# EDGAR Filing Document

**Accession Number:** 0000820892
**File Stem:** 0000820892-25-000071
**Filing Date:** 2025-10
**Character Count:** 285850
**Document Hash:** eef4daf9e803b809e2a4f6db87af515b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000820892-25-000071.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000820892-25-000071

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NUVEEN INVESTMENT FUNDS INC
- **CENTRAL INDEX KEY:** 0000820892

**ORGANIZATION NAME:**
- **EIN:** 411418224
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05309
- **FILM NUMBER:** 251421611

**BUSINESS ADDRESS:**
- **STREET 1:** 333 WEST WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 WEST WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIRST AMERICAN INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SECURAL MUTUAL FUNDS INC
- **DATE OF NAME CHANGE:** 19910627

## Series and Classes Contracts Data

### Nuveen Strategic Income Fund (Series ID: S000005573)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000015185 | Class A      | FCDDX           |
| C000015187 | Class C      | FCBCX           |
| C000015189 | Class I      | FCBYX           |
| C000151934 | Class R6     | FSFRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nuveen Investment Funds, Inc.

- **b. Investment Company Act file number:** 811-05309

- **c. CIK number of Registrant:** 0000820892

- **d. LEI of Registrant:** 549300L93TESPETT4366

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

- **a. Name of Series:** Nuveen Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000005573

- **c. LEI of Series:** D1SNQQOZ05OZW7FW7N26

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

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

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1173007851.00

**Total Liabilities:** $35639596.00

**Net Assets:** $1137368255.00

**Delayed Delivery Securities:** $7519375.00

**Cash Not Reported:** $2970361.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1035173.71000000 | **1-Year:** -24325.30000000 | **5-Year:** -52819.11000000 | **10-Year:** -135418.86000000 | **30-Year:** -163507.21000000

