; 5.10%, 03/01/2029 (Callable 02/01/2029) | &nbsp;&nbsp; 5.10%, 03/01/2029 (Callable 02/01/2029) | 15000000 | 15369754 |
| &nbsp;&nbsp; 5.85%, 06/01/2034 (Callable 03/01/2034) | &nbsp;&nbsp; 5.85%, 06/01/2034 (Callable 03/01/2034) | 12000000 | 12750019 |
|  Duquesne Light Holdings, Inc., 2.78%, 01/07/2032 (Callable 10/07/2031) <sup>(a)</sup> | Duquesne Light Holdings, Inc., 2.78%, 01/07/2032 (Callable 10/07/2031) <sup>(a)</sup> | 12400000 | 10984150 |
|  East Ohio Gas Co., 2.00%, 06/15/2030 (Callable 03/15/2030) <sup>(a)</sup> | East Ohio Gas Co., 2.00%, 06/15/2030 (Callable 03/15/2030) <sup>(a)</sup> | 550000 | 495085 |
| Enel Finance International NV | Enel Finance International NV | Enel Finance International NV | Enel Finance International NV |
| &nbsp;&nbsp; 4.63%, 06/15/2027 (Callable 05/15/2027) <sup>(a)</sup> | &nbsp;&nbsp; 4.63%, 06/15/2027 (Callable 05/15/2027) <sup>(a)</sup> | 10000000 | 10065441 |
| &nbsp;&nbsp; 3.50%, 04/06/2028 <sup>(a)</sup> | &nbsp;&nbsp; 3.50%, 04/06/2028 <sup>(a)</sup> | 14975000 | 14702018 |
| &nbsp;&nbsp; 5.50%, 06/26/2034 (Callable 03/26/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.50%, 06/26/2034 (Callable 03/26/2034) <sup>(a)</sup> | 25000000 | 25883584 |
|  Engie SA, 5.25%, 04/10/2029 (Callable 03/10/2029) <sup>(a)</sup> | Engie SA, 5.25%, 04/10/2029 (Callable 03/10/2029) <sup>(a)</sup> | 12000000 | 12350876 |
|  Entergy Corp., 2.80%, 06/15/2030 (Callable 03/15/2030) | Entergy Corp., 2.80%, 06/15/2030 (Callable 03/15/2030) | 13250000 | 12363686 |
|  Eversource Energy, 1.65%, 08/15/2030 (Callable 05/15/2030) | Eversource Energy, 1.65%, 08/15/2030 (Callable 05/15/2030) | 275000 | 241427 |
|  Fells Point Funding Trust, 3.05%, 01/31/2027 (Callable 12/31/2026) <sup>(a)</sup> | Fells Point Funding Trust, 3.05%, 01/31/2027 (Callable 12/31/2026) <sup>(a)</sup> | 675000 | 664064 |
|  IPALCO Enterprises, Inc., 5.75%, 04/01/2034 (Callable 01/01/2034) | IPALCO Enterprises, Inc., 5.75%, 04/01/2034 (Callable 01/01/2034) | 8879000 | 9080737 |
| ITC Holdings Corp. | ITC Holdings Corp. | ITC Holdings Corp. | ITC Holdings Corp. |
| &nbsp;&nbsp; 3.35%, 11/15/2027 (Callable 08/15/2027) | &nbsp;&nbsp; 3.35%, 11/15/2027 (Callable 08/15/2027) | 275000 | 269950 |
| &nbsp;&nbsp; 2.95%, 05/14/2030 (Callable 02/14/2030) <sup>(a)</sup> | &nbsp;&nbsp; 2.95%, 05/14/2030 (Callable 02/14/2030) <sup>(a)</sup> | 15717000 | 14729736 |
| &nbsp;&nbsp; 5.40%, 06/01/2033 (Callable 03/01/2033) <sup>(a)</sup> | &nbsp;&nbsp; 5.40%, 06/01/2033 (Callable 03/01/2033) <sup>(a)</sup> | 4550000 | 4710071 |
| &nbsp;&nbsp; 5.65%, 05/09/2034 (Callable 02/09/2034) <sup>(a)</sup> | &nbsp;&nbsp; 5.65%, 05/09/2034 (Callable 02/09/2034) <sup>(a)</sup> | 4400000 | 4581238 |
|  KeySpan Corp., 8.00%, 11/15/2030 | KeySpan Corp., 8.00%, 11/15/2030 | 9900000 | 11314471 |
|  Liberty Utilities Co., 5.58%, 01/31/2029 (Callable 12/31/2028) <sup>(a)</sup> | Liberty Utilities Co., 5.58%, 01/31/2029 (Callable 12/31/2028) <sup>(a)</sup> | 22000000 | 22685082 |
| National Grid PLC | National Grid PLC | National Grid PLC | National Grid PLC |
| &nbsp;&nbsp; 5.60%, 06/12/2028 (Callable 05/12/2028) | &nbsp;&nbsp; 5.60%, 06/12/2028 (Callable 05/12/2028) | 5000000 | 5174186 |
| &nbsp;&nbsp; 5.42%, 01/11/2034 (Callable 10/11/2033) | &nbsp;&nbsp; 5.42%, 01/11/2034 (Callable 10/11/2033) | 5125000 | 5315503 |
|  National Grid USA, 5.80%, 04/01/2035 | National Grid USA, 5.80%, 04/01/2035 | 12768000 | 13198556 |
|  New York State Electric & Gas Corp., 5.30%, 08/15/2034 (Callable 05/15/2034) <sup>(a)</sup> | New York State Electric & Gas Corp., 5.30%, 08/15/2034 (Callable 05/15/2034) <sup>(a)</sup> | 9925000 | 10149589 |
|  Oncor Electric Delivery Co. LLC, 2.75%, 05/15/2030 (Callable 02/15/2030) | Oncor Electric Delivery Co. LLC, 2.75%, 05/15/2030 (Callable 02/15/2030) | 6000000 | 5628864 |
|  Pacific Gas and Electric Co., 3.75%, 07/01/2028 | Pacific Gas and Electric Co., 3.75%, 07/01/2028 | 259500 | 254852 |
|  Puget Energy, Inc., 2.38%, 06/15/2028 (Callable 04/15/2028) | Puget Energy, Inc., 2.38%, 06/15/2028 (Callable 04/15/2028) | 325000 | 308583 |
|  RWE Finance US LLC, 5.88%, 04/16/2034 (Callable 01/16/2034) <sup>(a)</sup> | RWE Finance US LLC, 5.88%, 04/16/2034 (Callable 01/16/2034) <sup>(a)</sup> | 10000000 | 10505461 |
|  Southern Co., 5.70%, 03/15/2034 (Callable 09/15/2033) | Southern Co., 5.70%, 03/15/2034 (Callable 09/15/2033) | 8375000 | 8845289 |
|  |  |  | 306860141 |
| **TOTAL CORPORATE BONDS** (Cost $4,770,572,631) | **TOTAL CORPORATE BONDS** (Cost $4,770,572,631) | **TOTAL CORPORATE BONDS** (Cost $4,770,572,631) | 4819963679 |
| **NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 4.6%** | **NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 4.6%** | **Par** | **Value**  |
|  Angel Oak Mortgage Trust 2024-2, Series 2024-3, Class A1, 4.80%, 11/26/2068 (Callable 03/25/2027) <sup>(a)(d)</sup> | Angel Oak Mortgage Trust 2024-2, Series 2024-3, Class A1, 4.80%, 11/26/2068 (Callable 03/25/2027) <sup>(a)(d)</sup> | 19051978 | 18949943 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |
| &nbsp;&nbsp; Series 2019-2, Class A1, 3.35%, 04/25/2049 (Callable 10/25/2025) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2019-2, Class A1, 3.35%, 04/25/2049 (Callable 10/25/2025) <sup>(a)(f)</sup> | 743710 | 723802 |
| &nbsp;&nbsp; Series 2022-1, Class A1A, 2.50%, 12/25/2056 (Callable 10/25/2025) <sup>(a)(d)</sup> | &nbsp;&nbsp; Series 2022-1, Class A1A, 2.50%, 12/25/2056 (Callable 10/25/2025) <sup>(a)(d)</sup> | 13559556 | 13079480 |
|  Banc of America Funding Corp., Series 2004-2, Class 1CB1, 5.75%, 09/20/2034 (Callable 10/20/2025) | Banc of America Funding Corp., Series 2004-2, Class 1CB1, 5.75%, 09/20/2034 (Callable 10/20/2025) | 376261 | 362052 |
|  Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-5, Class 2A, 4.19%, 07/25/2034 (Callable 10/25/2025) <sup>(f)</sup> | Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-5, Class 2A, 4.19%, 07/25/2034 (Callable 10/25/2025) <sup>(f)</sup> | 255522 | 241524 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |
| &nbsp;&nbsp; Series 2023-RPL1, Class A1, 5.00%, 05/25/2063 (Callable 05/25/2042) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2023-RPL1, Class A1, 5.00%, 05/25/2063 (Callable 05/25/2042) <sup>(a)(f)</sup> | 23272911 | 23206967 |
| &nbsp;&nbsp; Series 2024-RPL1, Class A1, 3.25%, 10/25/2063 (Callable 07/25/2051) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-RPL1, Class A1, 3.25%, 10/25/2063 (Callable 07/25/2051) <sup>(a)(f)</sup> | 47245215 | 43992652 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |
| &nbsp;&nbsp; Series 2024-RPL2, Class A1A, 3.25%, 08/25/2064 (Callable 03/25/2044) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-RPL2, Class A1A, 3.25%, 08/25/2064 (Callable 03/25/2044) <sup>(a)(f)</sup> | 42686745 | 38223427 |
| &nbsp;&nbsp; Series 2024-RPL3, Class A1A, 3.25%, 09/25/2064 (Callable 10/25/2050) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-RPL3, Class A1A, 3.25%, 09/25/2064 (Callable 10/25/2050) <sup>(a)(f)</sup> | 25504444 | 22871309 |
|  CIM Trust, Series 2023-R4, Class A1, 5.00%, 05/25/2062 (Callable 04/25/2028) <sup>(a)(f)</sup> | CIM Trust, Series 2023-R4, Class A1, 5.00%, 05/25/2062 (Callable 04/25/2028) <sup>(a)(f)</sup> | 27112921 | 27092814 |
|  FirstKey Homes 2020-SFR2 Trust, Series 2020-SFR2, Class A, 1.27%, 10/19/2037 <sup>(a)</sup> | FirstKey Homes 2020-SFR2 Trust, Series 2020-SFR2, Class A, 1.27%, 10/19/2037 <sup>(a)</sup> | 34579033 | 34417618 |
| FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust | FirstKey Homes Trust |
| &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-SFR2, Class A, 1.38%, 09/17/2038 <sup>(a)</sup> | 20162985 | 19617060 |
| &nbsp;&nbsp; Series 2022-SFR1, Class A, 4.15%, 05/19/2039 <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-SFR1, Class A, 4.15%, 05/19/2039 <sup>(a)</sup> | 20601408 | 20519742 |
| &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-SFR3, Class A, 4.25%, 07/17/2038 <sup>(a)</sup> | 21398532 | 21328927 |
|  GCAT, Series 2025-NQM3, Class A1A, 5.55%, 05/25/2070 (Callable 06/25/2028) <sup>(a)(d)</sup> | GCAT, Series 2025-NQM3, Class A1A, 5.55%, 05/25/2070 (Callable 06/25/2028) <sup>(a)(d)</sup> | 15382604 | 15517185 |
| Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust | Home Partners of America Trust |
| &nbsp;&nbsp; Series 2019-1, Class A, 2.91%, 09/17/2039 (Callable 10/17/2025) <sup>(a)</sup> | &nbsp;&nbsp; Series 2019-1, Class A, 2.91%, 09/17/2039 (Callable 10/17/2025) <sup>(a)</sup> | 14901385 | 14487356 |
| &nbsp;&nbsp; Series 2021-3, Class A, 2.20%, 01/17/2041 <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-3, Class A, 2.20%, 01/17/2041 <sup>(a)</sup> | 29942968 | 27809981 |
|  MASTR Alternative Loans Trust, Series 2003-5, Class 4A1, 5.50%, 07/25/2033 (Callable 10/25/2025) | MASTR Alternative Loans Trust, Series 2003-5, Class 4A1, 5.50%, 07/25/2033 (Callable 10/25/2025) | 106686 | 106104 |
|  MFRA Trust, Series 2022-NQM1, Class A1, 4.11%, 12/25/2066 (Callable 10/25/2025) <sup>(a)(f)</sup> | MFRA Trust, Series 2022-NQM1, Class A1, 4.11%, 12/25/2066 (Callable 10/25/2025) <sup>(a)(f)</sup> | 17991546 | 17776579 |
| Mill City Mortgage Trust | Mill City Mortgage Trust | Mill City Mortgage Trust | Mill City Mortgage Trust |