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

- **3-Month:** -3376.98000000 | **1-Year:** -13186.36000000 | **5-Year:** -55026.17000000 | **10-Year:** -37944.70000000 | **30-Year:** -50309.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000015185 | 1.54%                | 0.31%                | 0.89%                |
| Class ID C000015187 | 1.48%                | 0.25%                | 0.83%                |
| Class ID C000015189 | 1.66%                | 0.33%                | 0.91%                |
| Class ID C000151934 | 1.56%                | 0.34%                | 1.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1046632.84             | $11236051.69                               |
| Month 2  | $-301950.08              | $-974732.72                                |
| Month 3  | $888003.98               | $5243407.87                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 77586RAC4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1370000 | PA      | $1253569.34   | 0.11%             | 2044-01-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    100000 | PA      | $73773.12     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                                                   | Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1                        | CUSIP: 03072SNR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524408 | PA      | $516846.61    | 0.05%             | 2034-02-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                        | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    621254 | PA      | $603535.87    | 0.05%             | 2032-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1900000 | PA      | $1466784.72   | 0.13%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                               | Bahrain Government International Bond                                            | CUSIP: 05674RAD6<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    500000 | PA      | $437779.38    | 0.04%             | 2044-09-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3200000 | PA      | $2333408.00   | 0.21%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3300026.80   | 0.29%             | 2049-04-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                                       | CoBank ACB                                                                       | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000820.00   | 0.18%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                                                                 | Land O' Lakes Inc                                                                | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2613975.00   | 0.23%             | N/A             | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2250000 | PA      | $1870661.54   | 0.16%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $78375.07     | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                           | Oman Government International Bond                                               | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   2050000 | PA      | $2154984.83   | 0.19%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2016-GS4                                            | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260000 | PA      | $2045957.21   | 0.18%             | 2049-11-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   1600000 | PA      | $1187479.71   | 0.10%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    986000 | PA      | $977251.36    | 0.09%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1725000 | PA      | $1598817.54   | 0.14%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                                            | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $162134.00    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRAQ                                                                 | Iraq International Bond                                                          | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |    942188 | PA      | $934397.83    | 0.08%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1953752.60   | 0.17%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                             | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    600000 | PA      | $556337.77    | 0.05%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                                                           | Republic of Azerbaijan International Bond                                        | CUSIP: AO9863769<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |   1700000 | PA      | $1573319.11   | 0.14%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1387180 | PA      | $1360016.18   | 0.12%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                                       | Impac Secured Assets CMN Owner Trust                                             | CUSIP: 45254TDY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    334556 | PA      | $312713.53    | 0.03%             | 2030-10-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                                   | JP Morgan Alternative Loan Trust 2007-S1                                         | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    134194 | PA      | $129185.57    | 0.01%             | 2047-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840000 | PA      | $1666803.74   | 0.15%             | 2048-03-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE24 Mortgage Trust                                                  | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1377711.75   | 0.12%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE26 Mortgage Trust                                                  | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2835286.20   | 0.25%             | 2048-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31411EDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       641 | PA      | $660.14       | 0.00%             | 2036-12-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31413HVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9963 | PA      | $10171.65     | 0.00%             | 2037-09-01      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage                                                   | Washington Mutual MSC Mortgage Pass-Through Certificates Series 2004-RA3 Trust   | CUSIP: 939336T29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26925 | PA      | $26831.68     | 0.00%             | 2038-08-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $947566.10    | 0.08%             | 2049-10-10      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                            | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    700000 | PA      | $444787.88    | 0.04%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $865869.09    | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                             | Paraguay Government International Bond                                           | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1625000 | PA      | $1475938.75   | 0.13%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2018-COR3 Mortgage Trust                                                    | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2968896.00   | 0.26%             | 2051-05-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1668041.38   | 0.15%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                                       | Vivint Solar Financing V LLC                                                     | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550670 | PA      | $527972.46    | 0.05%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                                                   | Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust                       | CUSIP: 50184BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $180910.00    | 0.02%             | 2036-02-15      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                           | Eskom Holdings SOC Ltd                                                           | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    950000 | PA      | $969117.37    | 0.09%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE24 Mortgage Trust                                                  | CUSIP: 12593JBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122774 | PA      | $122305.30    | 0.01%             | 2048-08-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1054692.00   | 0.09%             | N/A             | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1423473.30   | 0.13%             | 2048-08-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                           | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    530000 | PA      | $455757.38    | 0.04%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1986073.75   | 0.17%             | 2048-08-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE23 Mortgage Trust                                                  | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684109 | PA      | $665348.67    | 0.06%             | 2048-05-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Trust 2016-NXSR                                                             | CUSIP: 12594PBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1871000 | PA      | $1774772.60   | 0.16%             | 2049-12-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1450901.55   | 0.13%             | 2049-03-17      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $2582788.92   | 0.23%             | 2051-02-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | CUSIP: 48128KAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1741645.40   | 0.15%             | 2050-07-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5259403.20   | 0.46%             | 2051-03-10      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust 2015-P2                                    | CUSIP: 95000ABA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1974704.40   | 0.17%             | 2048-12-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Trust 2016-NXSR                                                             | CUSIP: 12594PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3196337.55   | 0.28%             | 2049-12-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2016-GC37                                    | CUSIP: 17290XAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1872621.19   | 0.16%             | 2049-04-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2014-GC23                                    | CUSIP: 17322VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567647 | PA      | $542777.03    | 0.05%             | 2047-07-10      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust 2017-JP7                              | CUSIP: 465968AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $900283.72    | 0.08%             | 2050-09-15      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK8                                                                   | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $582778.07    | 0.05%             | 2050-11-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B3 Mortgage Trust                                                 | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2193912.00   | 0.19%             | 2051-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2390516.00   | 0.21%             | 2050-10-12      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-LC23 Mortgage Trust                                                    | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2043000 | PA      | $1969620.34   | 0.17%             | 2048-10-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1539550.62   | 0.14%             | 2048-04-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2017-C1                                            | CUSIP: 90276EAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2511000 | PA      | $2380777.53   | 0.21%             | 2050-06-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-CR14 Mortgage Trust                                                    | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830745 | PA      | $804481.19    | 0.07%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $480988.37    | 0.04%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                | CUSIP: 12515GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1368257.60   | 0.12%             | 2050-02-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5100000 | PA      | $4741270.59   | 0.42%             | 2051-06-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2307859.75   | 0.20%             | 2051-02-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260000 | PA      | $1766860.77   | 0.16%             | 2050-09-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust 2016-C36                                   | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   1765000 | PA      | $1552114.00   | 0.14%             | 2059-11-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE24 Mortgage Trust                                                  | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $481759.75    | 0.04%             | 2048-08-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1527979 | PA      | $1472401.23   | 0.13%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $519210.73    | 0.05%             | 2048-08-10      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust 2017-JP7                              | CUSIP: 465968AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1705743.20   | 0.15%             | 2050-09-15      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1410040.00   | 0.12%             | 2047-06-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-CCRE17 Mortgage Trust                                                  | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1511544 | PA      | $1467573.53   | 0.13%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                             | CUSIP: 06541WBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1145314.80   | 0.10%             | 2060-06-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $2789587.12   | 0.25%             | 2051-01-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Trust 2015-SRCH                                                            | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3925000 | PA      | $3697134.52   | 0.33%             | 2035-08-10      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust 2017-SMP                                   | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2234995.44   | 0.20%             | 2034-12-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                           | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    459000 | PA      | $336070.62    | 0.03%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1425000 | PA      | $1381142.35   | 0.12%             | 2052-02-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                           | Republic of Uzbekistan International Bond                                        | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1600000 | PA      | $1596615.98   | 0.14%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                                    | New Residential Mortgage Loan Trust 2015-2                                       | CUSIP: 64829EAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61363 | PA      | $61076.65     | 0.01%             | 2055-08-25      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                            | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    621340 | PA      | $618026.64    | 0.05%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Start Ltd.                                                                       | Start II LTD                                                                     | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    714747 | PA      | $710655.10    | 0.06%             | 2044-03-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust 2019-2                                                    | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4946 | PA      | $4700.88      | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    137310 | PA      | $14654.82     | 0.00%             | 2043-09-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LL                                                   | Horizon Aircraft Finance II Ltd                                                  | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |    707625 | PA      | $688136.86    | 0.06%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                              | Cosan Luxembourg SA                                                              | CUSIP: 22113AAB1<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1257779.16   | 0.11%             | 2029-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PLAZE INC                                                                        | Plaze, Inc., Term Loan B                                                         | CUSIP: 72819QAM4<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |    478481 | PA      | $436987.15    | 0.04%             | 2026-08-03      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                     | Hilton Grand Vacations Trust 2019-A                                              | CUSIP: 43284HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179327 | PA      | $177412.03    | 0.02%             | 2033-07-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| One Bryant Park Trust                                                            | One Bryant Park Trust 2019-OBP                                                   | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1059164.72   | 0.09%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1601064.87   | 0.14%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust 2018-7                                                    | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9289 | PA      | $8852.16      | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                | Transcanada Trust                                                                | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1780000 | PA      | $1753481.03   | 0.15%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW 2019-2 LLC                                                                   | CUSIP: 55400DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251449 | PA      | $248675.09    | 0.02%             | 2038-10-20      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance III L                                                   | Horizon Aircraft Finance III Ltd                                                 | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    557209 | PA      | $530896.51    | 0.05%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2099444.40   | 0.18%             | 2062-12-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1440000 | PA      | $1384939.15   | 0.12%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B15 Mortgage Trust                                                | CUSIP: 08160KAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1990250.75   | 0.17%             | 2072-12-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2746302.32   | 0.24%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999798.20   | 0.18%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust 2019-MILE                           | CUSIP: 63875FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1097275.80   | 0.10%             | 2036-07-15      | Variable      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust 2019-MILE                           | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1014304.95   | 0.09%             | 2036-07-15      | Variable      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1198808.00   | 0.11%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92504 | PA      | $87623.03     | 0.01%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4450 | PA      | $4215.11      | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust 2017-2                                                   | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76640 | PA      | $70222.88     | 0.01%             | 2047-10-25      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1833500 | PA      | $1801546.50   | 0.16%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | CARS-DB4 LP                                                                      | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1115757.72   | 0.10%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                              | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2065000 | PA      | $1425680.60   | 0.13%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                   | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $348449.85    | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1934707.40   | 0.17%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2534669.54   | 0.22%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $964500.00    | 0.08%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                    | CF 2020-P1 Mortgage Trust                                                        | CUSIP: 12529WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $692490.98    | 0.06%             | 2052-04-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    575000 | PA      | $585336.20    | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3740767.35   | 0.33%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1683997.35   | 0.15%             | 2052-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-IG3 Mortgage Trust                                                | CUSIP: 08162QBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $959115.60    | 0.08%             | 2048-09-15      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1589980.08   | 0.14%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                            | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1979463.43   | 0.17%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                    | CF 2020-P1 Mortgage Trust                                                        | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47866 | PA      | $47572.87     | 0.00%             | 2052-04-15      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-IG2 Mortgage Trust                                                | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $837002.10    | 0.07%             | 2048-09-15      | Variable      | 2.79%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                           | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2033965.41   | 0.18%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                                             | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |   1000000 | PA      | $900976.50    | 0.08%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                              | Honduras Government International Bond                                           | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   1675000 | PA      | $1607162.50   | 0.14%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1458396.30   | 0.13%             | 2028-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    600000 | PA      | $594097.03    | 0.05%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                         | Empresas Publicas de Medellin ESP                                                | CUSIP: 29246BAF5<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $728391.60    | 0.06%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1349178 | PA      | $1053766.17   | 0.09%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    674589 | PA      | $520137.19    | 0.05%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1402725.16   | 0.12%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond                                            | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    380000 | PA      | $340347.00    | 0.03%             | 2030-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2325000 | PA      | $1476956.25   | 0.13%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                  | SkyMiles IP Ltd., Skymiles Term Loan B                                           | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     48294 | PA      | $48523.62     | 0.00%             | 2027-10-20      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   1000000 | PA      | $946257.73    | 0.08%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                                                         | Weber-Stephen Products LLC, Term Loan B                                          | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    428894 | PA      | $428587.33    | 0.04%             | 2027-10-29      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    559000 | PA      | $477808.27    | 0.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1700000 | PA      | $1482642.30   | 0.13%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls                                                   | Hardee's Funding LLC                                                             | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2865000 | PA      | $2752046.80   | 0.24%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 20-1 B PTT                                                           | British Airways 2020-1 Class B Pass Through Trust                                | CUSIP: 11042WAA4<br>LEI: 635400FQKDVFBRDDER80 | Long             | ABS-O            | CORP              | US        |    204131 | PA      | $215556.44    | 0.02%             | 2028-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes Series 2020-1                                      | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1465000 | PA      | $1388306.22   | 0.12%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes Series 2020-1                                      | CUSIP: 14576AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1172114.38   | 0.10%             | 2050-12-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| UEP PENONOME II SA                                                               | UEP Penonome II SA                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    551554 | PA      | $494881.63    | 0.04%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD 2019-MARK Mortgage Trust                                                    | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1411800.00   | 0.12%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $881182.20    | 0.08%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2872108.96   | 0.25%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                                                   | Oak Street Investment Grade Net Lease Fund Series 2021-1                         | CUSIP: 67190AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $855981.80    | 0.08%             | 2051-01-20      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                                                   | ACRE Commercial Mortgage 2021-FL4 Ltd                                            | CUSIP: 00489TAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $570244.41    | 0.05%             | 2037-12-18      | Variable      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                         | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1050000 | PA      | $1059746.66   | 0.09%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $435113.60    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK21                                                                  | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1485196.40   | 0.13%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                                                      | Asurion LLC, Term Loan B9                                                        | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2496094 | PA      | $2498065.66   | 0.22%             | 2027-07-30      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                         | Comision Federal de Electricidad                                                 | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1785319.00   | 0.16%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                                   | Alpek SAB de CV                                                                  | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   1700000 | PA      | $1601489.20   | 0.14%             | 2029-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                                  | Network i2i Ltd                                                                  | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |   1000000 | PA      | $991500.00    | 0.09%             | N/A             | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| MFT Trust                                                                        | MFT Trust 2020-ABC                                                               | CUSIP: 55317BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34356000 | PA      | $200640.76    | 0.02%             | 2042-02-10      | Variable      | 0.23%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1637271.70   | 0.14%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2000000 | PA      | $1515700.00   | 0.13%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                    | Sierra Timeshare 2021-1 Receivables Funding LLC                                  | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52652 | PA      | $52056.98     | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                      | CUSIP: BO3321904<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    826000 | PA      | $801220.00    | 0.07%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                                    | Alen 2021-ACEN Mortgage Trust                                                    | CUSIP: 01449NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1567750.00   | 0.14%             | 2034-04-15      | Variable      | 8.48%                 | Yes           |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                         | Mizrahi Tefahot Bank Ltd                                                         | CUSIP: BO7663400<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |   1700000 | PA      | $1672545.00   | 0.15%             | 2031-04-07      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                         | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   1500000 | PA      | $1438969.50   | 0.13%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1068955.70   | 0.09%             | 2050-12-25      | Variable      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3325000 | PA      | $2600150.00   | 0.23%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    972500 | PA      | $918891.23    | 0.08%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1282481.87   | 0.11%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                                                      | Diamond Resorts Owner Trust 2021-1                                               | CUSIP: 25273CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73600 | PA      | $73482.05     | 0.01%             | 2033-11-21      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                                                      | Diamond Resorts Owner Trust 2021-1                                               | CUSIP: 25273CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73600 | PA      | $73486.60     | 0.01%             | 2033-11-21      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| DOLP Trust                                                                       | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30450000 | PA      | $888019.44    | 0.08%             | 2041-05-10      | Variable      | 0.67%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1525000 | PA      | $1475513.75   | 0.13%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                            | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    257024 | PA      | $246500.09    | 0.02%             | 2048-10-25      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                         | Development Bank of Kazakhstan JSC                                               | CUSIP: 25159XAD5<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   1675000 | PA      | $1477250.96   | 0.13%             | 2031-05-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2150000 | PA      | $1601535.00   | 0.14%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971564.00   | 0.17%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $870040.00    | 0.08%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94715 | PA      | $90828.76     | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $830890.56    | 0.07%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2021-NQM1                                                                   | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $802849.60    | 0.07%             | 2065-05-25      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                              | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    624000 | PA      | $587338.63    | 0.05%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1574000 | PA      | $1349086.42   | 0.12%             | 2056-08-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                                                         | MAPS 2021-1 Trust                                                                | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123368 | PA      | $116974.91    | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust 2021-NQM1                                           | CUSIP: 452764AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $342614.88    | 0.03%             | 2056-06-25      | Variable      | 2.38%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1025000 | PA      | $938336.25    | 0.08%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                              | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    834645 | PA      | $773615.60    | 0.07%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155000 | PA      | $976820.92    | 0.09%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40180000 | PA      | $483289.06    | 0.04%             | 2041-07-15      | Variable      | 0.26%                 | Yes           |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1500000 | PA      | $1327771.95   | 0.12%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust 2021-MF                                           | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1878905.20   | 0.17%             | 2038-07-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust 2021-NQM1                                           | CUSIP: 452764AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311011 | PA      | $276816.93    | 0.02%             | 2056-06-25      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust 2020-NQM1                                           | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1863531.80   | 0.16%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2125000 | PA      | $2133714.63   | 0.19%             | 2036-07-15      | Variable      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | CARS-DB5 LP                                                                      | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    626666 | PA      | $604208.59    | 0.05%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                                               | Rwanda International Government Bond                                             | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |   1375000 | PA      | $1207510.11   | 0.11%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                            | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2583975 | PA      | $2385251.04   | 0.21%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $212341.50    | 0.02%             | 2031-07-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2020-II Ltd                                                         | CUSIP: 12547LAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1760000 | PA      | $1767147.36   | 0.16%             | 2034-10-20      | Variable      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2020-II Ltd                                                         | CUSIP: 12547JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    385000 | PA      | $387167.17    | 0.03%             | 2034-10-20      | Variable      | 11.09%                | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1934232.00   | 0.17%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $1624009.36   | 0.14%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                         | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    900000 | PA      | $814725.27    | 0.07%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo SpA                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |   1185655 | PA      | $933792.80    | 0.08%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                              | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    500000 | PA      | $454051.06    | 0.04%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust 2020-NQM1                                           | CUSIP: 452760AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203330 | PA      | $193466.55    | 0.02%             | 2055-10-25      | Variable      | 2.05%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                            | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1119231.15   | 0.10%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                            | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1080421.42   | 0.09%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| BANK HAPOALIM                                                                    | Bank Hapoalim BM                                                                 | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   1000000 | PA      | $972500.00    | 0.09%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $993153.21    | 0.09%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities 2021-INV1 Trust                           | CUSIP: 95003KBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    919521 | PA      | $776418.29    | 0.07%             | 2051-08-25      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust 2021-PRM2                                    | CUSIP: 17291HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $845266.10    | 0.07%             | 2038-10-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                                                              | Oportun Issuance Trust 2021-C                                                    | CUSIP: 68377WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170938 | PA      | $168759.00    | 0.01%             | 2031-10-08      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                                                              | Oportun Issuance Trust 2021-C                                                    | CUSIP: 68377WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301339 | PA      | $296941.39    | 0.03%             | 2031-10-08      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                              | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1132826 | PA      | $1018799.44   | 0.09%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5295380.00   | 0.47%             | 2041-10-25      | Variable      | 11.85%                | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $707170.60    | 0.06%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    450000 | PA      | $394897.32    | 0.03%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                                                | Medco Laurel Tree Pte Ltd                                                        | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $503871.41    | 0.04%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1341073.05   | 0.12%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                    | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    932179 | PA      | $897553.16    | 0.08%             | 2046-10-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                              | Hotwire Funding LLC                                                              | CUSIP: 44148JAB5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1065968.64   | 0.09%             | 2051-11-20      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                                               | Aaset 2021-2 Trust                                                               | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000535 | PA      | $942314.72    | 0.08%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily                                                          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  11173637 | PA      | $988308.18    | 0.09%             | 2041-07-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2101791.75   | 0.18%             | 2057-08-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust 2021-N4                                           | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321095 | PA      | $313637.18    | 0.03%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4830000 | PA      | $5037081.90   | 0.44%             | 2041-12-25      | Variable      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                                                   | Cologix Data Centers US Issuer LLC                                               | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2410000 | PA      | $2340055.29   | 0.21%             | 2051-12-26      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Crescendo Royalty Funding LP                                                     | Crescendo Royalty Funding LP                                                     | CUSIP: 225638AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2934947.40   | 0.26%             | 2051-12-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-8                                                | CUSIP: 92538GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1570511.40   | 0.14%             | 2066-11-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1753476 | PA      | $1753584.68   | 0.15%             | 2038-06-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                    | CUSIP: 46652BBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1620019.00   | 0.14%             | 2037-01-16      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5242989.00   | 0.46%             | 2041-12-25      | Variable      | 10.35%                | Yes           |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1468132.48   | 0.13%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                         | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    687075 | PA      | $570255.07    | 0.05%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                           | Cia Cervecerias Unidas SA                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |   1200000 | PA      | $1075319.54   | 0.09%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                          | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1985285 | PA      | $1803345.64   | 0.16%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6380975.40   | 0.56%             | 2042-01-25      | Variable      | 11.45%                | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1232999.18   | 0.11%             | 2049-03-17      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                                            | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 41135UAB1<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $981440.47    | 0.09%             | 2032-02-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                            | Palmer Square CLO 2022-1 Ltd                                                     | CUSIP: 69689QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2507595.00   | 0.22%             | 2035-04-20      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CT TRUST                                                                         | CT Trust                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    775000 | PA      | $734824.00    | 0.06%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                                      | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1831354 | PA      | $1835595.71   | 0.16%             | 2039-02-15      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P                                                     | HI-FI Music IP Issuer LP                                                         | CUSIP: 428357AA5<br>LEI: 635400VMUHJZERQEGT10 | Long             | ABS-O            | CORP              | CA        |   6150000 | PA      | $6046355.90   | 0.53%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                 | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2875824.90   | 0.25%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081000 | PA      | $341401.42    | 0.03%             | 2031-07-15      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                    | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999149.10    | 0.09%             | 2039-03-15      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust Series - 2019 B12 (Class C)                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1621198.80   | 0.14%             | 2052-08-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H7                                           | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2765000 | PA      | $2627707.80   | 0.23%             | 2052-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1249088.40   | 0.11%             | 2062-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3007686.85   | 0.26%             | 2052-05-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                         | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1225000 | PA      | $1025082.05   | 0.09%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2188644.58   | 0.19%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                      | Industrial DPR Funding Ltd                                                       | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |   1222678 | PA      | $1098735.02   | 0.10%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| EWC Master Issuer LLC                                                            | EWC Master Issuer LLC                                                            | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3880000 | PA      | $3836969.64   | 0.34%             | 2052-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1490000 | PA      | $1432538.60   | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                             | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   1375000 | PA      | $1353113.03   | 0.12%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HESTIA RE LTD                                                                    | Hestia Re Ltd                                                                    | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     14286 | PA      | $7142.86      | 0.00%             | 2029-04-22      | Variable      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                               | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   2150000 | PA      | $1986380.61   | 0.17%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1120000 | PA      | $1143047.36   | 0.10%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                           | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1575000 | PA      | $1439252.10   | 0.13%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513943.10   | 0.13%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK18                                                                  | CUSIP: 065402BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2291532.12   | 0.20%             | 2062-05-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2440699 | PA      | $2335974.40   | 0.21%             | 2037-04-15      | Variable      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $360373.30    | 0.03%             | 2062-12-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                 | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2155000 | PA      | $2081788.83   | 0.18%             | 2052-02-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                            | Hpefs Equipment Trust 2022-2                                                     | CUSIP: 40441TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324076 | PA      | $324088.93    | 0.03%             | 2030-03-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3184798.68   | 0.28%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust 2022-C16                                                    | CUSIP: 05552YAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1930039.80   | 0.17%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2704478.29   | 0.24%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1340000 | PA      | $1409814.00   | 0.12%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $725311.44    | 0.06%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547715.00   | 0.14%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5393711.00   | 0.47%             | 2042-04-25      | Variable      | 11.35%                | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2236595.03   | 0.20%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                    | LUNAR AIRCRAFT 2020-1 LTD                                                        | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1805484 | PA      | $1764788.01   | 0.16%             | 2045-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Jonah Energy LLC                                                                 | Jonah Energy Abs I LLC                                                           | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |   1545999 | PA      | $1556138.76   | 0.14%             | 2037-12-10      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1452083.99   | 0.13%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7633911 | PA      | $7711093.32   | 0.68%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                         | Liberty Costa Rica Senior Secured Finance                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1061860.00   | 0.09%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia International Bond                                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1500000 | PA      | $1598460.12   | 0.14%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VITALITY RE XIV LTD                                                              | Vitality Re XIV Ltd                                                              | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1025700.00   | 0.09%             | 2027-01-05      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                                 | Transnet SOC Ltd                                                                 | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |   1500000 | PA      | $1574979.81   | 0.14%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R02                                     | CUSIP: 20755AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3500000 | PA      | $3814067.60   | 0.34%             | 2043-01-25      | Variable      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    285000 | PA      | $262082.85    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1281474.32   | 0.11%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R02                                     | CUSIP: 20755AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3350000 | PA      | $3764653.62   | 0.33%             | 2043-01-25      | Variable      | 12.25%                | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1837106.21   | 0.16%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1206812.83   | 0.11%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1555000 | PA      | $1458571.76   | 0.13%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                          | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1145000 | PA      | $1151240.25   | 0.10%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2473554.80   | 0.22%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | RECEIVE USD [5284460.95] PAY EUR [-4480507] on 20250708 @ 1.179434               | CUSIP: EUR251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30283.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto Dominion Bank                                                            | RECEIVE USD [999256.1] PAY EUR [-849898] on 20250711 @ 1.175737                  | CUSIP: EUR251010<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2602.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017430.00   | 0.18%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                         | Magyar Export-Import Bank Zrt                                                    | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |   1300000 | PA      | $1342818.72   | 0.12%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                                   | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1482776 | PA      | $1453473.76   | 0.13%             | 2048-04-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R04                                     | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3000000 | PA      | $3282219.00   | 0.29%             | 2043-05-25      | Variable      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1603042.72   | 0.14%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2022-R03                                     | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $5011203.15   | 0.44%             | 2042-03-25      | Variable      | 14.82%                | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    450000 | PA      | $469429.46    | 0.04%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government Bond                                                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1475000 | PA      | $1541375.00   | 0.14%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                           | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1087474.70   | 0.10%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   5000000 | PA      | $5396246.00   | 0.47%             | 2043-06-25      | Variable      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1415000 | PA      | $1580041.36   | 0.14%             | 2043-06-25      | Variable      | 11.20%                | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1537945.92   | 0.14%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   6000000 | PA      | $6495484.80   | 0.57%             | 2043-07-25      | Variable      | 10.25%                | Yes           |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                                                        | Adams Outdoor Advertising LP                                                     | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2047654.60   | 0.18%             | 2053-07-15      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   5000000 | PA      | $5288925.00   | 0.47%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12789850 | PA      | $12896786.01  | 1.13%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                         | CUSIP: 38384B2S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   1614076 | PA      | $1765255.40   | 0.16%             | 2053-07-20      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                              | Frontier Issuer LLC                                                              | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1025238.20   | 0.09%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                              | Frontier Issuer LLC                                                              | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2032099.00   | 0.18%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                              | Frontier Issuer LLC                                                              | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1046410.40   | 0.09%             | 2053-08-20      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4540382.73   | 0.40%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $2073025.31   | 0.18%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust 2023-R04                                     | CUSIP: 20754QAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   5000000 | PA      | $5622634.00   | 0.49%             | 2043-05-25      | Variable      | 12.60%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |   2605667 | PA      | $2893529.11   | 0.25%             | 2053-08-20      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                       | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1697841.60   | 0.15%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1768500.80   | 0.16%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                          | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6528064.80   | 0.57%             | 2042-02-25      | Variable      | 13.79%                | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1762425.75   | 0.15%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                                     | Connecticut Avenue Securities Trust 2022-R07                                     | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4643982.40   | 0.41%             | 2042-06-25      | Variable      | 16.35%                | Yes           |                  2 | On Loan: No      |
| BX Trust 2023-DELC                                                               | BX Trust 2023-DELC                                                               | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1514129.40   | 0.13%             | 2038-05-15      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6368442 | PA      | $6426099.30   | 0.56%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-2                                        | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                        | CUSIP: 38410JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2011398.20   | 0.18%             | 2027-03-01      | Variable      | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Medco Maple Tree Pte Ltd                                                         | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $522469.00    | 0.05%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust VII                                               | Willis Engine Structured Trust VII                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976757 | PA      | $1013339.33   | 0.09%             | 2048-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   1200000 | PA      | $1281564.00   | 0.11%             | 2033-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OPEN Trust 2023-AIR                                                              | OPEN Trust 2023-AIR                                                              | CUSIP: 68373BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2409782.79   | 0.21%             | 2040-11-15      | Variable      | 9.60%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2060000 | PA      | $2419241.34   | 0.21%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2593302.80   | 0.23%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                                     | Connecticut Avenue Securities Trust 2023-R08                                     | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   6000000 | PA      | $6300954.60   | 0.55%             | 2043-10-25      | Variable      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                               | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011082.10   | 0.09%             | 2048-11-20      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12326396 | PA      | $12425653.08  | 1.09%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                     | Connecticut Avenue Securities Trust 2022-R04                                     | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5530056.00   | 0.49%             | 2042-03-25      | Variable      | 14.84%                | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2116462.00   | 0.19%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1975000 | PA      | $1830232.50   | 0.16%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp                                            | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1471750.00   | 0.13%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1600000 | PA      | $1575589.22   | 0.14%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust VI                                                | Willis Engine Structured Trust VI                                                | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    826440 | PA      | $774503.74    | 0.07%             | 2046-05-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                          | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KWG0<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6658135.80   | 0.59%             | 2042-04-25      | Variable      | 15.09%                | Yes           |                  2 | On Loan: No      |
| Vitality Re XV Ltd                                                               | Vitality Re XV Ltd                                                               | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1014700.00   | 0.09%             | 2028-01-07      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | Brazilian Government International Bond                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1250000 | PA      | $1215037.50   | 0.11%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | Ivory Coast Government International Bond                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1625000 | PA      | $1618531.20   | 0.14%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1025000 | PA      | $1085610.98   | 0.10%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp                                                                      | Vistra Corp                                                                      | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1849237.90   | 0.16%             | N/A             | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2038896.81   | 0.18%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                                                               | Elmwood CLO 20 Ltd                                                               | CUSIP: 29002AAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1300000 | PA      | $1312556.70   | 0.12%             | 2037-01-17      | Variable      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $864520.00    | 0.08%             | N/A             | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | Paraguay Government International Bond                                           | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1425000 | PA      | $1479007.50   | 0.13%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                              | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   1550000 | PA      | $1527321.02   | 0.13%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037646.00   | 0.09%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                                                               | Elmwood CLO 26 Ltd                                                               | CUSIP: 29004CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1513153.50   | 0.13%             | 2037-04-18      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Panama Government International Bond                                             | Panama Government International Bond                                             | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1450000 | PA      | $1600220.00   | 0.14%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd                                                | IRB Infrastructure Developers Ltd                                                | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |   2500000 | PA      | $2561676.30   | 