| &nbsp;&nbsp; Series 2018-3, Class A1, 3.50%, 08/25/2058 (Callable 05/25/2036) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2018-3, Class A1, 3.50%, 08/25/2058 (Callable 05/25/2036) <sup>(a)(f)</sup> | 112367 | 110999 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.25%, 10/25/2069 (Callable 05/25/2036) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2019-1, Class A1, 3.25%, 10/25/2069 (Callable 05/25/2036) <sup>(a)(f)</sup> | 172920 | 168938 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2017-2A, Class A3, 4.00%, 03/25/2057 (Callable 05/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2017-2A, Class A3, 4.00%, 03/25/2057 (Callable 05/25/2031) <sup>(a)(f)</sup> | 895386 | 869997 |
| &nbsp;&nbsp; Series 2019-RPL3, Class A1, 2.75%, 07/25/2059 (Callable 03/25/2041) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2019-RPL3, Class A1, 2.75%, 07/25/2059 (Callable 03/25/2041) <sup>(a)(f)</sup> | 2810781 | 2714394 |
|  Onslow Bay Mortgage Loan Trust, Series 2025-NQM14, Class A1, 5.16%, 07/25/2065 (Callable 07/25/2028) <sup>(a)(d)</sup> | Onslow Bay Mortgage Loan Trust, Series 2025-NQM14, Class A1, 5.16%, 07/25/2065 (Callable 07/25/2028) <sup>(a)(d)</sup> | 33682717 | 33909179 |
|  Progress Residential Trust, Series 2024-SFR2, Class A, 3.30%, 04/17/2041 <sup>(a)</sup> | Progress Residential Trust, Series 2024-SFR2, Class A, 3.30%, 04/17/2041 <sup>(a)</sup> | 19817261 | 19054114 |
|  RALI Trust, Series 2004-QS6, Class A1, 5.00%, 10/25/2063 | RALI Trust, Series 2004-QS6, Class A1, 5.00%, 10/25/2063 | 1178 | 1028 |
|  Thornburg Mortgage Securities Trust, Series 2003-5, Class 3A, 5.10%, 10/25/2043 (Callable 10/25/2025) <sup>(f)</sup> | Thornburg Mortgage Securities Trust, Series 2003-5, Class 3A, 5.10%, 10/25/2043 (Callable 10/25/2025) <sup>(f)</sup> | 586249 | 561734 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2017-6, Class A1, 2.75%, 10/25/2057 (Callable 02/25/2030) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2017-6, Class A1, 2.75%, 10/25/2057 (Callable 02/25/2030) <sup>(a)(f)</sup> | 32364 | 31859 |
| &nbsp;&nbsp; Series 2018-4, Class A1, 3.00%, 06/25/2058 (Callable 11/25/2033) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2018-4, Class A1, 3.00%, 06/25/2058 (Callable 11/25/2033) <sup>(a)(f)</sup> | 175433 | 166708 |
| &nbsp;&nbsp; Series 2018-6, Class A1A, 3.75%, 03/25/2058 (Callable 08/25/2030) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2018-6, Class A1A, 3.75%, 03/25/2058 (Callable 08/25/2030) <sup>(a)(f)</sup> | 42996 | 42695 |
| &nbsp;&nbsp; Series 2019-1, Class A1, 3.75%, 03/25/2058 (Callable 05/25/2028) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2019-1, Class A1, 3.75%, 03/25/2058 (Callable 05/25/2028) <sup>(a)(f)</sup> | 2661527 | 2592568 |
| &nbsp;&nbsp; Series 2019-4, Class A1, 2.90%, 10/25/2059 (Callable 11/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2019-4, Class A1, 2.90%, 10/25/2059 (Callable 11/25/2031) <sup>(a)(f)</sup> | 8496465 | 8164971 |
| &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 (Callable 09/25/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 (Callable 09/25/2030) <sup>(a)</sup> | 8796126 | 8013269 |
| &nbsp;&nbsp; Series 2022-2, Class A1, 3.75%, 07/01/2062 (Callable 09/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2022-2, Class A1, 3.75%, 07/01/2062 (Callable 09/25/2031) <sup>(a)(f)</sup> | 4643957 | 4419863 |
| &nbsp;&nbsp; Series 2022-3, Class A1, 3.75%, 08/01/2062 (Callable 09/25/2032) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2022-3, Class A1, 3.75%, 08/01/2062 (Callable 09/25/2032) <sup>(a)(f)</sup> | 7531397 | 7186957 |
| &nbsp;&nbsp; Series 2024-1, Class A1, 4.88%, 03/25/2064 (Callable 10/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-1, Class A1, 4.88%, 03/25/2064 (Callable 10/25/2031) <sup>(a)(f)</sup> | 10829396 | 11002146 |
| &nbsp;&nbsp; Series 2024-2, Class A1A, 4.82%, 12/25/2064 (Callable 09/25/2028) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-2, Class A1A, 4.82%, 12/25/2064 (Callable 09/25/2028) <sup>(a)(f)</sup> | 30673019 | 31181894 |
| &nbsp;&nbsp; Series 2024-5, Class A1A, 4.56%, 10/25/2064 (Callable 02/25/2033) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2024-5, Class A1A, 4.56%, 10/25/2064 (Callable 02/25/2033) <sup>(a)(f)</sup> | 29883981 | 30089182 |
| &nbsp;&nbsp; Series 2025-1, Class A1A, 4.77%, 06/25/2065 (Callable 06/25/2031) <sup>(a)(f)</sup> | &nbsp;&nbsp; Series 2025-1, Class A1A, 4.77%, 06/25/2065 (Callable 06/25/2031) <sup>(a)(f)</sup> | 27047604 | 27207199 |
| WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2004-AR3, Class A1, 5.37%, 06/25/2034 (Callable 10/25/2025) <sup>(f)</sup> | &nbsp;&nbsp; Series 2004-AR3, Class A1, 5.37%, 06/25/2034 (Callable 10/25/2025) <sup>(f)</sup> | 579749 | 549562 |
| &nbsp;&nbsp; Series 2004-CB2, Class 3A, 6.00%, 08/25/2034 (Callable 10/25/2025) | &nbsp;&nbsp; Series 2004-CB2, Class 3A, 6.00%, 08/25/2034 (Callable 10/25/2025) | 649514 | 666431 |
| **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $547,036,122) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $547,036,122) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $547,036,122) | 549030209 |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 3.4%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 3.4%** | **Par** | **Value**  |
| BANK-2017 | BANK-2017 | BANK-2017 | BANK-2017 |
| &nbsp;&nbsp; Series 2017-BNK4, Class A4, 3.63%, 05/15/2050 (Callable 04/15/2027) | &nbsp;&nbsp; Series 2017-BNK4, Class A4, 3.63%, 05/15/2050 (Callable 04/15/2027) | 575000 | 568659 |
| &nbsp;&nbsp; Series 2017-BNK5, Class A5, 3.39%, 06/15/2060 (Callable 07/15/2027) | &nbsp;&nbsp; Series 2017-BNK5, Class A5, 3.39%, 06/15/2060 (Callable 07/15/2027) | 5865000 | 5786797 |
| &nbsp;&nbsp; Series 2017-BNK7, Class A5, 3.44%, 09/15/2060 (Callable 09/15/2027) | &nbsp;&nbsp; Series 2017-BNK7, Class A5, 3.44%, 09/15/2060 (Callable 09/15/2027) | 1200000 | 1180759 |
| &nbsp;&nbsp; Series 2017-BNK7, Class ASB, 3.27%, 09/15/2060 (Callable 09/15/2027) | &nbsp;&nbsp; Series 2017-BNK7, Class ASB, 3.27%, 09/15/2060 (Callable 09/15/2027) | 423844 | 419879 |
| &nbsp;&nbsp; Series 2017-BNK8, Class A4, 3.49%, 11/15/2050 (Callable 11/15/2027) | &nbsp;&nbsp; Series 2017-BNK8, Class A4, 3.49%, 11/15/2050 (Callable 11/15/2027) | 575000 | 558993 |
| &nbsp;&nbsp; Series 2017-BNK9, Class A4, 3.54%, 11/15/2054 (Callable 12/15/2029) | &nbsp;&nbsp; Series 2017-BNK9, Class A4, 3.54%, 11/15/2054 (Callable 12/15/2029) | 9275000 | 9094607 |
|  BANK-2018, Series 2018-BN10, Class A5, 3.69%, 02/15/2061 (Callable 02/15/2028) | BANK-2018, Series 2018-BN10, Class A5, 3.69%, 02/15/2061 (Callable 02/15/2028) | 895000 | 883389 |
|  BANK-2022, Series 2022-BNK44, Class A5, 5.94%, 11/15/2055 (Callable 11/15/2032) <sup>(f)</sup> | BANK-2022, Series 2022-BNK44, Class A5, 5.94%, 11/15/2055 (Callable 11/15/2032) <sup>(f)</sup> | 13475000 | 14263281 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust | BANK5 Trust |
| &nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/2057 (Callable 06/15/2029) | &nbsp;&nbsp; Series 2024-5YR7, Class A3, 5.77%, 06/15/2057 (Callable 06/15/2029) | 23600000 | 24630617 |
| &nbsp;&nbsp; Series 2025-5YR13, Class A2, 5.03%, 01/15/2058 (Callable 02/15/2030) | &nbsp;&nbsp; Series 2025-5YR13, Class A2, 5.03%, 01/15/2058 (Callable 02/15/2030) | 26550000 | 27126074 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2024-V10, Class A3, 5.28%, 09/15/2057 (Callable 10/15/2029) | &nbsp;&nbsp; Series 2024-V10, Class A3, 5.28%, 09/15/2057 (Callable 10/15/2029) | 23025000 | 23701316 |
| &nbsp;&nbsp; Series 2025-V17, Class A2, 4.36%, 09/15/2058 (Callable 09/15/2030) | &nbsp;&nbsp; Series 2025-V17, Class A2, 4.36%, 09/15/2058 (Callable 09/15/2030) | 21125000 | 21013982 |
|  BMO Mortgage Trust, Series 2025-5C12, Class A3, 5.18%, 10/15/2058 (Callable 10/15/2030) | BMO Mortgage Trust, Series 2025-5C12, Class A3, 5.18%, 10/15/2058 (Callable 10/15/2030) | 20000000 | 20565884 |
|  Cantor Commercial Real Estate Lending LP, Series 2019-CF3, Class A4, 3.01%, 01/15/2053 (Callable 12/15/2029) | Cantor Commercial Real Estate Lending LP, Series 2019-CF3, Class A4, 3.01%, 01/15/2053 (Callable 12/15/2029) | 3050000 | 2850365 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2015-GC35, Class A4, 3.82%, 11/10/2048 (Callable 10/10/2027) | &nbsp;&nbsp; Series 2015-GC35, Class A4, 3.82%, 11/10/2048 (Callable 10/10/2027) | 12124700 | 12044270 |
| &nbsp;&nbsp; Series 2017-C4, Class A3, 3.21%, 10/12/2050 (Callable 11/12/2027) | &nbsp;&nbsp; Series 2017-C4, Class A3, 3.21%, 10/12/2050 (Callable 11/12/2027) | 6018075 | 5890064 |
| &nbsp;&nbsp; Series 2017-P8, Class A3, 3.20%, 09/15/2050 (Callable 09/15/2027) | &nbsp;&nbsp; Series 2017-P8, Class A3, 3.20%, 09/15/2050 (Callable 09/15/2027) | 2375000 | 2331354 |
| &nbsp;&nbsp; Series 2017-P8, Class A4, 3.47%, 09/15/2050 (Callable 09/15/2027) | &nbsp;&nbsp; Series 2017-P8, Class A4, 3.47%, 09/15/2050 (Callable 09/15/2027) | 550000 | 535736 |
| Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2018-CD7, Class A4, 4.28%, 08/15/2051 (Callable 08/15/2028) | &nbsp;&nbsp; Series 2018-CD7, Class A4, 4.28%, 08/15/2051 (Callable 08/15/2028) | 2495000 | 2477023 |
| &nbsp;&nbsp; Series 2019-CD8, Class A4, 2.91%, 08/15/2057 (Callable 08/15/2029) | &nbsp;&nbsp; Series 2019-CD8, Class A4, 2.91%, 08/15/2057 (Callable 08/15/2029) | 4325000 | 4002525 |
|  Commercial Mortgage Pass Through Certificates, Series 2017-COR2, Class A3, 3.51%, 09/10/2050 (Callable 09/10/2027) | Commercial Mortgage Pass Through Certificates, Series 2017-COR2, Class A3, 3.51%, 09/10/2050 (Callable 09/10/2027) | 19610172 | 19214662 |
| Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust | Computershare Corporate Trust |
| &nbsp;&nbsp; Series 2015-P2, Class A4, 3.81%, 12/15/2048 (Callable 12/15/2025) | &nbsp;&nbsp; Series 2015-P2, Class A4, 3.81%, 12/15/2048 (Callable 12/15/2025) | 20147069 | 20094983 |
| &nbsp;&nbsp; Series 2016-C36, Class A4, 3.07%, 11/15/2059 (Callable 10/15/2026) | &nbsp;&nbsp; Series 2016-C36, Class A4, 3.07%, 11/15/2059 (Callable 10/15/2026) | 4966000 | 4893575 |
| &nbsp;&nbsp; Series 2017-C40, Class A3, 3.32%, 10/15/2050 (Callable 10/15/2027) | &nbsp;&nbsp; Series 2017-C40, Class A3, 3.32%, 10/15/2050 (Callable 10/15/2027) | 8800000 | 8669651 |
| &nbsp;&nbsp; Series 2019-C50, Class ASB, 3.64%, 05/15/2052 (Callable 05/15/2029) | &nbsp;&nbsp; Series 2019-C50, Class ASB, 3.64%, 05/15/2052 (Callable 05/15/2029) | 3029522 | 3005311 |
| &nbsp;&nbsp; Series 2019-C54, Class A4, 3.15%, 12/15/2052 (Callable 11/15/2029) | &nbsp;&nbsp; Series 2019-C54, Class A4, 3.15%, 12/15/2052 (Callable 11/15/2029) | 14625000 | 13896925 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-C6, Class A5, 3.09%, 01/15/2049 (Callable 05/15/2026) | &nbsp;&nbsp; Series 2016-C6, Class A5, 3.09%, 01/15/2049 (Callable 05/15/2026) | 7695000 | 7633045 |
| &nbsp;&nbsp; Series 2016-C7, Class A5, 3.50%, 11/15/2049 (Callable 11/15/2026) | &nbsp;&nbsp; Series 2016-C7, Class A5, 3.50%, 11/15/2049 (Callable 11/15/2026) | 1640000 | 1624052 |
| &nbsp;&nbsp; Series 2017-C8, Class A4, 3.39%, 06/15/2050 (Callable 06/15/2027) | &nbsp;&nbsp; Series 2017-C8, Class A4, 3.39%, 06/15/2050 (Callable 06/15/2027) | 6000000 | 5873038 |
| &nbsp;&nbsp; Series 2018-CX12, Class A3, 3.96%, 08/15/2051 (Callable 08/15/2028) | &nbsp;&nbsp; Series 2018-CX12, Class A3, 3.96%, 08/15/2051 (Callable 08/15/2028) | 5025000 | 4984685 |
| &nbsp;&nbsp; Series 2019-C17, Class A5, 3.02%, 09/15/2052 (Callable 09/15/2029) | &nbsp;&nbsp; Series 2019-C17, Class A5, 3.02%, 09/15/2052 (Callable 09/15/2029) | 3300000 | 3098492 |
| &nbsp;&nbsp; Series 2021-C20, Class ASB, 2.44%, 03/15/2054 (Callable 03/15/2031) | &nbsp;&nbsp; Series 2021-C20, Class ASB, 2.44%, 03/15/2054 (Callable 03/15/2031) | 6866000 | 6585315 |
|  GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.16%, 07/10/2051 (Callable 07/10/2028) <sup>(f)</sup> | GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.16%, 07/10/2051 (Callable 07/10/2028) <sup>(f)</sup> | 9372252 | 9221809 |
| JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities |
| &nbsp;&nbsp; Series 2016-JP2, Class A4, 2.82%, 08/15/2049 (Callable 07/15/2026) | &nbsp;&nbsp; Series 2016-JP2, Class A4, 2.82%, 08/15/2049 (Callable 07/15/2026) | 7443000 | 7353425 |
| &nbsp;&nbsp; Series 2017-JP6, Class A5, 3.49%, 07/15/2050 (Callable 04/15/2028) | &nbsp;&nbsp; Series 2017-JP6, Class A5, 3.49%, 07/15/2050 (Callable 04/15/2028) | 18900000 | 18438972 |
| JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust | JPMDB Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2016-C4, Class A3, 3.14%, 12/15/2049 (Callable 04/15/2027) | &nbsp;&nbsp; Series 2016-C4, Class A3, 3.14%, 12/15/2049 (Callable 04/15/2027) | 17550000 | 17234225 |
| &nbsp;&nbsp; Series 2017-C7, Class A5, 3.41%, 10/15/2050 (Callable 11/15/2027) | &nbsp;&nbsp; Series 2017-C7, Class A5, 3.41%, 10/15/2050 (Callable 11/15/2027) | 5300000 | 5182700 |
|  Morgan Stanley ABS Capital I, Inc., Series 2022-L8, Class ASB, 3.92%, 04/15/2055 (Callable 04/15/2032) <sup>(f)</sup> | Morgan Stanley ABS Capital I, Inc., Series 2022-L8, Class ASB, 3.92%, 04/15/2055 (Callable 04/15/2032) <sup>(f)</sup> | 9422000 | 9190866 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp; Series 2015-C27, Class A4, 3.75%, 12/15/2047 (Callable 11/15/2025) | &nbsp;&nbsp; Series 2015-C27, Class A4, 3.75%, 12/15/2047 (Callable 11/15/2025) | 12514051 | 12489944 |
| &nbsp;&nbsp; Series 2017-C34, Class A4, 3.54%, 11/15/2052 (Callable 10/15/2027) | &nbsp;&nbsp; Series 2017-C34, Class A4, 3.54%, 11/15/2052 (Callable 10/15/2027) | 14450000 | 14218963 |
| &nbsp;&nbsp; Series 2025-5C1, Class A2, 4.91%, 03/15/2058 (Callable 03/15/2030) | &nbsp;&nbsp; Series 2025-5C1, Class A2, 4.91%, 03/15/2058 (Callable 03/15/2030) | 3675000 | 3738645 |
|  Morgan Stanley Capital I Trust 2014-MP, Series 2016-BNK2, Class A4, 3.05%, 11/15/2049 (Callable 11/15/2026) | Morgan Stanley Capital I Trust 2014-MP, Series 2016-BNK2, Class A4, 3.05%, 11/15/2049 (Callable 11/15/2026) | 15671000 | 15369639 |
|  Morgan Stanley Capital I, Inc., Series 2016-UB12, Class A4, 3.60%, 12/15/2049 (Callable 11/15/2026) | Morgan Stanley Capital I, Inc., Series 2016-UB12, Class A4, 3.60%, 12/15/2049 (Callable 11/15/2026) | 9607210 | 9478798 |
|  UBS Commercial Mortgage Trust, Series 2018-C13, Class A4, 4.33%, 10/15/2051 (Callable 10/15/2028) | UBS Commercial Mortgage Trust, Series 2018-C13, Class A4, 4.33%, 10/15/2051 (Callable 10/15/2028) | 3900000 | 3861130 |
| **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $404,469,293) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $404,469,293) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $404,469,293) | 405278424 |
| **ASSET-BACKED SECURITIES - 2.0%** | **ASSET-BACKED SECURITIES - 2.0%** | **Par** | **Value**  |
| Financial Holding Corp. | Financial Holding Corp. | Financial Holding Corp. | Financial Holding Corp. |
| &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-D, Class A, 5.34%, 04/15/2029 <sup>(a)</sup> | 9075000 | 9242875 |
| &nbsp;&nbsp; Series 2025-F, Class A, 4.40%, 08/15/2030 <sup>(a)</sup> | &nbsp;&nbsp; Series 2025-F, Class A, 4.40%, 08/15/2030 <sup>(a)</sup> | 7925000 | 7965801 |
|  First National Master Note Trust, Series 2024-1, Class A, 5.34%, 05/15/2030 | First National Master Note Trust, Series 2024-1, Class A, 5.34%, 05/15/2030 | 10675000 | 10902550 |
|  Ford Credit Auto Owner Trust, Series 2023-1, Class A, 4.85%, 08/15/2035 (Callable 02/15/2028) <sup>(a)</sup> | Ford Credit Auto Owner Trust, Series 2023-1, Class A, 4.85%, 08/15/2035 (Callable 02/15/2028) <sup>(a)</sup> | 15320000 | 15590018 |
|  Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 (Callable 02/15/2030) <sup>(a)(d)</sup> | Ford Credit Auto Receivables Six LLC, Series 2025-1, Class A, 4.86%, 08/15/2037 (Callable 02/15/2030) <sup>(a)(d)</sup> | 15800000 | 16209805 |
| Ford Credit Floorplan LLC | Ford Credit Floorplan LLC | Ford Credit Floorplan LLC | Ford Credit Floorplan LLC |
| &nbsp;&nbsp; Series 2024-3, Class A1, 4.30%, 09/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-3, Class A1, 4.30%, 09/15/2029 <sup>(a)</sup> | 9025000 | 9065236 |
| &nbsp;&nbsp; Series 2025-1, Class A1, 4.63%, 04/15/2030 | &nbsp;&nbsp; Series 2025-1, Class A1, 4.63%, 04/15/2030 | 26225000 | 26594804 |
| General Motors Co. | General Motors Co. | General Motors Co. | General Motors Co. |
| &nbsp;&nbsp; Series 2023-2, Class A, 5.34%, 06/15/2030 <sup>(a)</sup> | &nbsp;&nbsp; Series 2023-2, Class A, 5.34%, 06/15/2030 <sup>(a)</sup> | 25952000 | 26793366 |
| &nbsp;&nbsp; Series 2024-4A, Class A1, 4.73%, 11/15/2029 <sup>(a)</sup> | &nbsp;&nbsp; Series 2024-4A, Class A1, 4.73%, 11/15/2029 <sup>(a)</sup> | 7325000 | 7428159 |
|  GM Financial Revolving Receivables Trust, Series 2024-1, Class A, 4.98%, 12/11/2036 (Callable 03/11/2029) <sup>(a)</sup> | GM Financial Revolving Receivables Trust, Series 2024-1, Class A, 4.98%, 12/11/2036 (Callable 03/11/2029) <sup>(a)</sup> | 25100000 | 25757693 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2021-GA, Class A, 1.58%, 04/15/2070 (Callable 06/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-GA, Class A, 1.58%, 04/15/2070 (Callable 06/15/2030) <sup>(a)</sup> | 11071913 | 10006826 |
| &nbsp;&nbsp; Series 2022-A, Class A, 2.23%, 07/15/2070 (Callable 08/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-A, Class A, 2.23%, 07/15/2070 (Callable 08/15/2030) <sup>(a)</sup> | 1615710 | 1474843 |
| &nbsp;&nbsp; Series 2022-BA, Class A, 4.16%, 10/15/2070 (Callable 11/15/2030) <sup>(a)</sup> | &nbsp;&nbsp; Series 2022-BA, Class A, 4.16%, 10/15/2070 (Callable 11/15/2030) <sup>(a)</sup> | 12370542 | 12191510 |
| Nelnet Student Loan Trust | Nelnet Student Loan Trust | Nelnet Student Loan Trust | Nelnet Student Loan Trust |
| &nbsp;&nbsp; Series 2021-A, Class APT1, 1.36%, 04/20/2062 (Callable 09/20/2029) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-A, Class APT1, 1.36%, 04/20/2062 (Callable 09/20/2029) <sup>(a)</sup> | 2830628 | 2671948 |
| &nbsp;&nbsp; Series 2021-DA, Class AFX, 1.63%, 04/20/2062 (Callable 03/20/2032) <sup>(a)</sup> | &nbsp;&nbsp; Series 2021-DA, Class AFX, 1.63%, 04/20/2062 (Callable 03/20/2032) <sup>(a)</sup> | 747075 | 709763 |
|  SBA Depositor LLC, 1.84%, 04/15/2027 (Callable 04/15/2026) <sup>(a)</sup> | SBA Depositor LLC, 1.84%, 04/15/2027 (Callable 04/15/2026) <sup>(a)</sup> | 16200000 | 15473108 |
|  Texas Electric Market Stabilization Funding N LLC, 4.27%, 08/01/2034 <sup>(a)</sup> | Texas Electric Market Stabilization Funding N LLC, 4.27%, 08/01/2034 <sup>(a)</sup> | 12944906 | 12913961 |
|  Towd Point Mortgage Trust, Series 2020-MH1, Class A1, 2.25%, 02/25/2060 (Callable 10/25/2025) <sup>(a)(f)</sup> | Towd Point Mortgage Trust, Series 2020-MH1, Class A1, 2.25%, 02/25/2060 (Callable 10/25/2025) <sup>(a)(f)</sup> | 1965204 | 1926379 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |
| &nbsp;&nbsp; Series 2024-8, Class A1A, 4.62%, 11/20/2030 (Callable 11/20/2027) | &nbsp;&nbsp; Series 2024-8, Class A1A, 4.62%, 11/20/2030 (Callable 11/20/2027) | 20400000 | 20660449 |
| &nbsp;&nbsp; Series 2025-5, Class A1A, 4.40%, 06/20/2031 (Callable 06/20/2028) | &nbsp;&nbsp; Series 2025-5, Class A1A, 4.40%, 06/20/2031 (Callable 06/20/2028) | 9275000 | 9383210 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $241,704,733) | **TOTAL ASSET-BACKED SECURITIES** (Cost $241,704,733) | **TOTAL ASSET-BACKED SECURITIES** (Cost $241,704,733) | 242962304 |
| **MUNICIPAL BONDS - 1.6%** | **MUNICIPAL BONDS - 1.6%** | **Par** | **Value**  |
|  California Community Choice Financing Authority, 6.13%, 04/01/2030 | California Community Choice Financing Authority, 6.13%, 04/01/2030 | 2510000 | 2605768 |
|  Central Plains Energy Project, 5.75%, 08/01/2029 | Central Plains Energy Project, 5.75%, 08/01/2029 | 1200000 | 1218688 |
|  Colorado Housing and Finance Authority, 6.25%, 11/01/2054 (Callable 05/01/2033) | Colorado Housing and Finance Authority, 6.25%, 11/01/2054 (Callable 05/01/2033) | 4830000 | 5119976 |
|  Connecticut Housing Finance Authority, 5.32%, 11/15/2055 (Callable 11/15/2033) | Connecticut Housing Finance Authority, 5.32%, 11/15/2055 (Callable 11/15/2033) | 5875000 | 6023360 |
|  County of Miami-Dade FL, 2.54%, 10/01/2033 (Callable 10/01/2030) | County of Miami-Dade FL, 2.54%, 10/01/2033 (Callable 10/01/2030) | 2800000 | 2423632 |
|  Florida Development Finance Corp., 3.22%, 02/01/2032 (Callable 08/01/2031) | Florida Development Finance Corp., 3.22%, 02/01/2032 (Callable 08/01/2031) | 5250000 | 4753281 |
|  GBG LLC, 2.25%, 09/01/2030 <sup>(a)</sup> | GBG LLC, 2.25%, 09/01/2030 <sup>(a)</sup> | 625209 | 583128 |
| Homewood Educational Building Authority | Homewood Educational Building Authority | Homewood Educational Building Authority | Homewood Educational Building Authority |
| &nbsp;&nbsp; 6.81%, 10/01/2028 | &nbsp;&nbsp; 6.81%, 10/01/2028 | 2265000 | 2386192 |
| &nbsp;&nbsp; 6.81%, 10/01/2028 | &nbsp;&nbsp; 6.81%, 10/01/2028 | 1370000 | 1445257 |
|  Idaho Housing & Finance Association, 6.50%, 07/01/2065 (Callable 07/01/2033) | Idaho Housing & Finance Association, 6.50%, 07/01/2065 (Callable 07/01/2033) | 16695000 | 17859077 |
| Illinois Housing Development Authority | Illinois Housing Development Authority | Illinois Housing Development Authority | Illinois Housing Development Authority |
| &nbsp;&nbsp; 6.50%, 04/01/2054 (Callable 10/01/2032) | &nbsp;&nbsp; 6.50%, 04/01/2054 (Callable 10/01/2032) | 16780000 | 17675745 |
| &nbsp;&nbsp; 6.25%, 10/01/2054 (Callable 04/01/2033) | &nbsp;&nbsp; 6.25%, 10/01/2054 (Callable 04/01/2033) | 13685000 | 14362771 |
| Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority | Massachusetts Educational Financing Authority |
| &nbsp;&nbsp; 1.92%, 07/01/2027 | &nbsp;&nbsp; 1.92%, 07/01/2027 | 10000000 | 9651739 |
| &nbsp;&nbsp; 2.16%, 07/01/2028 | &nbsp;&nbsp; 2.16%, 07/01/2028 | 10000000 | 9493839 |
| &nbsp;&nbsp; 6.07%, 07/01/2033 | &nbsp;&nbsp; 6.07%, 07/01/2033 | 7445000 | 7812432 |
|  Massachusetts Housing Finance Agency, 5.56%, 12/01/2052 (Callable 06/01/2032) | Massachusetts Housing Finance Agency, 5.56%, 12/01/2052 (Callable 06/01/2032) | 5975000 | 6099245 |
| Minnesota Housing Finance Agency | Minnesota Housing Finance Agency | Minnesota Housing Finance Agency | Minnesota Housing Finance Agency |
| &nbsp;&nbsp; 6.50%, 07/01/2054 (Callable 01/01/2033) | &nbsp;&nbsp; 6.50%, 07/01/2054 (Callable 01/01/2033) | 4075000 | 4307239 |
| &nbsp;&nbsp; 6.00%, 01/01/2055 (Callable 01/01/2033) | &nbsp;&nbsp; 6.00%, 01/01/2055 (Callable 01/01/2033) | 9630000 | 10115163 |
|  Nebraska Investment Finance Authority, 6.25%, 09/01/2052 (Callable 09/01/2033) | Nebraska Investment Finance Authority, 6.25%, 09/01/2052 (Callable 09/01/2033) | 6250000 | 6620437 |
|  Nevada Housing Division, 6.25%, 10/01/2054 (Callable 04/01/2033) | Nevada Housing Division, 6.25%, 10/01/2054 (Callable 04/01/2033) | 2925000 | 3061451 |
| New Hampshire Business Finance Authority | New Hampshire Business Finance Authority | New Hampshire Business Finance Authority | New Hampshire Business Finance Authority |
| &nbsp;&nbsp; 3.25%, 04/01/2028 (Callable 01/01/2028) | &nbsp;&nbsp; 3.25%, 04/01/2028 (Callable 01/01/2028) | 7000000 | 3300068 |
| &nbsp;&nbsp; 3.30%, 04/01/2032 (Callable 01/01/2032) | &nbsp;&nbsp; 3.30%, 04/01/2032 (Callable 01/01/2032) | 13600000 | 9526837 |
| New Jersey Higher Education Student Assistance Authority | New Jersey Higher Education Student Assistance Authority | New Jersey Higher Education Student Assistance Authority | New Jersey Higher Education Student Assistance Authority |
| &nbsp;&nbsp; 5.00%, 12/01/2027 <sup>(g)</sup> | &nbsp;&nbsp; 5.00%, 12/01/2027 <sup>(g)</sup> | 1600000 | 1660811 |
| &nbsp;&nbsp; 5.00%, 12/01/2028 <sup>(g)</sup> | &nbsp;&nbsp; 5.00%, 12/01/2028 <sup>(g)</sup> | 2430000 | 2564027 |
|  New York State Dormitory Authority, 3.00%, 08/01/2036 (Callable 08/01/2031) | New York State Dormitory Authority, 3.00%, 08/01/2036 (Callable 08/01/2031) | 3480000 | 2879650 |
| Niagara Area Development Corp. | Niagara Area Development Corp. | Niagara Area Development Corp. | Niagara Area Development Corp. |
| &nbsp;&nbsp; 3.20%, 05/01/2026 | &nbsp;&nbsp; 3.20%, 05/01/2026 | 1995000 | 1968287 |
| &nbsp;&nbsp; 3.27%, 05/01/2027 | &nbsp;&nbsp; 3.27%, 05/01/2027 | 2060000 | 1984534 |
| &nbsp;&nbsp; 3.37%, 05/01/2028 | &nbsp;&nbsp; 3.37%, 05/01/2028 | 2130000 | 1996680 |
| &nbsp;&nbsp; 3.42%, 05/01/2029 | &nbsp;&nbsp; 3.42%, 05/01/2029 | 2200000 | 2004819 |
|  Rhode Island Housing & Mortgage Finance Corp., 6.00%, 04/01/2054 (Callable 04/01/2033) | Rhode Island Housing & Mortgage Finance Corp., 6.00%, 04/01/2054 (Callable 04/01/2033) | 4000000 | 4190472 |
| San Diego Convention Center Expansion Financing Authority | San Diego Convention Center Expansion Financing Authority | San Diego Convention Center Expansion Financing Authority | San Diego Convention Center Expansion Financing Authority |
| &nbsp;&nbsp; 1.99%, 04/15/2026 | &nbsp;&nbsp; 1.99%, 04/15/2026 | 3440000 | 3405426 |
| &nbsp;&nbsp; 2.36%, 04/15/2028 | &nbsp;&nbsp; 2.36%, 04/15/2028 | 1325000 | 1273705 |
|  South Dakota Housing Development Authority, 2.70%, 11/01/2036 (Callable 11/01/2025) | South Dakota Housing Development Authority, 2.70%, 11/01/2036 (Callable 11/01/2025) | 15000 | 14970 |
|  Tennessee Housing Development Agency, 6.25%, 01/01/2055 (Callable 01/01/2033) | Tennessee Housing Development Agency, 6.25%, 01/01/2055 (Callable 01/01/2033) | 9655000 | 10101435 |
|  Westvaco Corp., 7.67%, 01/15/2027 <sup>(a)</sup> | Westvaco Corp., 7.67%, 01/15/2027 <sup>(a)</sup> | 8700000 | 8951404 |
| **TOTAL MUNICIPAL BONDS** (Cost $197,371,096) | **TOTAL MUNICIPAL BONDS** (Cost $197,371,096) | **TOTAL MUNICIPAL BONDS** (Cost $197,371,096) | 189441545 |
| **OTHER GOVERNMENT RELATED SECURITIES - 0.4%** | **OTHER GOVERNMENT RELATED SECURITIES - 0.4%** | **Par** | **Value**  |
|  Electricite de France SA, 5.65%, 04/22/2029 (Callable 03/22/2029) <sup>(a)</sup> | Electricite de France SA, 5.65%, 04/22/2029 (Callable 03/22/2029) <sup>(a)</sup> | 25275000 | 26356746 |
|  NBN Co. Ltd., 2.63%, 05/05/2031 (Callable 02/05/2031) <sup>(a)</sup> | NBN Co. Ltd., 2.63%, 05/05/2031 (Callable 02/05/2031) <sup>(a)</sup> | 20487000 | 18695115 |
| **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $45,171,198) | **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $45,171,198) | **TOTAL OTHER GOVERNMENT RELATED SECURITIES** (Cost $45,171,198) | 45051861 |
| **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.1%** | **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES - 0.1%** | **Par** | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series K071, Class A2, 3.29%, 11/25/2027 (Callable 11/25/2027) | &nbsp;&nbsp; Series K071, Class A2, 3.29%, 11/25/2027 (Callable 11/25/2027) | 7375000 | 7278859 |
| &nbsp;&nbsp; Series K092, Class A2, 3.30%, 04/25/2029 (Callable 04/25/2029) | &nbsp;&nbsp; Series K092, Class A2, 3.30%, 04/25/2029 (Callable 04/25/2029) | 11943000 | 11691158 |
| **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $19,084,750) | **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $19,084,750) | **TOTAL AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $19,084,750) | 18970017 |
| **AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 0.0%<sup>(h)</sup>** | **AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 0.0%<sup>(h)</sup>** | **Par** | **Value**  |
|  Federal Home Loan Mortgage Corp., Pool C00635, 6.00%, 07/01/2028 | Federal Home Loan Mortgage Corp., Pool C00635, 6.00%, 07/01/2028 | 395 | 405 |
| **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $388) | **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $388) | **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $388) | 405 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **MONEY MARKET FUNDS - 2.6%** | **MONEY MARKET FUNDS - 2.6%** | **Shares** | **Value**  |
| First American Government Obligations Fund - Class U, 4.07%<sup>(i)</sup> | First American Government Obligations Fund - Class U, 4.07%<sup>(i)</sup> | 316073631 | 316073631 |
| **TOTAL MONEY MARKET FUNDS** (Cost $316,073,631) | **TOTAL MONEY MARKET FUNDS** (Cost $316,073,631) | **TOTAL MONEY MARKET FUNDS** (Cost $316,073,631) | 316073631 |
| **TOTAL INVESTMENTS - 100.8% (**Cost $11,989,561,764**)** | **TOTAL INVESTMENTS - 100.8% (**Cost $11,989,561,764**)** | **TOTAL INVESTMENTS - 100.8% (**Cost $11,989,561,764**)** | 12110001889 |
| Liabilities in Excess of Other Assets - (0.8)% | Liabilities in Excess of Other Assets - (0.8)% | Liabilities in Excess of Other Assets - (0.8)% | (92984185) |
| **TOTAL NET ASSETS - 100.0%** | 0.0% | 0.0% | $12017017704 |
| two | two | two | –% |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | –% |

---

---

| |
|:---|
| CMT - Constant Maturity Treasury |
| LIBOR - London Interbank Offered Rate |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PIK - Payment in Kind |
| PLC - Public Limited Company |
| SOFR - Secured Overnight Financing Rate |

---

(a) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified
 institutional investors. As of September 30, 2025, the value of these securities total $2,605,852,486 or 21.7% of the Fund's net assets.

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

(c) Issuer is currently in default.

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

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

(f) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral
 increases or decreases, the coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of September 30, 2025.

(g) Security subject to the Alternative Minimum Tax ("AMT"). As of September 30, 2025, the total value of securities subject to the AMT was $4,224,838 or 0.0% of net assets.

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

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

------

#### Summary of Fair Value Disclosure as of September 30, 2025 (Unaudited)
Baird Intermediate Bond Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

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

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

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

The following is a summary of the fair valuation hierarchy of the Fund's securities as of September 30, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | $– | $5523229814 | $– | $5523229814 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 4819963679 | – | 4819963679 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Residential Mortgage-Backed Securities | – | 549030209 | – | 549030209 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage-Backed Securities | – | 405278424 | – | 405278424 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 242962304 | – | 242962304 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 189441545 | – | 189441545 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Other Government Related Securities | – | 45051861 | – | 45051861 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Commercial Mortgage-Backed Securities | – | 18970017 | – | 18970017 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Residential Mortgage-Backed Securities | – | 405 | – | 405 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 316073631 | – | – | 316073631 |
| Total Investments | $316073631 | $11793928258 | $– | $12110001889 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

- **a. Name of Series:** Baird Intermediate Bond Fund

- **b. EDGAR series identifier (if any):** S000000755

- **c. LEI of Series:** 549300SS844DU8L9ND59

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $12042383877.11

**Total Liabilities:** $28069020.49

**Net Assets:** $12014314856.62

**Delayed Delivery Securities:** $20622948.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 47154.997213000000 | **1-Year:** 834721.162308000000 | **5-Year:** 2326053.098350000000 | **10-Year:** 1173714.313272000000 | **30-Year:** 28201.792845000000

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

- **3-Month:** 814.992185000000 | **1-Year:** 3440.500669000000 | **5-Year:** 4074.345584000000 | **10-Year:** 4802.528391000000 | **30-Year:** 4099.221694000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002167 | -0.03%               | 1.19%                | 0.42%                |
| Class ID C000002168 | -0.14%               | 1.20%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1393421.28              | $-47474983.36                              |
| Month 2  | $3669163.43              | $98636909.39                               |
| Month 3  | $1414306.55              | $10258079.64                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  12550000 | PA      | $12303002.07  | 0.10%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3079813.23   | 0.03%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9604000 | PA      | $9624908.77   | 0.08%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3778000 | PA      | $3217001.95   | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226801.58    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2500000 | PA      | $2577864.30   | 0.02%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE            | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   4425000 | PA      | $4571830.97   | 0.04%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC             | AmFam Holdings Inc                                                              | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7815958.02   | 0.07%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  10000000 | PA      | $10434233.20  | 0.09%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15636646.35  | 0.13%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $7285523.69   | 0.06%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4995421.60   | 0.04%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4500000 | PA      | $4391187.21   | 0.04%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4448334.24   | 0.04%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $3629869.88   | 0.03%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  11243000 | PA      | $10987537.23  | 0.09%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5157316.25   | 0.04%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK5                                                                  | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5865000 | PA      | $5786797.26   | 0.05%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK7                                                                  | CUSIP: 06541XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423844 | PA      | $419878.96    | 0.00%             | 2060-09-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2025-5YR13                                                          | CUSIP: 06650CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26550000 | PA      | $27126073.94  | 0.23%             | 2058-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10179624.70  | 0.08%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2611546.57   | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10311526.20  | 0.09%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM       | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   7025000 | PA      | $6480694.71   | 0.05%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC           | AEGON Funding Co LLC                                                            | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10174898.30  | 0.08%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                 | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7007195.93   | 0.06%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2853141.89   | 0.02%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C12 Mortgage Trust                                                    | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $20565884.00  | 0.17%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE         | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7324598.96   | 0.06%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                    | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7187123.37   | 0.06%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24705251.25  | 0.21%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services Inc                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  10525000 | PA      | $10692149.42  | 0.09%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19092000 | PA      | $19666982.69  | 0.16%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16193722.56  | 0.13%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $12015753.51  | 0.10%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4659955.20   | 0.04%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AE0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   8085000 | PA      | $9033593.08   | 0.08%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                 | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10719540.00  | 0.09%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  11355000 | PA      | $11352265.60  | 0.09%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2022-1                                                    | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13559556 | PA      | $13079479.75  | 0.11%             | 2056-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743710 | PA      | $723802.13    | 0.01%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  13337000 | PA      | $14787894.75  | 0.12%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4325000 | PA      | $4002524.54   | 0.03%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3050000 | PA      | $2850365.30   | 0.02%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   7166000 | PA      | $7105172.41   | 0.06%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972479.62   | 0.02%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248070.27    | 0.00%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2017-COR2 Mortgage Trust                                                   | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19610172 | PA      | $19214662.29  | 0.16%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3250347.82   | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $11616134.00  | 0.10%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAD0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   7182000 | PA      | $7957176.17   | 0.07%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II LB PTT           | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                    | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12121508.40  | 0.10%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD        | Ausgrid Finance Pty Ltd                                                         | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   4400000 | PA      | $4420245.63   | 0.04%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8000000 | PA      | $8299880.08   | 0.07%             | 2036-06-18      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                          | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141253 | PA      | $144726.28    | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2478617.38   | 0.02%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                   | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |  10975000 | PA      | $10774204.14  | 0.09%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2113819.52   | 0.02%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8288000 | PA      | $8272363.28   | 0.07%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4250223.96   | 0.04%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5237285.45   | 0.04%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3386000 | PA      | $3389789.61   | 0.03%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  11500000 | PA      | $10194858.79  | 0.08%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5136639.85   | 0.04%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $15389164.80  | 0.13%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6600000 | PA      | $7056659.21   | 0.06%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4142853.36   | 0.03%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1685880.27   | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5313323.72   | 0.04%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4120442.02   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3414887.29   | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7675000 | PA      | $7702660.39   | 0.06%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23600000 | PA      | $24630616.72  | 0.21%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15252739.35  | 0.13%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13475000 | PA      | $14263280.76  | 0.12%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $568659.13    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  14850000 | PA      | $15011395.00  | 0.12%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $6992562.66   | 0.06%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8100000 | PA      | $8961870.05   | 0.07%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10144367.60  | 0.08%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M | Bear Stearns ARM Trust 2004-5                                                   | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255522 | PA      | $241524.06    | 0.00%             | 2034-07-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                                | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15967294.65  | 0.13%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4542381.30   | 0.04%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $15139697.70  | 0.13%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2024 RPL1                                       | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47245215 | PA      | $43992651.65  | 0.37%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |  20181000 | PA      | $24848338.98  | 0.21%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248525.48    | 0.00%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7968527.36   | 0.07%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5194151.44   | 0.04%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  10825000 | PA      | $10948106.55  | 0.09%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1503145.00   | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2018-CD7 Mortgage Trust                                                      | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2495000 | PA      | $2477023.28   | 0.02%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8625000 | PA      | $8824633.13   | 0.07%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1875256.73   | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC              | CF Industries Inc                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5959354.89   | 0.05%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3098492.43   | 0.03%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4351944.09   | 0.04%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5877000 | PA      | $5880872.83   | 0.05%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A | California Community Choice Financing Authority                                 | CUSIP: 13013JDE3<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |   2510000 | PA      | $2605767.54   | 0.02%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1475000 | PA      | $1504410.10   | 0.01%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296708.06    | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |  10736000 | PA      | $11237329.97  | 0.09%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $500185.17    | 0.00%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18311902.20  | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  16275000 | PA      | $16698987.84  | 0.14%             | 2029-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  25000000 | PA      | $25023207.50  | 0.21%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $4605314.00   | 0.04%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC             | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   3275000 | PA      | $2978438.01   | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   6529000 | PA      | $6760625.74   | 0.06%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  25275000 | PA      | $26356745.48  | 0.22%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   4000000 | PA      | $4114885.92   | 0.03%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                     | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10257281.00  | 0.09%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  12567000 | PA      | $13308930.29  | 0.11%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10188587.70  | 0.08%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474372.06    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $10065440.70  | 0.08%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                       | Engie SA                                                                        | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |  12000000 | PA      | $12350876.16  | 0.10%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    275000 | PA      | $241427.38    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $7928531.28   | 0.07%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4712229.85   | 0.04%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3033724.92   | 0.03%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5268324.50   | 0.04%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  13375000 | PA      | $14553940.45  | 0.12%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5175000 | PA      | $5343689.11   | 0.04%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $13571910.72  | 0.11%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |  23425000 | PA      | $21948328.29  | 0.18%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20162985 | PA      | $19617059.75  | 0.16%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21398532 | PA      | $21328926.99  | 0.18%             | 2038-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20601408 | PA      | $20519741.93  | 0.17%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1034508.57   | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15541344.96  | 0.13%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5059763.20   | 0.04%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $14714991.04  | 0.12%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5064319.63   | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20739732.20  | 0.17%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6343000 | PA      | $5786382.85   | 0.05%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957945.02   | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP       | Renesas Electronics Corp                                                        | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |   5450000 | PA      | $5310993.17   | 0.04%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| CENTRL PLAINS ENERGY PROJ NE G | Central Plains Energy Project                                                   | CUSIP: 154872BC8<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1218688.32   | 0.01%             | 2029-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6105000 | PA      | $6011137.88   | 0.05%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  15150000 | PA      | $14311254.64  | 0.12%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2917170 | PA      | $3067471.96   | 0.03%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12070000 | PA      | $12014738.71  | 0.10%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4155000 | PA      | $4209397.47   | 0.04%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3518928.54   | 0.03%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11875000 | PA      | $11988433.44  | 0.10%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC            | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6803545.78   | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13942847.24  | 0.12%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA ST HSG DEV AUTH   | South Dakota Housing Development Authority                                      | CUSIP: 83756CMM4<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14970.28     | 0.00%             | 2036-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4891313.25   | 0.04%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7053623.55   | 0.06%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5129076.95   | 0.04%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10190014.10  | 0.08%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7003784.06   | 0.06%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC35                                   | CUSIP: 17324KAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12124700 | PA      | $12044269.76  | 0.10%             | 2048-11-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-C4                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6018075 | PA      | $5890064.33   | 0.05%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-2                                                | CUSIP: 89183AAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30673019 | PA      | $31181893.54  | 0.26%             | 2064-12-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $9874179.80   | 0.08%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 176500000 | PA      | $152769024.32 | 1.27%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16712523.14  | 0.14%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7817123.85   | 0.07%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5099449.90   | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  22000000 | PA      | $19902211.56  | 0.17%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3588230.21   | 0.03%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE         | Constellation Software Inc/Canada                                               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5107818.75   | 0.04%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC       | Corebridge Financial Inc                                                        | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $13612486.94  | 0.11%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2043700.34   | 0.02%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3057551.82   | 0.03%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4056897.56   | 0.03%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2021-C20 Commercial Mortgage Trust                                        | CUSIP: 22945EAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6866000 | PA      | $6585314.49   | 0.05%             | 2054-03-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $4567433.85   | 0.04%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6922752.00   | 0.06%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5677589.74   | 0.05%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  12800000 | PA      | $13200172.16  | 0.11%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  25000000 | PA      | $25883583.75  | 0.22%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6720924.98   | 0.06%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP        | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $8004921.40   | 0.07%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |  31154000 | PA      | $31313370.47  | 0.26%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5879169.30   | 0.05%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO       | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3233132.47   | 0.03%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2608026.79   | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   2518000 | PA      | $2505393.91   | 0.02%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   4125000 | PA      | $5011704.72   | 0.04%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2025-NQM3 Trust                                                            | CUSIP: 36171MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15382604 | PA      | $15517185.33  | 0.13%             | 2070-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                    | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  22200000 | PA      | $23208415.69  | 0.19%             | 2028-10-02      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP       | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7702497.08   | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                      | IDEX Corp                                                                       | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1034039.03   | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST HSG DEV AUTH REVEN | Illinois Housing Development Authority                                          | CUSIP: 45203ME56<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |  13685000 | PA      | $14362771.52  | 0.12%             | 2054-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST HSG DEV AUTH REVEN | Illinois Housing Development Authority                                          | CUSIP: 45203MVG3<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |  16780000 | PA      | $17675744.93  | 0.15%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3833000 | PA      | $3883809.37   | 0.03%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5111824.10   | 0.04%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4531994.75   | 0.04%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP       | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |  10275000 | PA      | $9289522.28   | 0.08%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2019-1 Trust                                           | CUSIP: 43731QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14901385 | PA      | $14487355.60  | 0.12%             | 2039-09-17      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                                              | CUSIP: 65000BBW7<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3480000 | PA      | $2879650.24   | 0.02%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |  15717000 | PA      | $14729735.86  | 0.12%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4581238.42   | 0.04%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2678557.50   | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST        | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4201259.60   | 0.03%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C4                              | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17550000 | PA      | $17234224.61  | 0.14%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4544068.30   | 0.04%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7281000 | PA      | $7432208.24   | 0.06%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7007108.78   | 0.06%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11485666.28  | 0.10%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 268225000 | PA      | $252173410.16 | 2.10%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72950000 | PA      | $75010267.76  | 0.62%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 356850000 | PA      | $365102156.25 | 3.04%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140000000 | PA      | $141148436.80 | 1.17%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86000000 | PA      | $86000000.00  | 0.72%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |  14057000 | PA      | $15091362.42  | 0.13%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA              | National Grid USA                                                               | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $11314471.41  | 0.09%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |  20000000 | PA      | $21358180.00  | 0.18%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6558138.50   | 0.05%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust                   | CUSIP: 92922FTY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649514 | PA      | $666430.72    | 0.01%             | 2034-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10363518.70  | 0.09%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| KROGER CO                      | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3857472.99   | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2600573.81   | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $10780193.56  | 0.09%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3292000 | PA      | $3186817.97   | 0.03%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6908082.65   | 0.06%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8850000 | PA      | $8707539.51   | 0.07%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9932057.30   | 0.08%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  10472000 | PA      | $9576266.69   | 0.08%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5266575.00   | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $4810525.00   | 0.04%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY H | Massachusetts Housing Finance Agency                                            | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   5975000 | PA      | $6099244.75   | 0.05%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT        | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2987942.35   | 0.02%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7835895.23   | 0.07%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-BNK2                                        | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15671000 | PA      | $15369638.83  | 0.13%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $7315692.24   | 0.06%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL         | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $13982765.91  | 0.12%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING             | NLG Global Funding                                                              | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10359919.50  | 0.09%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   5125000 | PA      | $5315502.91   | 0.04%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  20075000 | PA      | $20239021.58  | 0.17%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AC1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   9017000 | PA      | $10567657.91  | 0.09%             | 2031-12-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12370542 | PA      | $12191510.23  | 0.10%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| NEBRASKA ST INVESTMENT FIN AUT | Nebraska Investment Finance Authority                                           | CUSIP: 63968XCJ2<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |   6250000 | PA      | $6620436.88   | 0.06%             | 2052-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN | New Jersey Higher Education Student Assistance Authority                        | CUSIP: 646080VD0<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1660811.04   | 0.01%             | 2027-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN | New Jersey Higher Education Student Assistance Authority                        | CUSIP: 646080VE8<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $1271461.78   | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3985001.25   | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1155339.00   | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11375000 | PA      | $11152413.55  | 0.09%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  15400000 | PA      | $15418518.04  | 0.13%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2730000 | PA      | $2752904.13   | 0.02%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2004-QS6 Trust                                                      | CUSIP: 76110HTG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1178 | PA      | $1027.81      | 0.00%             | 2063-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK Hynix Inc                                                                    | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   5000000 | PA      | $5165100.90   | 0.04%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16200000 | PA      | $15473107.62  | 0.13%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $10486451.69  | 0.09%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13659516.50  | 0.11%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA CONVENTION CENTER | San Diego Convention Center Expansion Financing Authority                       | CUSIP: 79727LBV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1325000 | PA      | $1273704.61   | 0.01%             | 2028-04-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   4425000 | PA      | $4380259.67   | 0.04%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5600000 | PA      | $5469615.48   | 0.05%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  11000000 | PA      | $10969371.38  | 0.09%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9818507.20   | 0.08%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  17150000 | PA      | $17439035.64  | 0.15%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4375000 | PA      | $4363667.26   | 0.04%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2111958.34   | 0.02%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                                  | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8800000 | PA      | $8669650.88   | 0.07%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN FIN         | Western & Southern Financial Group Inc                                          | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4459682.68   | 0.04%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   7195000 | PA      | $7205787.25   | 0.06%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL        | Western-Southern Global Funding                                                 | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   7025000 | PA      | $7177498.28   | 0.06%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  11050000 | PA      | $10954068.54  | 0.09%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTVACO CORP NY               | Westvaco Corp                                                                   | CUSIP: 961548AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8700000 | PA      | $8951404.07   | 0.07%             | 2027-01-15      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $7535490.79   | 0.06%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA         | Yara International ASA                                                          | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   1150000 | PA      | $1143931.07   | 0.01%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $15365054.10  | 0.13%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  12500000 | PA      | $12849807.50  | 0.11%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP          | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |  15245000 | PA      | $14928030.84  | 0.12%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP         | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14650000 | PA      | $15008177.85  | 0.12%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-4                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175433 | PA      | $166708.34    | 0.00%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-3                                                | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7531397 | PA      | $7186956.67   | 0.06%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |  15000000 | PA      | $17408108.10  | 0.14%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2030993.60   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $2462512.89   | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                   | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $7116782.76   | 0.06%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5097193.35   | 0.04%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  16000000 | PA      | $16831763.20  | 0.14%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC          | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $810231.85    | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10864000 | PA      | $10560951.65  | 0.09%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14866129.80  | 0.12%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5059016.75   | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMER GLOB FIN X         | AIG SunAmerica Global Financing X                                               | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $15625379.42  | 0.13%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   8975000 | PA      | $7857240.67   | 0.07%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3029522 | PA      | $3005311.16   | 0.03%             | 2052-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14625000 | PA      | $13896925.09  | 0.12%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8876642.10   | 0.07%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1898796.56   | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                                           | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8816301.00   | 0.07%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   8500000 | PA      | $8494330.59   | 0.07%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1540403.10   | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235923.50    | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS       | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    275000 | PA      | $251142.69    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2088270.18   | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $8021990.73   | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $275340.23    | 0.00%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3663000 | PA      | $3793288.26   | 0.03%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  10075000 | PA      | $9837277.05   | 0.08%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5529875.55   | 0.05%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4097131.68   | 0.03%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5307995.90   | 0.04%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3133135.53   | 0.03%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6200000 | PA      | $6444418.88   | 0.05%             | 2033-07-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1819984.00   | 0.02%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2004-2 Trust                                            | CUSIP: 06051GBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376261 | PA      | $362051.62    | 0.00%             | 2034-09-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5017426.24   | 0.04%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10918000 | PA      | $10864917.01  | 0.09%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10143960.70  | 0.08%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $11018699.27  | 0.09%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  24407000 | PA      | $25311384.30  | 0.21%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2670438.60   | 0.02%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2371000 | PA      | $2294506.49   | 0.02%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                 | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    895000 | PA      | $883388.72    | 0.01%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $558992.86    | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2603044.35   | 0.02%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210707.56    | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10375823.90  | 0.09%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2023-RPL1                                       | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23272911 | PA      | $23206966.96  | 0.19%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9095126.60   | 0.08%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9648577.70   | 0.08%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services Inc                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10377981.10  | 0.09%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  15860000 | PA      | $16655205.49  | 0.14%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11943000 | PA      | $11691157.96  | 0.10%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3030195.96   | 0.03%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR         | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $664063.86    | 0.01%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                                | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10675000 | PA      | $10902550.44  | 0.09%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680357.55    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  11075000 | PA      | $11124304.90  | 0.09%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15700000 | PA      | $15330488.88  | 0.13%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5094266.75   | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING       | Lincoln Financial Global Funding                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |  10275000 | PA      | $10631837.08  | 0.09%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185858.92    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY       | Minnesota Housing Finance Agency                                                | CUSIP: 60416T6U7<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   4075000 | PA      | $4307238.73   | 0.04%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13600000 | PA      | $9526836.72   | 0.08%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7875000 | PA      | $8074915.14   | 0.07%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NIAGARA NY AREA DEV CORP REVEN | Niagara Area Development Corp                                                   | CUSIP: 653541BB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1995000 | PA      | $1968287.15   | 0.02%             | 2026-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NIAGARA NY AREA DEV CORP REVEN | Niagara Area Development Corp                                                   | CUSIP: 653541BC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2060000 | PA      | $1984533.96   | 0.02%             | 2027-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8125714.32   | 0.07%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5399000 | PA      | $5567806.38   | 0.05%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $5037436.00   | 0.04%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                   | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |   3160000 | PA      | $3056590.83   | 0.03%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4074845.40   | 0.03%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4900142.90   | 0.04%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5210495.70   | 0.04%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3568145.21   | 0.03%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK9                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9275000 | PA      | $9094606.82   | 0.08%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK7                                                                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1180758.72   | 0.01%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5195243.40   | 0.04%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE          | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |  12900000 | PA      | $12909091.40  | 0.11%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C7 Commercial Mortgage Trust                                         | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1624052.31   | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                          | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7064931 | PA      | $7179445.07   | 0.06%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2014       | CVS Pass-Through Trust Series 2014                                              | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2233816 | PA      | $2108162.11   | 0.02%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3076540.11   | 0.03%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   7390000 | PA      | $7163690.27   | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2046089.25   | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3357007.38   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-RPL3                              | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25504444 | PA      | $22871309.34  | 0.19%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-RPL2                              | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42686745 | PA      | $38223427.21  | 0.32%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10120974.82  | 0.08%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5456829.10   | 0.05%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $535736.30    | 0.00%             | 2050-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3300928.77   | 0.03%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4625000 | PA      | $4744722.24   | 0.04%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1875774.70   | 0.02%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14189012.25  | 0.12%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV         | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   8875000 | PA      | $8335205.99   | 0.07%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $6370401.52   | 0.05%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   8747000 | PA      | $8765199.10   | 0.07%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG & FIN AUTH     | Colorado Housing and Finance Authority                                          | CUSIP: 19648GHW5<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   4830000 | PA      | $5119975.81   | 0.04%             | 2054-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  20000000 | PA      | $18928927.00  | 0.16%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1311470.58   | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT HSG FIN AUTH HSG M | Connecticut Housing Finance Authority                                           | CUSIP: 20775JBL2<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |   5875000 | PA      | $6023359.61   | 0.05%             | 2055-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3113997.81   | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10625000 | PA      | $10813409.51  | 0.09%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C6 Commercial Mortgage Trust                                         | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   7695000 | PA      | $7633044.48   | 0.06%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST         | CVS Pass-Through Trust                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8760455 | PA      | $8942511.09   | 0.07%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2527000 | PA      | $2508397.11   | 0.02%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  14250000 | PA      | $15022775.93  | 0.13%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8475000 | PA      | $8675561.55   | 0.07%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4350000 | PA      | $4364290.14   | 0.04%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3117255.18   | 0.03%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $13712479.15  | 0.11%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4960202.25   | 0.04%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3248927.59   | 0.03%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12650000 | PA      | $13161362.34  | 0.11%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $5348293.15   | 0.04%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272883.64    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4234390.24   | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5197947.10   | 0.04%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2301166.96   | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  10000000 | PA      | $10214019.70  | 0.09%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10120005.10  | 0.08%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2960024.37   | 0.02%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $2331354.15   | 0.02%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5911654.60   | 0.05%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS       | Discovery Communications LLC                                                    | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $937662.69    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7500000 | PA      | $7913941.43   | 0.07%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  41387000 | PA      | $41040319.31  | 0.34%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA       | Kinder Morgan Inc                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   6846000 | PA      | $7868905.63   | 0.07%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10429888.30  | 0.09%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4526215.33   | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FOX CORP                       | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3302840.28   | 0.03%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE           | East Ohio Gas Co/The                                                            | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    550000 | PA      | $495084.85    | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $9116455.41   | 0.08%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO            | Emerson Electric Co                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $11348581.73  | 0.09%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                   | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $12363685.51  | 0.10%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQT AB                         | EQT AB                                                                          | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |   5175000 | PA      | $5343602.85   | 0.04%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6599259.59   | 0.05%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7375000 | PA      | $7278858.76   | 0.06%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK       | Huntington National Bank/The                                                    | CUSIP: 320844PD9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5418055.37   | 0.05%             | 2026-11-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8830587.10   | 0.07%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  21600000 | PA      | $21287812.39  | 0.18%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8350000 | PA      | $7498890.76   | 0.06%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4317473.76   | 0.04%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2020-SFR2 Trust                                                  | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34579033 | PA      | $34417618.31  | 0.29%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   4073000 | PA      | $4113093.27   | 0.03%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA DEV FIN CORP HLTHCAREF | Florida Development Finance Corp                                                | CUSIP: 34061QBV8<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   5250000 | PA      | $4753281.23   | 0.04%             | 2032-02-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |  10225000 | PA      | $9033489.85   | 0.08%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4418804.59   | 0.04%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4462493.55   | 0.04%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639404.62    | 0.01%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $15201968.10  | 0.13%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   9025000 | PA      | $9065236.16   | 0.08%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  26225000 | PA      | $26594803.97  | 0.22%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2023-REV1                                          | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15320000 | PA      | $15590018.06  | 0.13%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10101162.90  | 0.08%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    691000 | PA      | $708205.37    | 0.01%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2434968.65   | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19372748.80  | 0.16%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GBG LLC                        | GBG LLC                                                                         | CUSIP: 36150JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625209 | PA      | $583128.26    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25952000 | PA      | $26793366.44  | 0.22%             | 2030-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9372252 | PA      | $9221808.61   | 0.08%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1166314.25   | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2563495.48   | 0.02%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15588827.70  | 0.13%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $11288185.29  | 0.09%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3270844.55   | 0.03%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  15033000 | PA      | $15639115.98  | 0.13%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1140740.58   | 0.01%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $12530399.67  | 0.10%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3305987.10   | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $5099690.32   | 0.04%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5170528.40   | 0.04%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  26125000 | PA      | $25929065.90  | 0.22%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                    | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  15300000 | PA      | $15777902.08  | 0.13%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10070739.60  | 0.08%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1723506.14   | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7500000 | PA      | $7185173.10   | 0.06%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5072603.95   | 0.04%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4220076.60   | 0.04%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4719692.65   | 0.04%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  23620000 | PA      | $24041067.60  | 0.20%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4047151.08   | 0.03%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T       | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4658661.76   | 0.04%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  11550000 | PA      | $12124060.99  | 0.10%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC             | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7240771.02   | 0.06%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC         | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   8879000 | PA      | $9080737.45   | 0.08%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3843082.50   | 0.03%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                   | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7443000 | PA      | $7353424.98   | 0.06%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING       | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030629.26   | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING       | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2048548.00   | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132595.14    | 0.00%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4744399.10   | 0.04%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  10275000 | PA      | $11359048.98  | 0.09%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC          | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987356.92   | 0.02%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298717.52    | 0.00%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                            | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5141165.35   | 0.04%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  21323000 | PA      | $20852522.93  | 0.17%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2229000 | PA      | $2253097.90   | 0.02%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $4517133.80   | 0.04%             | 2032-06-23      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   4350000 | PA      | $3922814.51   | 0.03%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    875000 | PA      | $792814.02    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-3 Trust                                           | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29942968 | PA      | $27809980.64  | 0.23%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HOMEWOOD AL EDUCTNL BLDG AUTH  | Homewood Educational Building Authority                                         | CUSIP: 43788VAS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1370000 | PA      | $1445257.39   | 0.01%             | 2028-10-01      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  14100000 | PA      | $14503411.86  | 0.12%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4837000 | PA      | $4858116.65   | 0.04%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15384240.30  | 0.13%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14634579.45  | 0.12%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7975000 | PA      | $8340702.96   | 0.07%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6395624.51   | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                      | IDEX Corp                                                                       | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6590005.64   | 0.05%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $10816374.80  | 0.09%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RRU5<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9651739.00   | 0.08%             | 2027-07-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5174186.15   | 0.04%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                  | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $515799.30    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2603000 | PA      | $2476440.76   | 0.02%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING         | National Securities Clearing Corp                                               | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6974178.12   | 0.06%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  33421000 | PA      | $33339457.77  | 0.28%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4418000 | PA      | $4650541.43   | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269950.06    | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4800000 | PA      | $4888474.90   | 0.04%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   5600000 | PA      | $5006015.62   | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4710070.55   | 0.04%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   8000000 | PA      | $8354640.00   | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13519522.37  | 0.11%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1391295.20   | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10552748.20  | 0.09%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $26112165.25  | 0.22%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7614257.70   | 0.06%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3441255.13   | 0.03%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10411293.80  | 0.09%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8845289.50   | 0.07%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18900000 | PA      | $18438972.30  | 0.15%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                    | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3681929.36   | 0.03%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS           | Southern Natural Gas Co LLC                                                     | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $8923627.92   | 0.07%             | 2031-02-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP            | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13983427.77  | 0.12%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4457435.49   | 0.04%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   7000000 | PA      | $7244546.89   | 0.06%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2980675.98   | 0.02%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5182661.05   | 0.04%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12763404.13  | 0.11%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   4232000 | PA      | $4485888.98   | 0.04%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  23206000 | PA      | $22755537.43  | 0.19%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4223543.89   | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8850755.79   | 0.07%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RSDL FIN | Tennessee Housing Development Agency                                            | CUSIP: 88046KLB0<br>LEI: 25490004PSQYQLFJGI76 | Long             | DBT              | MUN               | US        |   9655000 | PA      | $10101434.65  | 0.08%             | 2055-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL       | Texas Electric Market Stabilization Funding N LLC                               | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12944906 | PA      | $12913960.57  | 0.11%             | 2034-08-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2761119.37   | 0.02%             | 2028-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-1                                                | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27047604 | PA      | $27207198.67  | 0.23%             | 2065-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-5                                                | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29883981 | PA      | $30089182.11  | 0.25%             | 2064-10-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6885260.55   | 0.06%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA              | National Grid USA                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |  12768000 | PA      | $13198556.24  | 0.11%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE CORP        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893570BM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4748000 | PA      | $4893851.11   | 0.04%             | 2026-12-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1375404.57   | 0.01%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4882206.45   | 0.04%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1512831.90   | 0.01%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6756298.32   | 0.06%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2657163.52   | 0.02%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   8129000 | PA      | $8092753.36   | 0.07%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5762536.49   | 0.05%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12356508.00  | 0.10%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 392925000 | PA      | $365896058.60 | 3.05%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4316000 | PA      | $4606721.88   | 0.04%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   9025000 | PA      | $9185701.68   | 0.08%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4463554.55   | 0.04%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                      | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    410000 | PA      | $407080.09    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4542614.19   | 0.04%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC       | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    850000 | PA      | $812452.20    | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 203800000 | PA      | $195281795.86 | 1.63%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 436775000 | PA      | $432731420.04 | 3.60%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO           | Liberty Utilities Co                                                            | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22685082.20  | 0.19%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274612.71    | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  12378000 | PA      | $12093301.92  | 0.10%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1968978.50   | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54350000 | PA      | $54636611.46  | 0.45%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 483625000 | PA      | $486723222.66 | 4.05%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 192550000 | PA      | $195174997.57 | 1.62%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 293900000 | PA      | $305426390.63 | 2.54%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3038891.67   | 0.03%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18500068.44  | 0.15%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25825000 | PA      | $25907720.57  | 0.22%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115775000 | PA      | $116371964.84 | 0.97%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  10325000 | PA      | $10504676.58  | 0.09%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RTW9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   7445000 | PA      | $7812431.60   | 0.07%             | 2033-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   9500000 | PA      | $9136599.35   | 0.08%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4535092.50   | 0.04%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AE8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10195095.30  | 0.08%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.02%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2003-5                                             | CUSIP: 576434FF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106686 | PA      | $106104.17    | 0.00%             | 2033-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2018-3                                            | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112367 | PA      | $110998.74    | 0.00%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY       | Minnesota Housing Finance Agency                                                | CUSIP: 60416UKB0<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |   9630000 | PA      | $10115163.25  | 0.08%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6000000 | PA      | $5346947.64   | 0.04%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS12                                       | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9607210 | PA      | $9478798.11   | 0.08%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $509409.26    | 0.00%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $5770748.70   | 0.05%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  20400000 | PA      | $20660448.84  | 0.17%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2022-L8                                          | CUSIP: 61774LAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9422000 | PA      | $9190866.09   | 0.08%             | 2055-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   8200000 | PA      | $7380839.35   | 0.06%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3047000 | PA      | $3044115.56   | 0.03%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $983634.23    | 0.01%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $7298623.71   | 0.06%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11071913 | PA      | $10006826.15  | 0.08%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-D                                                | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    747075 | PA      | $709762.76    | 0.01%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2830628 | PA      | $2671947.67   | 0.02%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| NEVADA ST HSG DIV SF MTGE REVE | Nevada Housing Division                                                         | CUSIP: 641279XP4<br>LEI: 549300RE377OK3CTT852 | Long             | DBT              | MUN               | US        |   2925000 | PA      | $3061451.25   | 0.03%             | 2054-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-2                                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895386 | PA      | $869997.34    | 0.01%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2019-RPL3                                   | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2879750 | PA      | $2780998.38   | 0.02%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                    | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4235310.75   | 0.04%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS        | New York State Electric & Gas Corp                                              | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   9925000 | PA      | $10149589.05  | 0.08%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NIAGARA NY AREA DEV CORP REVEN | Niagara Area Development Corp                                                   | CUSIP: 653541BE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2004819.30   | 0.02%             | 2029-05-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4718812.05   | 0.04%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   5291000 | PA      | $5310249.35   | 0.04%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM14 Trust                                                            | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |  33682717 | PA      | $33909179.26  | 0.28%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9075000 | PA      | $9242874.80   | 0.08%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2983621.79   | 0.02%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7283220.21   | 0.06%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477833.97    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR2 Trust                                            | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19817261 | PA      | $19054113.99  | 0.16%             | 2041-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  17900000 | PA      | $18516335.66  | 0.15%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2147092.60   | 0.02%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                           | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4458607.80   | 0.04%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4900000 | PA      | $4970978.71   | 0.04%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6850000 | PA      | $6866681.87   | 0.06%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4700000 | PA      | $4800284.84   | 0.04%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $4742889.30   | 0.04%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1949425.86   | 0.02%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA           | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   2000871 | PA      | $2011255.46   | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2608219.80   | 0.02%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  12000000 | PA      | $12784884.60  | 0.11%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  11625000 | PA      | $11938153.90  | 0.10%             | 2030-05-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3153000 | PA      | $3179509.23   | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6280851.18   | 0.05%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust                   | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579749 | PA      | $549562.46    | 0.00%             | 2034-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10190415.60  | 0.08%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP           | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9401527.00   | 0.08%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1952175.48   | 0.02%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520905.71   | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5094829.15   | 0.04%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |  14125000 | PA      | $14043752.58  | 0.12%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10199198.40  | 0.08%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5078794.70   | 0.04%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7660278.32   | 0.06%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II          | Toll Road Investors Partnership II LP                                           | CUSIP: 88948ABB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6590000 | PA      | $6434864.74   | 0.05%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32364 | PA      | $31859.37     | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2661527 | PA      | $2592567.60   | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8496465 | PA      | $8164970.94   | 0.07%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1965204 | PA      | $1926378.67   | 0.02%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-2                                                | CUSIP: 89180HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4643957 | PA      | $4419862.87   | 0.04%             | 2062-07-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1335000 | PA      | $1381086.95   | 0.01%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                          | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3861129.48   | 0.03%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 287700000 | PA      | $292521221.94 | 2.43%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 556725000 | PA      | $558421274.27 | 4.65%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11184000 | PA      | $11362497.65  | 0.09%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2992908.21   | 0.02%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  16375000 | PA      | $15576824.04  | 0.13%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-P2                                   | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20147069 | PA      | $20094982.74  | 0.17%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C36                                  | CUSIP: 95000MBP5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   4966000 | PA      | $4893575.36   | 0.04%             | 2059-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5377139.07   | 0.04%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8473300.00   | 0.07%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $4128123.00   | 0.03%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2023-R4                                                               | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27112921 | PA      | $27092814.48  | 0.23%             | 2062-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3133446.99   | 0.03%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8825001.28   | 0.07%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14264000 | PA      | $14675706.97  | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   9300000 | PA      | $9625726.08   | 0.08%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3626425.80   | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  32175000 | PA      | $32437397.74  | 0.27%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| METRO DETROIT HOSPITAL         | Metropolitan Detroit Area Hospital Services Inc                                 | CUSIP: 591863AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7870000 | PA      | $7758451.56   | 0.06%             | 2029-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5111073.35   | 0.04%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 283450000 | PA      | $251473296.88 | 2.09%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 305650000 | PA      | $296731227.75 | 2.47%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 330300000 | PA      | $333744926.61 | 2.78%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  11195000 | PA      | $11883917.24  | 0.10%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11000000 | PA      | $11096383.21  | 0.09%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                        | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1479975.38   | 0.01%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1285906.28   | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   4469000 | PA      | $4494075.92   | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $5360536.80   | 0.04%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8790000 | PA      | $8791285.27   | 0.07%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23025000 | PA      | $23701315.63  | 0.20%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10004193.60  | 0.08%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12750018.84  | 0.11%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   8200000 | PA      | $8354955.07   | 0.07%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $10029656.91  | 0.08%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $5047284.00   | 0.04%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3062647.17   | 0.03%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  15425000 | PA      | $17893298.47  | 0.15%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292GV45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       395 | PA      | $404.85       | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC              | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266260.44    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6982560.06   | 0.06%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7325000 | PA      | $7428159.44   | 0.06%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2024-1                                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25100000 | PA      | $25757692.79  | 0.21%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3556264.08   | 0.03%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4826928.79   | 0.04%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177790.89    | 0.00%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6182379.48   | 0.05%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9873654.48   | 0.08%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254510.37    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $4988859.75   | 0.04%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18100000 | PA      | $18121118.54  | 0.15%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15031969.80  | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOMEWOOD AL EDUCTNL BLDG AUTH  | Homewood Educational Building Authority                                         | CUSIP: 437887JB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2265000 | PA      | $2386192.22   | 0.02%             | 2028-10-01      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  11876000 | PA      | $12498748.34  | 0.10%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SF MTG | Idaho Housing & Finance Association                                             | CUSIP: 45130BBD4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |  16695000 | PA      | $17859077.24  | 0.15%             | 2065-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C7                              | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5300000 | PA      | $5182700.40   | 0.04%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |  10925000 | PA      | $11133033.09  | 0.09%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1871048.44   | 0.02%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $4916105.75   | 0.04%             | 2033-06-21      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5265583.85   | 0.04%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RRV3<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9493839.00   | 0.08%             | 2028-07-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| NIAGARA NY AREA DEV CORP REVEN | Niagara Area Development Corp                                                   | CUSIP: 653541BD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2130000 | PA      | $1996680.11   | 0.02%             | 2028-05-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   3341000 | PA      | $3488475.31   | 0.03%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5628863.52   | 0.05%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15004800.90  | 0.12%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2868249.93   | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP        | Principal Financial Group Inc                                                   | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4985870.55   | 0.04%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1339891.77   | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7700000 | PA      | $7643155.91   | 0.06%             | 2028-04-06      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II         | Reliance Standard Life Global Funding II                                        | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11775000 | PA      | $11465368.13  | 0.10%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 142200000 | PA      | $143022093.75 | 1.19%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC         | Equitable Holdings Inc                                                          | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1289428.56   | 0.01%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21125000 | PA      | $21013981.79  | 0.17%             | 2058-09-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1775200.93   | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    550000 | PA      | $561174.05    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                                         | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5873038.20   | 0.05%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7000000 | PA      | $7273258.93   | 0.06%             | 2028-08-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15369754.35  | 0.13%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $252499.57    | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11714446.08  | 0.10%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9424953.20   | 0.08%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4000000 | PA      | $3751178.24   | 0.03%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3800000 | PA      | $3716865.04   | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2840000 | PA      | $2909192.28   | 0.02%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $10984149.90  | 0.09%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  18231000 | PA      | $18547127.36  | 0.15%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10551145.44  | 0.09%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7947412.08   | 0.07%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   3275000 | PA      | $3394427.89   | 0.03%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5021574.24   | 0.04%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                      | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        | 316073631 | NS      | $316073631.44 | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6425918.94   | 0.05%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15800000 | PA      | $16209804.60  | 0.13%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5220271.50   | 0.04%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES CO LL       | Trane Technologies Co LLC                                                       | CUSIP: 456866AK8<br>LEI: 549300S2NUDMTQBEXQ18 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1246418.47   | 0.01%             | 2027-11-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7293701.10   | 0.06%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   2500000 | PA      | $2542954.80   | 0.02%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2187875.07   | 0.02%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO              | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |    500000 | PA      | $5000.00      | 0.00%             | 2033-01-15      | None          | 15.84%                | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2022-INV3 Trust                                                             | CUSIP: 55284PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17991546 | PA      | $17776579.06  | 0.15%             | 2066-12-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                         | CUSIP: 59333NV26<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2423631.84   | 0.02%             | 2033-10-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172920 | PA      | $168938.42    | 0.00%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   7000000 | PA      | $7168997.15   | 0.06%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                     | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12514051 | PA      | $12489944.37  | 0.10%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18750000 | PA      | $16559890.31  | 0.14%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15631334.25  | 0.13%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15357000 | PA      | $15719909.41  | 0.13%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6119841.96   | 0.05%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14450000 | PA      | $14218963.29  | 0.12%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3675000 | PA      | $3738644.75   | 0.03%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  20487000 | PA      | $18695114.99  | 0.16%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   4725000 | PA      | $4766434.33   | 0.04%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $3300068.10   | 0.03%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615710 | PA      | $1474843.39   | 0.01%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                     | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7283105.20   | 0.06%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN | New Jersey Higher Education Student Assistance Authority                        | CUSIP: 646080UW9<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1292564.88   | 0.01%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3825000 | PA      | $3936395.93   | 0.03%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $13478340.00  | 0.11%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DN2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1318854.04   | 0.01%             | 2026-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7325000 | PA      | $7432083.88   | 0.06%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3199167.09   | 0.03%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7925000 | PA      | $7965801.07   | 0.07%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    259500 | PA      | $254852.10    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR       | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $547899.90    | 0.00%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7425634.82   | 0.06%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4556503.39   | 0.04%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8927057.10   | 0.07%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS        | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |  17852000 | PA      | $17588995.77  | 0.15%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5043305.80   | 0.04%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC               | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308583.19    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                              | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10505461.10  | 0.09%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST HSG & MTGE FIN | Rhode Island Housing & Mortgage Finance Corp                                    | CUSIP: 76221SGB1<br>LEI: 254900N9FNYNPO539444 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4190472.00   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1444667.96   | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  14675000 | PA      | $13182806.38  | 0.11%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3708434.97   | 0.03%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6445522.50   | 0.05%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   4623000 | PA      | $4747136.56   | 0.04%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   7400000 | PA      | $7647548.80   | 0.06%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA CONVENTION CENTER | San Diego Convention Center Expansion Financing Authority                       | CUSIP: 79727LBT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3440000 | PA      | $3405425.59   | 0.03%             | 2026-04-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5233102.25   | 0.04%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY         | Smurfit Kappa Treasury Funding DAC                                              | CUSIP: 832724AB4<br>LEI: 635400DTNR8KCJUMW380 | Long             | DBT              | CORP              | IE        |   7800000 | PA      | $7819192.13   | 0.07%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2060365.12   | 0.02%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $10108148.10  | 0.08%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $15429869.40  | 0.13%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                     | Sodexo Inc                                                                      | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $5060991.87   | 0.04%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS           | Southern Natural Gas Co LLC                                                     | CUSIP: 843452AZ6<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $2928115.54   | 0.02%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $9158342.22   | 0.08%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2078171.64   | 0.02%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584920.41    | 0.00%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2094000 | PA      | $2071651.20   | 0.02%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  14275000 | PA      | $14789861.71  | 0.12%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  25555000 | PA      | $25262196.43  | 0.21%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP              | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $7424787.04   | 0.06%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7106548.05   | 0.06%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities  | Thornburg Mortgage Securities Trust 2003-5                                      | CUSIP: 885220ED1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586249 | PA      | $561734.14    | 0.00%             | 2043-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |  17125000 | PA      | $17201846.38  | 0.14%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  13325000 | PA      | $13314887.26  | 0.11%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42996 | PA      | $42695.43     | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8796126 | PA      | $8013268.78   | 0.07%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-1                                                | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10829396 | PA      | $11002145.65  | 0.09%             | 2064-03-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP       | Trustage Financial Group Inc                                                    | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14369767.95  | 0.12%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4332404.12   | 0.04%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 255900000 | PA      | $247853145.17 | 2.06%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288826.33    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |  10000000 | PA      | $10085960.10  | 0.08%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5750013.18   | 0.05%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KEF6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   9275000 | PA      | $9383210.50   | 0.08%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                      | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   8275000 | PA      | $8206430.70   | 0.07%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                 | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |  11300000 | PA      | $11624821.21  | 0.10%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $11544242.70  | 0.10%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8061354.32   | 0.07%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8000000 | PA      | $8123792.24   | 0.07%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2024-3                                                 | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19051978 | PA      | $18949942.75  | 0.16%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21         | CK Hutchison International 21 Ltd                                               | CUSIP: 12565WAB7<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $4541807.90   | 0.04%             | 2031-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6852345.99   | 0.06%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5025000 | PA      | $4984685.43   | 0.04%             | 2051-08-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3330092.07   | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9103805.10   | 0.08%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO       | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9125000 | PA      | $9522032.77   | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1701787.02   | 0.01%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10325794.80  | 0.09%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  14975000 | PA      | $14702017.73  | 0.12%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267044.28    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C       | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3114122.67   | 0.03%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERNORTH HEALTH INC           | Evernorth Health Inc                                                            | CUSIP: 30219GAM0<br>LEI: 5493003UA6VMND084504 | Long             | DBT              | CORP              | US        |  11738000 | PA      | $11740181.62  | 0.10%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7298025.42   | 0.06%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1484619.81   | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President