0.23%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2101552.00   | 0.18%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | Israel Government International Bond                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1675000 | PA      | $1548085.20   | 0.14%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1997014.00   | 0.18%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                            | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1650000 | PA      | $1906177.85   | 0.17%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust                                         | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3263629.20   | 0.29%             | 2027-07-15      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R02                                     | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6418003.80   | 0.56%             | 2042-01-25      | Variable      | 12.97%                | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-LTV2                                             | J.P. Morgan Mortgage Trust 2022-LTV2                                             | CUSIP: 46655LAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4634713 | PA      | $3940184.39   | 0.35%             | 2052-09-25      | Variable      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| SREIT Trust 2021-PALM                                                            | SREIT Trust 2021-PALM                                                            | CUSIP: 85237AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140000 | PA      | $2135009.09   | 0.19%             | 2034-10-15      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                         | Proampac PG Borrower LLC, Term Loan                                              | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   3220017 | PA      | $3226456.84   | 0.28%             | 2028-09-15      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust 2024-T53                                           | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2040722.00   | 0.18%             | 2039-05-10      | Variable      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR5                                                                  | BANK5 2024-5YR5                                                                  | CUSIP: 065931BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2083012.40   | 0.18%             | 2029-02-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust                                                     | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589CAE8<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007047.60   | 0.09%             | 2031-12-22      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                          | Ford Otomotiv Sanayi AS                                                          | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |   1500000 | PA      | $1535514.96   | 0.14%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CITY BREWING CO LLC                                                              | City Brewing Company, LLC, First Out New Money Term Loan                         | CUSIP: 10756PAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71921 | PA      | $19778.39     | 0.00%             | 2028-04-05      | Variable      | 10.51%                | No            |                  2 | On Loan: No      |
| CSMC 2021-INV2 Trust                                                             | CSMC 2021-INV2 Trust                                                             | CUSIP: 12659TBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3972870 | PA      | $3317724.79   | 0.29%             | 2056-11-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Indika Energy Tbk PT                                                             | Indika Energy Tbk PT                                                             | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |   2000000 | PA      | $1967949.44   | 0.17%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                   | Sisecam UK PLC                                                                   | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |   1275000 | PA      | $1338750.00   | 0.12%             | 2032-05-02      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Banco del Estado de Chile                                                        | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $533756.16    | 0.05%             | N/A             | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                               | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VCA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1318813 | PA      | $1152600.95   | 0.10%             | 2050-08-25      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1568470.47   | 0.14%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITY BREWING CO LLC                                                              | City Brewing Company, LLC, FLFO Roll Up Term Loan                                | CUSIP: 10756PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188204 | PA      | $51756.17     | 0.00%             | 2028-04-05      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2140480.00   | 0.19%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3321705.00   | 0.29%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1396979.88   | 0.12%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alterna Funding III LLC                                                          | Alterna Funding III LLC                                                          | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763144 | PA      | $769877.29    | 0.07%             | 2039-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Alterna Funding III LLC                                                          | Alterna Funding III LLC                                                          | CUSIP: 02157JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    791099 | PA      | $797264.76    | 0.07%             | 2039-05-16      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $848632.06    | 0.07%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON Mortgage Trust                                                     | BPR 2023-STON Mortgage Trust                                                     | CUSIP: 05593GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2081181.60   | 0.18%             | 2039-12-05      | Variable      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                    | DBSG 2024-ALTA Mortgage Trust                                                    | CUSIP: 239918AG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1311906.44   | 0.12%             | 2037-06-10      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | Comcast Corp                                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    660000 | PA      | $633735.12    | 0.06%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                              | Hotwire Funding LLC                                                              | CUSIP: 44148JAK5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1022797.50   | 0.09%             | 2054-06-20      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                                | TX Trust 2024-HOU                                                                | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2003000.20   | 0.18%             | 2039-06-15      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                               | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488750 | PA      | $1512215.23   | 0.13%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Pine Street Trust III                                                            | Pine Street Trust III                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1062742.98   | 0.09%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                                                    | GVC Holdings (Gibraltar) Limited, Term Loan B3                                   | CUSIP: 36270BAC6<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |   2333841 | PA      | $2336268.00   | 0.21%             | 2029-10-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                              | JPMBB Commercial Mortgage Securities Trust 2015-C33                              | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3427945.50   | 0.30%             | 2048-12-15      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036348.00   | 0.09%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt / Co-Issuers                                    | Continuum Green Energy India Pvt / Co-Issuers                                    | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   1446750 | PA      | $1503727.17   | 0.13%             | 2033-06-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                              | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    682478 | PA      | $685037.32    | 0.06%             | 2028-05-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2018-CBM                                                             | BBCMS Trust 2018-CBM                                                             | CUSIP: 05549RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2862545.40   | 0.25%             | 2037-07-15      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Leia Finco US LLC                                                                | Darktrace PLC, First Lien Term Loan                                              | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1995000 | PA      | $2001862.80   | 0.18%             | 2031-10-09      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1354000 | PA      | $1417622.24   | 0.12%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020074.50   | 0.09%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCM9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1540765.65   | 0.14%             | 2031-01-27      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1457226.68   | 0.13%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                 | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   3441350 | PA      | $3442124.51   | 0.30%             | 2029-04-13      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co                                                           | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1521863.63   | 0.13%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Amentum Escrow Corp                                                              | Amentum Escrow Corp                                                              | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1042953.00   | 0.09%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 Mortgage Trust                                                       | CUSIP: 05593MAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1586937.60   | 0.14%             | 2057-07-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5243980.00   | 0.46%             | 2084-11-26      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | Peruvian Government International Bond                                           | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1755000 | PA      | $1707615.00   | 0.15%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | Wells Fargo Commercial Mortgage Trust 2024-C63                                   | CUSIP: 94990FAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3110405.40   | 0.27%             | 2057-08-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    975000 | PA      | $912938.20    | 0.08%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co/The                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1205985.83   | 0.11%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                                             | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $3195446.08   | 0.28%             | 2029-08-15      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     73658 | PA      | $38118.02     | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     15548 | PA      | $8007.22      | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     55000 | PA      | $35612.50     | 0.00%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1473094.65   | 0.13%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-B                                         | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2198811.34   | 0.19%             | 2029-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2024-B                                         | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1899912.60   | 0.17%             | 2029-09-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance IV Ltd                                                  | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2862600 | PA      | $2890789.45   | 0.25%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2480961.00   | 0.22%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1033500.10   | 0.09%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1375350.00   | 0.12%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    775000 | PA      | $780138.25    | 0.07%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N3                                           | Carvana Auto Receivables Trust 2024-N3                                           | CUSIP: 14687WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502826.55    | 0.04%             | 2030-12-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1100000 | PA      | $1043615.93   | 0.09%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| S&S Holdings LLC                                                                 | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1408805.10   | 0.12%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                             | Kingston Airport Revenue Finance Ltd                                             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    975000 | PA      | $1005722.25   | 0.09%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2001646.12   | 0.18%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Venture Global LNG Inc                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986083.60   | 0.17%             | N/A             | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                   | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |   1525000 | PA      | $1602601.81   | 0.14%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-BRBK                                           | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2516182.00   | 0.22%             | 2041-10-15      | Variable      | 9.23%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    157300 | PA      | $150990.12    | 0.01%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1651200 | PA      | $1356341.50   | 0.12%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                          | Centersquare Issuer LLC                                                          | CUSIP: 15201EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2221139.20   | 0.20%             | 2054-10-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                          | Centersquare Issuer LLC                                                          | CUSIP: 15201EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2760000 | PA      | $2717841.00   | 0.24%             | 2054-10-26      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd                                                               | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1574671.50   | 0.14%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bojangles Issuer LLC                                                             | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425000 | PA      | $2488472.44   | 0.22%             | 2054-11-20      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                      | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006796.80   | 0.09%             | 2074-10-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |   2000000 | PA      | $2012461.24   | 0.18%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2075563.54   | 0.18%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1483030.50   | 0.13%             | 2029-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Blue Stream Issuer LLC                                                           | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2431892.64   | 0.21%             | 2054-11-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust               | Legends Outlets Kansas City KS Mortgage Secured Pass-Through Trust               | CUSIP: 524947AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3015000 | PA      | $3018040.93   | 0.27%             | 2039-11-05      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Charter Next Generation Inc                                                      | Charter NEX US, Inc., Term Loan B1                                               | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1508025.00   | 0.13%             | 2030-12-02      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management Inc                                                             | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1276350.88   | 0.11%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                                    | Veon Midco BV                                                                    | CUSIP: YX4781523<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $934318.74    | 0.08%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   3994267 | PA      | $4054196.49   | 0.36%             | 2064-12-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1578940.50   | 0.14%             | N/A             | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $520000.00    | 0.05%             | N/A             | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38382ET64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    184168 | PA      | $21728.97     | 0.00%             | 2043-07-20      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1547781.86   | 0.14%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1530644.16   | 0.13%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $309172.85    | 0.03%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, Term Loan                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   2384903 | PA      | $2387896.12   | 0.21%             | 2031-05-01      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-11INV                                               | Flagstar Mortgage Trust 2021-11INV                                               | CUSIP: 33851TBU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1798699 | PA      | $1461685.07   | 0.13%             | 2051-11-25      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Planet US Buyer LLC                                                              | Planet US Buyer LLC, Term Loan B                                                 | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |   3197775 | PA      | $3218959.88   | 0.28%             | 2031-02-10      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   2150000 | PA      | $2359839.27   | 0.21%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3017394.00   | 0.27%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   1775000 | PA      | $1825942.50   | 0.16%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                           | AI Aqua Merger Sub, Inc., First Lien Term Loan B                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1502310.00   | 0.13%             | 2028-07-31      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                          | Truist Insurance Holdings LLC, Term Loan B                                       | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1595081 | PA      | $1599570.80   | 0.14%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                            | Phoenix Guarantor Inc, Term Loan B                                               | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    990013 | PA      | $992155.92    | 0.09%             | 2031-02-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                  | Barnes Group Inc, Term Loan B                                                    | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2493750 | PA      | $2499460.69   | 0.22%             | 2032-01-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                  | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017350.00   | 0.09%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                     | Connecticut Avenue Securities Trust 2022-R06                                     | CUSIP: 20754NAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6828518.40   | 0.60%             | 2042-05-25      | Variable      | 15.33%                | Yes           |                  2 | On Loan: No      |
| Organon & Co                                                                     | Organon & Co, Term Loan                                                          | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   1512645 | PA      | $1479873.70   | 0.13%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope, Inc., Term Loan                                                       | CUSIP: BL4902708<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1100000 | PA      | $1121483.00   | 0.10%             | 2029-12-17      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure, LLC, First Lien Term Loan B6                                           | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1994987 | PA      | $1996553.54   | 0.18%             | 2030-11-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2805704.76   | 0.25%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1500000 | PA      | $1578116.19   | 0.14%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1300000 | PA      | $1363050.00   | 0.12%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | Indonesia Government International Bond                                          | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1475000 | PA      | $1533962.96   | 0.13%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1750000 | PA      | $1828435.00   | 0.16%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BrewCo Borrower LLC                                                              | City Brewing Company, LLC, PIK Super Priority Term Loan                          | CUSIP: 10756PAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15888 | PA      | $15093.64     | 0.00%             | 2026-01-03      | Variable      | 13.59%                | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                                                | Parexel International Corporation, Term Loan B                                   | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   1925182 | PA      | $1929195.70   | 0.17%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc., Repriced Term Loan B                                         | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   2247384 | PA      | $2245563.56   | 0.20%             | 2031-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Term Loan B                                            | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   1176744 | PA      | $1181768.72   | 0.10%             | 2030-05-17      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                                                 | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1582350.00   | 0.14%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3089619.00   | 0.27%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower, LLC, Term Loan B                                           | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    905456 | PA      | $907492.97    | 0.08%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber Abs Issuer Llc                                                       | Uniti Fiber Abs Issuer Llc                                                       | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1540544.55   | 0.14%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                     | Les Schwab Tire Centers, Term Loan B                                             | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   2502621 | PA      | $2503409.73   | 0.22%             | 2031-04-23      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1739059.86   | 0.15%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc                                                                | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2324677.78   | 0.20%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados BV                                                                 | Arcos Dorados BV                                                                 | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2088480.00   | 0.18%             | 2032-01-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Ltd                                                              | Vitality Re XVI Ltd                                                              | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1500300.00   | 0.13%             | 2029-01-08      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AmWINS Group, Inc., Term Loan B                                                  | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1243750 | PA      | $1244707.69   | 0.11%             | 2032-01-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| BMC Software Inc                                                                 | Boxer Parent Company Inc., Term Loan B                                           | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |   2493750 | PA      | $2493500.63   | 0.22%             | 2031-07-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | Egypt Government International Bond                                              | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1500000 | PA      | $1544457.60   | 0.14%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3093192.30   | 0.27%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1431127.00   | 0.13%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048429.00   | 0.09%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Term Loan B                                                   | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |   2741379 | PA      | $2749959.83   | 0.24%             | 2032-02-26      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Kaman Corp                                                                       | Kaman Corporation, Delayed Draw Term Loan                                        | CUSIP: BL4985513<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    258621 | PA      | $259430.17    | 0.02%             | 2032-02-26      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC                                                                  | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4600265.40   | 0.40%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC                                                                  | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1560745.50   | 0.14%             | 2055-03-20      | Fixed         | 8.66%                 | Yes           |                  2 | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Term Loan B                                                    | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |   1279310 | PA      | $1287465.94   | 0.11%             | 2032-02-19      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                              | CUSIP: YS4476588<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $958048.19    | 0.08%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1966000 | PA      | $1560512.50   | 0.14%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                               | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1590000.00   | 0.14%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Services Inc/ON                                                | GFL Environmental Inc., Term Loan B                                              | CUSIP: 36257SAB8<br>LEI: 254900ZM5MY0A8BPJI72 | Long             | LON              | CORP              | CA        |   3000000 | PA      | $3001875.00   | 0.26%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1950000 | PA      | $1999695.48   | 0.18%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico      | BBVA Bancomer SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico      | CUSIP: 072912AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1149500.00   | 0.10%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | Republic of Poland Government International Bond                                 | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1475000 | PA      | $1508556.24   | 0.13%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024536.52   | 0.09%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-PJ1                                     | GS Mortgage-Backed Securities Trust 2022-PJ1                                     | CUSIP: 36263NBM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6307599 | PA      | $5198524.12   | 0.46%             | 2052-05-28      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                                            | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3524027.85   | 0.31%             | 2042-02-15      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2544000 | PA      | $2640867.20   | 0.23%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BSST 2022-1700 Mortgage Trust                                                    | BSST 2022-1700 Mortgage Trust                                                    | CUSIP: 055742AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2688028.20   | 0.24%             | 2037-02-15      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1526664.15   | 0.13%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    870000 | PA      | $870928.83    | 0.08%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2225000 | PA      | $2319673.75   | 0.20%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3940625.00   | 0.35%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA/Cayman Island                                           | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |   2000000 | PA      | $2069980.00   | 0.18%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Windsor Holdings III LLC                                                         | Windsor Holdings III, LLC, Term Loan B                                           | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1473918 | PA      | $1477912.59   | 0.13%             | 2030-08-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                        | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498055.10   | 0.13%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc                                               | WIN Waste Innovations Holdings, Inc., Incremental Term Loan                      | CUSIP: 38723BAL5<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    997500 | PA      | $1005918.90   | 0.09%             | 2028-03-27      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                            | LONG RIDGE ENERGY LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2071564.00   | 0.18%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504642.41    | 0.04%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2072192.54   | 0.18%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2399519.94   | 0.21%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3149045.57   | 0.28%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1831826.28   | 0.16%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1391722.15   | 0.12%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   2424000 | PA      | $2526215.23   | 0.22%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FNA 8 LLC                                                                        | FNA 8 LLC                                                                        | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2187386 | PA      | $2204589.68   | 0.19%             | 2045-03-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                            | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2526959.50   | 0.22%             | 2030-05-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| IGT Holding IV AB                                                                | IGT Holding IV AB, Term Loan B5                                                  | CUSIP: N/A<br>LEI: 549300S0NZ6VQU5JU607       | Long             | LON              | CORP              | SE        |    480000 | PA      | $484502.40    | 0.04%             | 2031-08-04      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1581957.00   | 0.14%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    560000 | PA      | $579457.02    | 0.05%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   2400000 | PA      | $2478486.86   | 0.22%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                 | CUSIP: YQ6757971<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3629139.28   | 0.32%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Delayed Draw Term Loan                                         | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    120690 | PA      | $121459.06    | 0.01%             | 2032-02-19      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-DWHP                                  | Wells Fargo Commercial Mortgage Trust 2025-DWHP                                  | CUSIP: 95004EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2500875.25   | 0.22%             | 2038-04-15      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $6282573.26   | 0.55%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3179877.13   | 0.28%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1720594.10   | 0.15%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6625000 | PA      | $6834957.65   | 0.60%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1173205.57   | 0.10%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                                          | QXO Inc, Term Loan B                                                             | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    549667 | PA      | $555190.82    | 0.05%             | 2032-04-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    500000 | PA      | $516752.94    | 0.05%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4941638.40   | 0.43%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                    | CUSIP: 23338VAZ9<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    725000 | PA      | $741181.16    | 0.07%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                 | Grupo Nutresa SA                                                                 | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |   2000000 | PA      | $2127000.00   | 0.19%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2056102.46   | 0.18%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2575391.50   | 0.23%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | Interstate Power and Light Co                                                    | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1085670.42   | 0.10%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                   | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1547854.50   | 0.14%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kohl's Corp                                                                      | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1610950.50   | 0.14%             | 2030-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                      | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1960633.48   | 0.17%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Alera Group Intermediate Holdings Inc                                            | Alera Group, Inc., Term Loan                                                     | CUSIP: 01451PAB2<br>LEI: 549300BPCKH0Q3R2H875 | Long             | LON              | CORP              | US        |   3000000 | PA      | $3015765.00   | 0.27%             | 2032-05-28      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25417968.75  | 2.23%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                              | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1810000 | PA      | $1869230.08   | 0.16%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                        | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2039895.40   | 0.18%             | 2042-06-10      | Variable      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust 2025-B                                                    | Oportun Issuance Trust 2025-B                                                    | CUSIP: 68378QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5045366.00   | 0.44%             | 2033-05-09      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2501448.50   | 0.22%             | 2035-06-15      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2503883.00   | 0.22%             | 2035-06-15      | Variable      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3048099.00   | 0.27%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1001665.80   | 0.09%             | 2035-06-15      | Variable      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1275000 | PA      | $1315098.75   | 0.12%             | N/A             | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                        | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3010565.10   | 0.26%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust VIII                                              | Willis Engine Structured Trust VIII                                              | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1491766 | PA      | $1517120.53   | 0.13%             | 2050-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Term Loan B13                                                       | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   3000000 | PA      | $2971875.00   | 0.26%             | 2030-09-19      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust 2025-LPF2                                         | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1531821.00   | 0.13%             | 2042-07-13      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    960000 | PA      | $972815.09    | 0.09%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1412565.00   | 0.12%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                            | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1500000 | PA      | $1535756.13   | 0.14%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | Bausch & Lomb Corporation, Term Loan B                                           | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   1860000 | PA      | $1864984.80   | 0.16%             | 2031-01-15      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US ULTRA BOND CBT Dec25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       150 | NC      | $17484375.00  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2040000 | PA      | $2081946.09   | 0.18%             | N/A             | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Barbados Government International Bond                                           | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |   2250000 | PA      | $2263140.00   | 0.20%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1429000 | PA      | $1464719.28   | 0.13%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                              | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    530000 | PA      | $621418.16    | 0.05%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | Kazakhstan Government International Bond                                         | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1500000 | PA      | $1524042.72   | 0.13%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Centuri Group Inc                                                                | Centuri Group, Inc, Term Loan B                                                  | CUSIP: 15643XAD0<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |   3640000 | PA      | $3652521.60   | 0.32%             | 2032-07-09      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1074691.37   | 0.09%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-AGLN                                  | Wells Fargo Commercial Mortgage Trust 2025-AGLN                                  | CUSIP: 94990HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1506082.20   | 0.13%             | 2037-07-15      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                         | Broadstreet Partners, Inc., Term Loan B4                                         | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   3633325 | PA      | $3635704.70   | 0.32%             | 2031-06-16      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                            | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    850000 | PA      | $1004192.20   | 0.09%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | Guatemala Government Bond                                                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    750000 | PA      | $769215.00    | 0.07%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd                                          | Montego Bay Airport Revenue Finance Ltd                                          | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |   2575000 | PA      | $2626500.00   | 0.23%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: —       |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918006.30    | 0.08%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3016792.18   | 0.27%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B8                                           | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    992201 | PA      | $995306.37    | 0.09%             | 2030-05-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1182197.52   | 0.10%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Arcor SAIC                                                                       | Arcor SAIC                                                                       | CUSIP: 03965PAE1<br>LEI: 529900B2ROYOJG45VO88 | Long             | DBT              | CORP              | AR        |   1275000 | PA      | $1277550.00   | 0.11%             | 2033-07-31      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | Olympus Water US Holding Corp                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1970565.00   | 0.17%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | Sedgwick Claims Management Services, Inc., Term Loan B                           | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1989975 | PA      | $1997646.29   | 0.18%             | 2031-07-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG Inc., Term Loan B                                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1087679 | PA      | $1088407.40   | 0.10%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                         | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1115510.00   | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2016093.76   | 0.18%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                | Chariot Buyer LLC                                                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2003250.00   | 0.18%             | 2032-07-23      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $16066249.92  | 1.41%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BACR                                                                             | BACR                                                                             | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |         1 | NC      | $-821735.08   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                     | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    830000 | PA      | $836659.47    | 0.07%             | N/A             | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | CUSIP: 95004RAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2406300.96   | 0.21%             | 2042-08-15      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12015937.44  | 1.06%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                      | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334583.53    | 0.03%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC, Term Loan B                                         | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   5000000 | PA      | $5023000.00   | 0.44%             | 2032-08-20      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4008125.00   | 0.35%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11677500.00  | 1.03%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| South Bow Corp                                                                   | South Bow Corp                                                                   | CUSIP: 836720AJ1<br>LEI: 2549000XS5TAFA3YF943 | Long             | DBT              | CORP              | CA        |   1993000 | PA      | $2083067.66   | 0.18%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    515000 | PA      | $516155.93    | 0.05%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings, Inc., Term Loan B                                       | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    839375 | PA      | $841376.91    | 0.07%             | 2030-12-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                       | Merck KGaA                                                                       | CUSIP: 26867LAN0<br>LEI: 529900OAREIS0MOPTW25 | Long             | DBT              | CORP              | DE        |    985000 | PA      | $985123.57    | 0.09%             | 2028-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US LONG BOND(CBT) Dec25                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       375 | NC      | $42843750.00  | 3.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                                        | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1103649.51   | 0.10%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Javelin Buyer Inc                                                                | Javelin Buyer, Inc., Term Loan                                                   | CUSIP: 47189BAF6<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |   3491250 | PA      | $3485245.05   | 0.31%             | 2031-12-08      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                         | Wynnton Funding Trust II                                                         | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1575400.10   | 0.14%             | 2055-08-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                         | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AV3<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |   1500000 | PA      | $1505625.00   | 0.13%             | N/A             | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                            | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    850000 | PA      | $783172.55    | 0.07%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                            | Costa Rica Government International Bond                                         | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    905000 | PA      | $822645.00    | 0.07%             | 2043-04-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corporation                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   4153216 | PA      | $4153215.89   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                              | Fixed Income Clearing Corporation                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  18900000 | PA      | $18900000.00  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                    | State Street Navigator Securities Lending Government Money Market Portfolio      | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  13304127 | NS      | $13304127.47  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-31

**Name of Applicant:** Nuveen Investment Funds, Inc.

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting