# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-000432
**Filing Date:** 2026-1
**Character Count:** 416300
**Document Hash:** 3e4e6a78f02e808397239a04764cdc1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000432.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000432

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26555372

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity Intermediate Bond Fund (Series ID: S000017674)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000048836 | Fidelity Intermediate Bond Fund | FTHRX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Intermediate Bond Fund**

**November 30, 2025**

IBF-NPRT1-0126

1.813081.121 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 12.2%** | &nbsp;&nbsp;**Asset-Backed Securities - 12.2%** | &nbsp;&nbsp;**Asset-Backed Securities - 12.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.9%  |  |  |
| Flatiron Clo 26 Ltd / Flatiron Clo 26 LLC Series 2024-4A Class X, CME Term SOFR 3 month Index + 1%, 4.9045% 1/15/2038 (b)(c)(d) | 1949600 | 1949524 |
| Hartwick Park Clo Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.16%, 5.0444% 1/20/2037 (b)(c)(d) | 7202000 | 7199839 |
| Neuberger Berman Ln Advisers Nbla Clo 50 Ltd / Neuberger Berman Ln Series 2024-50A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.1098% 7/23/2036 (b)(c)(d) | 12218000 | 12221568 |
| Valley Stream Pk Clo Ltd / Vy Stream Pk Clo LLC Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.19%, 5.0744% 1/20/2037 (b)(c)(d) | 19121000 | 19114116 |
| TOTAL BAILIWICK OF JERSEY |  | 40485047 |
| GRAND CAYMAN (UK OVERSEAS TER) - 3.4%  |  |  |
| Aimco Clo Ser 2018-A / Aimco Clo Ser 2018-A LLC Series 2024-AA Class XR, CME Term SOFR 3 month Index + 1%, 4.8816% 10/17/2037 (b)(c)(d) | 1530000 | 1530078 |
| Ares LIV CLO Ltd Series 2025-54A Class AR2, CME Term SOFR 3 month Index + 1.31%, 5.2145% 7/15/2038 (b)(c)(d) | 5627000 | 5631856 |
| Bain Capital Credit Clo Ltd Series 2025-5A Class ARR, CME Term SOFR 3 month Index + 1.15%, 5.0344% 4/20/2034 (b)(c)(d) | 12740000 | 12734242 |
| Benefit Street Partners Clo Xxii Ltd Series 2025-22A Class ARR, CME Term SOFR 3 month Index + 1.15%, 5.0344% 4/20/2035 (b)(c)(d) | 13300000 | 13313553 |
| Buckhorn Park Clo Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.07%, 4.9544% 7/18/2034 (b)(c)(d) | 8750000 | 8752284 |
| Dryden 104 Clo Ltd / Dryden 104 Clo LLC Series 2024-104A Class A1R, CME Term SOFR 3 month Index + 1.29%, 5.179% 8/20/2034 (b)(c)(d) | 5695000 | 5704346 |
| Dryden 68 Clo Ltd Series 2024-68A Class ARR, CME Term SOFR 3 month Index + 1.1%, 5.0045% 7/15/2035 (b)(c)(d) | 8184000 | 8167722 |
| Flatiron Clo 28 Ltd / Flatiron Clo LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.08%, 4.9845% 7/15/2036 (b)(c)(d) | 17426000 | 17449229 |
| Flatiron Clo Ltd Series 2025-1A Class AR2, CME Term SOFR 3 month Index + 1.18%, 5.0318% 11/16/2034 (b)(c)(d) | 5559511 | 5560834 |
| Horizon Aircraft Finance Ltd Series 2019-1 Class A, 3.721% 7/15/2039 (b) | 256103 | 250971 |
| Invesco CLO 2021-3 Ltd Series 2025-3A Class A1R, CME Term SOFR 3 month Index + 1.08%, 4.9374% 10/22/2034 (b)(c)(d) | 11000000 | 10996997 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 4.9845% 7/15/2034 (b)(c)(d) | 8203000 | 8207331 |
| Magnetite Xxii Ltd / Magnetite Xxii LLC Series 2024-22A Class ARR, CME Term SOFR 3 month Index + 1.25%, 5.1545% 7/15/2036 (b)(c)(d) | 8952000 | 8954328 |
| Oha Credit Funding 22 Ltd Series 2025-22A Class A1, CME Term SOFR 3 month Index + 1.33%, 5.614% 7/20/2038 (b)(c)(d) | 8783000 | 8799328 |
| Palmer Square CLO Series 2025-1A Class A1A5, CME Term SOFR 3 month Index + 1.05%, 4.9185% 5/21/2034 (b)(c)(d) | 6860000 | 6860261 |
| Palmer Square Ln Fdg 2025-2 Ltd / Palmer Square Ln Fdg 2025-2 LLC Series 2025-2A Class A1, CME Term SOFR 3 month Index + 0.94%, 5.2277% 7/15/2033 (b)(c)(d) | 12680000 | 12678098 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 4.9045% 1/15/2033 (b)(c)(d) | 1171934 | 1172309 |
| Palmer Square Loan Funding Ltd Series 2024-3A Class A1, CME Term SOFR 3 month Index + 1.08%, 4.945% 8/8/2032 (b)(c)(d) | 3417421 | 3418924 |
| RR Ltd Series 2025-16A Class A1R, CME Term SOFR 3 month Index + 1.05%, 4.9545% 7/15/2036 (b)(c)(d) | 8397000 | 8396807 |
| TCI-Symphony CLO Ltd Series 2021-1A Class AR, CME Term SOFR 3 month Index + 1.1916%, 5.0962% 7/15/2030 (b)(c)(d) | 1350780 | 1351292 |
| Thunderbolt III Aircraft Lease Ltd Series 2019-1 Class A, 3.671% 11/15/2039 (b) | 1018066 | 998787 |
| Trapeza Cdo Xii Ltd Series 2007-12A Class B, CME Term SOFR 3 month Index + 0.8216%, 4.7558% 4/6/2042 (b)(c)(d) | 1143000 | 901100 |
| Voya Clo 2022-1 Ltd / Voya Clo 2022-1 LLC Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.25%, 5.1344% 4/20/2035 (b)(c)(d) | 7174000 | 7188176 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 159018853 |
| UNITED STATES - 7.9%  |  |  |
| Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A1, 6.261% 5/16/2049 (b) | 1946623 | 2003175 |
| Aaset 2024-1 US Ltd / Aaset 2024-1 Intl Ltd Series 2024-1A Class A2, 6.261% 5/16/2049 (b) | 1725416 | 1775541 |
| Aaset 2025-1 Ltd / Aaset 2025-1 LLC Series 2025-1A Class A, 5.943% 2/16/2050 (b) | 1610455 | 1642482 |
| AASET Trust Series 2019-2 Class A, 3.376% 10/16/2039 (b) | 104510 | 104196 |
| AASET Trust Series 2021-1A Class A, 2.95% 11/16/2041 (b) | 1577207 | 1516008 |
| AASET Trust Series 2021-2A Class A, 2.798% 1/15/2047 (b) | 2651265 | 2512887 |
| Altde Trust Series 2025-1A Class A, 5.9% 8/15/2050 (b) | 2236997 | 2293591 |
| American Express Credit Account Master Trust Series 2024-2 Class A, 5.24% 4/15/2031  | 10741000 | 11222362 |
| Apollo Aviation Securitization Equity Trust Series 2020-1A Class A, 3.351% 1/16/2040 (b) | 150734 | 149210 |
| ARI Fleet Lease Trust Series 2024-B Class A3, 5.26% 4/15/2033 (b) | 861000 | 878073 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-1A Class A, 4.8% 8/20/2029 (b) | 1600000 | 1626674 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-3A Class A, 4.17% 2/20/2030 (b) | 5800000 | 5801627 |
| Blackbird Cap II Aircraft Lease Ltd / Blackbird Cap II Aircraft Lease Us L Series 2021-1A Class A, 2.443% 7/15/2046 (b) | 2087140 | 1978524 |
| CarMax Auto Owner Trust Series 2024-2 Class A3, 5.5% 1/16/2029  | 1250000 | 1265005 |
| Castlelake Aircraft Securitization Trust Series 2019-1A Class A, 3.967% 4/15/2039 (b) | 865717 | 846730 |
| Castlelake Aircraft Securitization Trust Series 2021-1R Class A, 2.741% 8/15/2041 (b) | 262145 | 260608 |
| Castlelake Aircraft Structured Trust Series 2021-1A Class A, 3.474% 1/15/2046 (b) | 581607 | 577644 |
| Chase Auto Owner Trust Series 2024-2A Class A4, 5.48% 11/26/2029 (b) | 1500000 | 1546878 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 8477000 | 8770747 |
| Chase Issuance Trust Series 2024-A2 Class A, 4.63% 1/15/2031  | 13000000 | 13314734 |
| Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030  | 10727000 | 10774946 |
| Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (b) | 1815332 | 1827745 |
| DB Master Finance LLC Series 2021-1A Class A2I, 2.045% 11/20/2051 (b) | 7207680 | 7049325 |
| DB Master Finance LLC Series 2025-1A Class A2I, 4.891% 8/20/2055 (b) | 2475000 | 2492654 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (b) | 443431 | 448118 |
| DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (b) | 546000 | 557546 |
| DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b) | 3427000 | 3457313 |
| Domino's Pizza Master Issuer LLC Series 2017-1A Class A23, 4.118% 7/25/2047 (b) | 7226720 | 7178120 |
| Domino's Pizza Master Issuer LLC Series 2025-1A Class A2I, 4.93% 7/25/2055 (b) | 13150000 | 13222354 |
| Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (b) | 967897 | 980811 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A3, 4.98% 8/21/2028 (b) | 5914000 | 5994566 |
| Enterprise Fleet Financing LLC Series 2024-4 Class A3, 4.56% 11/20/2028 (b) | 2139000 | 2160541 |
| Enterprise Fleet Financing LLC Series 2025-1 Class A3, 4.82% 2/20/2029 (b) | 5650000 | 5745231 |
| Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (b) | 1144000 | 1163482 |
| Flatiron Clo 23 LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.24%, 5.1216% 4/17/2036 (b)(c)(d) | 10932000 | 10942801 |
| Flatiron Rr Clo 22 LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.91%, 4.8145% 10/15/2034 (b)(c)(d) | 7600000 | 7585986 |
| Ford Cr Floorplan Mast Own Tr Series 2018-4 Class A, 4.06% 11/15/2030  | 4365000 | 4375233 |
| Ford Credit Auto Owner Trust Series 2023-1 Class A, 4.85% 8/15/2035 (b) | 11603000 | 11824903 |
| Ford Credit Auto Owner Trust Series 2023-2 Class A, 5.28% 2/15/2036 (b) | 7988000 | 8255014 |
| Ford Credit Auto Owner Trust Series 2024-1 Class A, 4.87% 8/15/2036 (b) | 7176000 | 7357904 |
| Ford Credit Auto Owner Trust Series 2024-A Class A4, 5.01% 9/15/2029  | 2800000 | 2855578 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class A1, 5.29% 4/15/2029 (b) | 8539000 | 8684366 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class B, 5.48% 4/15/2029 (b) | 5501000 | 5590775 |
| Fordf Series 2025-1 Class A1, 4.63% 4/15/2030  | 6710000 | 6805158 |
| Fordf Series 2025-1 Class B, 4.84% 4/15/2030  | 3385000 | 3432617 |
| Gilead Aviation LLC Series 2025-1A Class A, 5.789% 3/15/2050 (b) | 3813668 | 3890610 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-3 Class A3, 5.45% 6/16/2028  | 679924 | 684818 |
| GM Financial Revolving Receivables Trust Series 2023-1 Class A, 5.12% 4/11/2035 (b) | 7253000 | 7456790 |
| GM Financial Revolving Receivables Trust Series 2023-2 Class A, 5.77% 8/11/2036 (b) | 11424000 | 11980767 |
| GM Financial Revolving Receivables Trust Series 2024-1 Class A, 4.98% 12/11/2036 (b) | 5692000 | 5859111 |
| GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (b) | 5924000 | 5961915 |
| GMF Floorplan Owner Revolving Trust Series 2023-1 Class B, 5.73% 6/15/2028 (b) | 4517000 | 4549277 |
| GMF Floorplan Owner Revolving Trust Series 2024-1A Class A1, 5.13% 3/15/2029 (b) | 10783000 | 10932810 |
| GMF Floorplan Owner Revolving Trust Series 2024-1A Class B, 5.33% 3/15/2029 (b) | 5100000 | 5164482 |
| GMF Floorplan Owner Revolving Trust Series 2024-2A Class A, 5.06% 3/15/2031 (b) | 12352000 | 12758776 |
| GMF Floorplan Owner Revolving Trust Series 2024-2A Class B, 5.35% 3/15/2031 (b) | 1275000 | 1313334 |
| Hyundai Auto Receivables Trust Series 2023-B Class A3, 5.48% 4/17/2028  | 646186 | 650877 |
| Juniper Valley Park CLO LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.08%, 4.9644% 7/20/2036 (b)(c)(d) | 10000000 | 9989940 |
| Kubota Credit Owner Trust Series 2024-2A Class A3, 5.26% 11/15/2028 (b) | 1492000 | 1516788 |
| Mercedes-Benz Auto Lease Trust Series 2024-A Class A4, 5.32% 2/15/2030  | 6065000 | 6165771 |
| MetLife Securitization Trust Series 2019-1A Class A1A, 3.75% 4/25/2058 (b) | 103064 | 101927 |
| Morgan Stanley ABS Capital I Inc Series 2004-HE7 Class B3, CME Term SOFR 1 month Index + 5.3645%, 9.3188% 8/25/2034 (c)(d)(e) | 88564 | 137496 |
| Nissan Master Owner Tr Receivable Series 2024-B Class A, 5.05% 2/15/2029 (b) | 3127000 | 3165497 |
| Pk Alift Loan Funding 3 LP Series 2024-1 Class A1, 5.842% 9/15/2039 (b) | 471194 | 482770 |
| Pk Alift Loan Funding 7 LP Series 2025-2 Class A, 4.75% 3/15/2043 (b) | 3380000 | 3351004 |
| SAPPHIRE AVIATION FINANCE Series 2020-1A Class A, 3.228% 3/15/2040 (b) | 1960763 | 1901319 |
| SBA Tower Trust Series 2020, 1.884% 7/15/2050 (b) | 703000 | 700299 |
| SBA Tower Trust Series 2021, 1.631% 5/15/2051 (b) | 9464000 | 9224280 |
| SLAM Ltd Series 2025-1A Class A, 5.807% 5/15/2050 (b) | 2017616 | 2077788 |
| SLAM Ltd. / SLAM LLC Series 2021-1A Class A, 2.434% 6/15/2046 (b) | 1513731 | 1442632 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (b) | 2656170 | 2686390 |
| Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (b) | 2814570 | 2877214 |
| Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 4.9288% 9/25/2034 (c)(d) | 67880 | 72651 |
| Verizon Master Trust Series 2023-4 Class A1A, 5.16% 6/20/2029  | 6694000 | 6734908 |
| Verizon Master Trust Series 2023-7 Class A1A, 5.67% 11/20/2029  | 10000000 | 10170211 |
| Verizon Master Trust Series 2024-2 Class A, 4.83% 12/22/2031 (b) | 7262000 | 7443016 |
| Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A3, 5.48% 12/20/2028  | 5175168 | 5233580 |
| Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A4, 5.57% 4/22/2030  | 4900000 | 5018632 |
| Volkswagen Auto Loan Enhanced Trust Series 2023-1 Class A3, 5.02% 6/20/2028  | 1974412 | 1983793 |
| Wheels Fleet Lease Funding 1 LLC Series 2023-2A Class A, 6.46% 8/18/2038 (b) | 2723402 | 2756877 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-3A Class A1, 4.8% 9/19/2039 (b) | 5987582 | 6036277 |
| World Omni Automobile Lease Securitization Trust Series 2024-A Class A3, 5.26% 10/15/2027  | 4080000 | 4108704 |
| TOTAL UNITED STATES |  | 367433114 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $560,145,919) |  | <br> **566937014** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.6%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.6%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.6%  |  |  |
| Ajax Mortgage Loan Trust Series 2021-C Class A, 6.115% 1/25/2061 (b) | 716430 | 716349 |
| Angel Oak Mortgage Trust Series 2021-8 Class A1, 1.82% 11/25/2066 (b) | 2705674 | 2461225 |
| Binom Securitization Trust Series 2022-RPL1 Class A1, 3% 2/25/2061 (b) | 1487476 | 1400126 |
| Bravo Residential Funding Trust Series 2020-RPL2 Class A1, 2% 5/25/2059 (b) | 1139139 | 1072965 |
| Bravo Residential Funding Trust Series 2022-RPL1 Class A1, 2.75% 9/25/2061 (b) | 6055893 | 5618832 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(c) | 804124 | 794032 |
| CSMC Trust Series 2020-RPL4 Class A1, 2% 1/25/2060 (b) | 367859 | 333292 |
| CSMC Trust Series 2021-RPL9 Class A1, 3.8742% 2/25/2061 (b)(c) | 4796310 | 4817127 |
| Fannie Mae Guaranteed REMIC Series 2013-16 Class GP, 3% 3/25/2033  | 257092 | 253988 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034  | 111934 | 111907 |
| Gcat 2021-Nqm7 Tr Series 2021-NQM7 Class A1, 1.915% 8/25/2066 (b) | 1335801 | 1244921 |
| Legacy Mortgage Asset Trust Series 2021-GS5 Class A1, 6.25% 7/25/2067 (b)(c) | 3232669 | 3235668 |
| New Residential Mortgage Loan Trust Series 2019-1A Class A1B, 3.5% 10/25/2059 (b) | 485655 | 460185 |
| New Residential Mortgage Loan Trust Series 2019-5A Class A1B, 3.5% 8/25/2059 (b) | 509071 | 480403 |
| Oceanview Mortgage Loan Trust Series 2020-1 Class A1A, 1.7329% 5/28/2050 (b) | 47951 | 45541 |
| Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (b) | 54982 | 54755 |
| PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (b)(c) | 3442610 | 3367733 |
| Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.5468% 7/20/2034 (c)(d) | 902 | 843 |
| TOWD Point Mortgage Trust Series 2018-1 Class A2, 3.25% 1/25/2058 (b) | 3281112 | 3207435 |
| TOTAL UNITED STATES |  | 29677327 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $30,633,586) |  | <br> **29677327** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 3.7%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.7%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 3.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 3.7%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 5.7016% 6/15/2040 (b)(c)(d) | 9085000 | 9119031 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (b) | 871274 | 828984 |
| BANK Series 2018-BN15 Class ASB, 4.285% 11/15/2061  | 1308354 | 1308861 |
| BANK Series 2021-BN33 Class XA, 1.0404% 5/15/2064 (c)(f) | 12300340 | 470212 |
| BANK Series 2021-BN36 Class ASB, 2.283% 9/15/2064  | 10250000 | 9703567 |
| BANK Series 2022-BNK41 Class ASB, 3.7894% 4/15/2065 (c) | 6700000 | 6590689 |
| BBCMS Mortgage Trust Series 2019-C5 Class ASB, 2.99% 11/15/2052  | 2588578 | 2546643 |
| BBCMS Mortgage Trust Series 2022-C14 Class ASB, 2.901% 2/15/2055  | 1300000 | 1246118 |
| BCP Trust Series 2021-330N Class A, CME Term SOFR 1 month Index + 0.9135%, 4.8725% 6/15/2038 (b)(c)(d) | 7697319 | 6923131 |
| Benchmark Mortgage Trust Series 2018-B7 Class A2, 4.377% 5/15/2053  | 1617942 | 1615038 |
| Benchmark Mortgage Trust Series 2019-B12 Class XA, 1.0628% 8/15/2052 (c)(f) | 14422143 | 367398 |
| Benchmark Mortgage Trust Series 2019-B14 Class XA, 0.7599% 12/15/2062 (c)(f) | 14016306 | 280385 |
| Benchmark Mortgage Trust Series 2020-B17 Class XA, 1.3725% 3/15/2053 (c)(f) | 27051853 | 1095443 |
| Benchmark Mortgage Trust Series 2020-B19 Class XA, 1.6598% 9/15/2053 (c)(f) | 18123325 | 861425 |
| Benchmark Mortgage Trust Series 2021-B31 Class AAB, 2.615% 12/15/2054  | 8000000 | 7550059 |
| BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 5.0735% 9/15/2026 (b)(c)(d) | 3041072 | 3016433 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.3011% 3/15/2041 (b)(c)(d) | 1444115 | 1444115 |
| BX Commercial Mortgage Trust 2025-SPOT Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.4023% 4/15/2040 (b)(c)(d) | 5689179 | 5689178 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.6003% 5/15/2041 (b)(c) | 470398 | 470691 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 4.7626% 10/15/2036 (b)(c)(d) | 5672488 | 5661949 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 5.7204% 12/9/2040 (b)(c)(d) | 1587392 | 1587391 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.2518% 12/15/2039 (b)(c)(d) | 793027 | 787786 |
| BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.4008% 4/15/2041 (b)(c)(d) | 5598761 | 5598761 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.1028% 3/15/2030 (b)(c)(d) | 7938040 | 7923157 |
| BX Trust Series 2021-ACNT Class A, CME Term SOFR 1 month Index + 0.9645%, 4.9235% 11/15/2038 (b)(c)(d) | 2297528 | 2294679 |
| BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 4.7094% 10/15/2026 (b)(c)(d) | 1974568 | 1969675 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.109% 2/15/2035 (b)(c)(d) | 2620000 | 2614891 |
| CD Mortgage Trust Series 2017-CD5 Class AAB, 3.22% 8/15/2050  | 429043 | 425733 |
| Cent Trust Series 2025-CITY Class A, 4.92% 7/10/2040 (b)(c) | 2474000 | 2517613 |
| Cent Trust Series 2025-CITY Class X, 0.2082% 7/10/2040 (b) | 86588000 | 604731 |
| CF Hippolyta Issuer LLC Series 2020-1 Class A1, 1.69% 7/15/2060 (b) | 3943697 | 3366608 |
| CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (b) | 2834343 | 2313557 |
| CSAIL Commercial Mortgage Trust Series 2020-C19 Class ASB, 2.5501% 3/15/2053  | 10666796 | 10298506 |
| EQT Trust Series 2024-EXTR Class A, 5.3308% 7/5/2041 (b)(c) | 10131000 | 10387602 |
| Extended Stay America Trust Series 2025-ESH Class A, CME Term SOFR 1 month Index + 1.3%, 5.259% 10/15/2042 (b)(c)(d) | 6025000 | 6034401 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K544 Class A2, 4.266% 7/25/2030 (c) | 12375000 | 12531319 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K545 Class A2, 4.29% 7/25/2030  | 9451000 | 9579830 |
| GS Mortgage Securities Trust Series 2011-GC5 Class AS, 5.1672% 8/10/2044 (b)(c) | 1232030 | 1219164 |
| GS Mortgage Securities Trust Series 2013-GC13 Class AS, 3.8736% 7/10/2046 (b)(c) | 1177904 | 1160270 |
| Int Commercial Mortgage Trust Series 2025-PLAZA Class A, 4.8788% 11/5/2037 (b)(c) | 1776000 | 1790570 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-AON Class D, 4.6132% 7/5/2031 (b)(c) | 3378000 | 1013400 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT Class AFX, 4.2475% 7/5/2033 (b) | 2057853 | 1955002 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.5735% 9/15/2029 (b)(c)(d) | 634968 | 616059 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 4.7735% 7/15/2038 (b)(c)(d) | 1379764 | 1376759 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class XA, 1.141% 6/15/2054 (c)(f) | 4079601 | 154714 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 4.8042% 11/15/2038 (b)(c)(d) | 2314256 | 2312094 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.2019% 12/15/2039 (b)(c)(d) | 3086000 | 3085998 |
| UBS Commercial Mortgage Trust Series 2017-C7 Class XA, 0.9698% 12/15/2050 (c)(f) | 43376570 | 710716 |
| UBS Commercial Mortgage Trust Series 2018-C8 Class ASB, 3.903% 2/15/2051  | 2807300 | 2796084 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class A, 2.13% 10/10/2042 (b) | 1920006 | 1652061 |
| VLS Commercial Mortgage Trust Series 2020-LAB Class X, 0.4294% 10/10/2042 (b)(c) | 57900875 | 1024857 |
| Wells Fargo Commercial Mortgage Trust Series 2017-C41 Class ASB, 3.39% 11/15/2050  | 99301 | 98578 |
| Wells Fargo Commercial Mortgage Trust Series 2017-RC1 Class ASB, 3.453% 1/15/2060  | 68647 | 68525 |
| Wells Fargo Commerical Mortgage Trust Series 2025-VTT Class A, 5.1004% 3/15/2038 (b)(c) | 2183000 | 2194505 |
| TOTAL UNITED STATES |  | 170854946 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $176,073,321) |  | <br> **170854946** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.2%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| MEXICO - 0.2%  |  |  |
| United Mexican States 3.25% 4/16/2030  | 2368000 | 2240128 |
| United Mexican States 3.5% 2/12/2034  | 1965000 | 1704637 |
| United Mexican States 6% 5/13/2030  | 4380000 | 4602285 |
| TOTAL MEXICO |  | 8547050 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $8,678,857) |  | <br> **8547050** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 38.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 38.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 38.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.2%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Westpac Banking Corp 4.11% 7/24/2034 (c) | 1134000 | 1117463 |
| Westpac Banking Corp 5.405% 8/10/2033 (c) | 4101000 | 4256788 |
|  |  | 5374251 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Glencore Funding LLC 5.186% 4/1/2030 (b) | 6052000 | 6234615 |
| TOTAL AUSTRALIA |  | 11608866 |
| CANADA - 1.5%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Rogers Communications Inc 3.2% 3/15/2027  | 1601000 | 1579869 |
| Consumer Staples - 0.1% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Alimentation Couche-Tard Inc 2.95% 1/25/2030 (b) | 5819000 | 5522855 |
| Energy - 1.2% |  |  |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |
| Canadian Natural Resources Ltd 2.95% 7/15/2030  | 9591000 | 9030135 |
| Canadian Natural Resources Ltd 5% 12/15/2029  | 2867000 | 2936258 |
| Cenovus Energy Inc 2.65% 1/15/2032  | 5000000 | 4456583 |
| Cenovus Energy Inc 4.25% 4/15/2027  | 6940000 | 6970156 |
| Cenovus Energy Inc 4.65% 3/20/2031  | 911000 | 913755 |
| Enbridge Inc 4.9% 6/20/2030  | 9819000 | 10049518 |
| Enbridge Inc 5.25% 4/5/2027  | 4591000 | 4652010 |
| Enbridge Inc 5.3% 4/5/2029  | 3837000 | 3960710 |
| Enbridge Inc 6% 11/15/2028  | 7927000 | 8333737 |
| South Bow USA Infrastructure Holdings LLC 4.911% 9/1/2027  | 2316000 | 2333660 |
|  |  | 53636522 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Bank of Nova Scotia/The 4.5% 12/16/2025  | 4038000 | 4038061 |
| Royal Bank of Canada 2.3% 11/3/2031  | 6190000 | 5582264 |
|  |  | 9620325 |
| TOTAL CANADA |  | 70359571 |
| FRANCE - 0.8%  |  |  |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| BNP Paribas SA 1.323% 1/13/2027 (b)(c) | 3654000 | 3640713 |
| Credit Agricole SA 6.251% 1/10/2035 (b)(c) | 10500000 | 11172383 |
| Societe Generale SA 1.792% 6/9/2027 (b)(c) | 4104000 | 4047801 |
| Societe Generale SA 4.677% 6/15/2027 (b) | 5569000 | 5616397 |
| Societe Generale SA 5.634% 1/19/2030 (b)(c) | 10410000 | 10758043 |
| TOTAL FRANCE |  | 35235337 |
| GERMANY - 1.6%  |  |  |
| Consumer Discretionary - 0.5% |  |  |
| Automobiles - 0.5% |  |  |
| Mercedes-Benz Finance North America LLC 4.8% 3/30/2028 (b) | 7608000 | 7732066 |
| Volkswagen Group of America Finance LLC 4.35% 6/8/2027 (b) | 7639000 | 7639827 |
| Volkswagen Group of America Finance LLC 5.7% 9/12/2026 (b) | 9700000 | 9813193 |
|  |  | 25185086 |
| Financials - 0.8% |  |  |
| Capital Markets - 0.8% |  |  |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (c) | 4598000 | 4513543 |
| Deutsche Bank AG/New York NY 4.95% 8/4/2031 (c) | 10800000 | 10956600 |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (c) | 4500000 | 4595390 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (c) | 13200000 | 13838545 |
| Deutsche Bank AG/New York NY 7.146% 7/13/2027 (c) | 2700000 | 2746399 |
|  |  | 36650477 |
| Health Care - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| Bayer US Finance II LLC 4.375% 12/15/2028 (b) | 8615000 | 8609096 |
| Industrials - 0.1% |  |  |
| Machinery - 0.1% |  |  |
| Daimler Truck Finance North America LLC 2% 12/14/2026 (b) | 4559000 | 4467385 |
| TOTAL GERMANY |  | 74912044 |
| HONG KONG - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Insurance - 0.1% |  |  |
| AIA Group Ltd 3.9% 4/6/2028 (b) | 5569000 | 5565745 |
| IRELAND - 1.3%  |  |  |
| Financials - 0.8% |  |  |
| Banks - 0.1% |  |  |
| Bank of Ireland Group PLC 5.601% 3/20/2030 (b)(c) | 6702000 | 6979598 |
| Consumer Finance - 0.7% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  | 3495000 | 3480965 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 1456000 | 1409533 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  | 5000000 | 4631676 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.1% 1/19/2029  | 4311000 | 4415543 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.75% 6/6/2028  | 7897000 | 8187237 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1% 1/15/2027  | 5500000 | 5605430 |
|  |  | 27730384 |
| TOTAL FINANCIALS |  | 34709982 |
| Industrials - 0.5% |  |  |
| Transportation Infrastructure - 0.5% |  |  |
| Avolon Holdings Funding Ltd 3.25% 2/15/2027 (b) | 1761000 | 1738860 |
| Avolon Holdings Funding Ltd 4.375% 5/1/2026 (b) | 645000 | 644541 |
| Avolon Holdings Funding Ltd 4.95% 1/15/2028 (b) | 6243000 | 6316631 |
| Avolon Holdings Funding Ltd 5.15% 1/15/2030 (b) | 307000 | 312510 |
| Avolon Holdings Funding Ltd 5.5% 1/15/2026 (b) | 1159000 | 1159500 |
| Avolon Holdings Funding Ltd 5.75% 11/15/2029 (b) | 11100000 | 11540998 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (b) | 2418000 | 2521346 |
|  |  | 24234386 |
| TOTAL IRELAND |  | 58944368 |
| ISRAEL - 0.0%  |  |  |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 200000 | 207553 |
| ITALY - 0.5%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (b) | 3236000 | 3239882 |
| Utilities - 0.5% |  |  |
| Electric Utilities - 0.5% |  |  |
| Enel Finance International NV 4.375% 9/30/2030 (b) | 8940000 | 8927813 |
| Enel Finance International NV 5.125% 6/26/2029 (b) | 12900000 | 13261856 |
|  |  | 22189669 |
| TOTAL ITALY |  | 25429551 |
| JAPAN - 1.4%  |  |  |
| Communication Services - 0.2% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| NTT Finance Corp 1.591% 4/3/2028 (b) | 6562000 | 6198358 |
| NTT Finance Corp 4.62% 7/16/2028 (b) | 590000 | 598231 |
| NTT Finance Corp 4.876% 7/16/2030 (b) | 1553000 | 1586571 |
|  |  | 8383160 |
| Consumer Staples - 0.2% |  |  |
| Tobacco - 0.2% |  |  |
| Japan Tobacco Inc 4.85% 5/15/2028 (b) | 5679000 | 5786829 |
| Japan Tobacco Inc 5.21% 6/15/2030 (b) | 4267000 | 4440707 |
|  |  | 10227536 |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| Mitsubishi UFJ Financial Group Inc 1.64% 10/13/2027 (c) | 7703000 | 7538964 |
| Mitsubishi UFJ Financial Group Inc 5.017% 7/20/2028 (c) | 8580000 | 8703790 |
| Mitsubishi UFJ Financial Group Inc 5.258% 4/17/2030 (c) | 8500000 | 8794025 |
| Mizuho Financial Group Inc 1.234% 5/22/2027 (c) | 6310000 | 6223487 |
| Mizuho Financial Group Inc 1.554% 7/9/2027 (c) | 6800000 | 6694423 |
| Mizuho Financial Group Inc 4.254% 9/11/2029 (c) | 1965000 | 1971932 |
| Mizuho Financial Group Inc 4.711% 7/8/2031 (c) | 8338000 | 8462394 |
|  |  | 48389015 |
| TOTAL JAPAN |  | 66999711 |
| MEXICO - 0.4%  |  |  |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Petroleos Mexicanos 5.95% 1/28/2031  | 14000000 | 13496840 |
| Petroleos Mexicanos 6.7% 2/16/2032  | 4595000 | 4552956 |
| TOTAL MEXICO |  | 18049796 |
| NETHERLANDS - 0.5%  |  |  |
| Consumer Staples - 0.0% |  |  |
| Food Products - 0.0% |  |  |
| JDE Peet's NV 1.375% 1/15/2027 (b) | 1001000 | 968464 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Cooperatieve Rabobank UA 1.98% 12/15/2027 (b)(c) | 2686000 | 2627030 |
| ING Groep NV 1.726% 4/1/2027 (c) | 2376000 | 2356571 |
| ING Groep NV 4.858% 3/25/2029 (c) | 4000000 | 4061843 |
| ING Groep NV 5.335% 3/19/2030 (c) | 5470000 | 5664987 |
|  |  | 14710431 |
| Information Technology - 0.2% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.85% 8/19/2032  | 1296000 | 1307528 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5% 1/15/2033  | 6356000 | 6467274 |
|  |  | 7774802 |
| TOTAL NETHERLANDS |  | 23453697 |
| NORWAY - 0.2%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Equinor ASA 1.75% 1/22/2026  | 696000 | 693712 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| DNB Bank ASA 1.535% 5/25/2027 (b)(c) | 2813000 | 2777565 |
| DNB Bank ASA 1.605% 3/30/2028 (b)(c) | 6094000 | 5904353 |
|  |  | 8681918 |
| TOTAL NORWAY |  | 9375630 |
| SWITZERLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| UBS Group AG 1.305% 2/2/2027 (b)(c) | 5890000 | 5859022 |
| UNITED KINGDOM - 3.8%  |  |  |
| Consumer Staples - 0.7% |  |  |
| Tobacco - 0.7% |  |  |
| BAT Capital Corp 4.7% 4/2/2027  | 3990000 | 4014018 |
| BAT International Finance PLC 1.668% 3/25/2026  | 7824000 | 7761762 |
| BAT International Finance PLC 5.931% 2/2/2029  | 7000000 | 7358285 |
| Imperial Brands Finance PLC 5.5% 2/1/2030 (b) | 11100000 | 11546703 |
|  |  | 30680768 |
| Financials - 2.7% |  |  |
| Banks - 2.6% |  |  |
| Barclays PLC 2.279% 11/24/2027 (c) | 8259000 | 8104994 |
| Barclays PLC 5.367% 2/25/2031 (c) | 10565000 | 10946192 |
| Barclays PLC 5.69% 3/12/2030 (c) | 3429000 | 3572015 |
| Barclays PLC 5.829% 5/9/2027 (c) | 5000000 | 5034041 |
| HSBC Holdings PLC 4.619% 11/6/2031 (c) | 13685000 | 13774015 |
| HSBC Holdings PLC 4.899% 3/3/2029 (c) | 8453000 | 8580113 |
| HSBC Holdings PLC 5.21% 8/11/2028 (c) | 9616000 | 9770707 |
| Lloyds Banking Group PLC 4.425% 11/4/2031 (c) | 9787000 | 9806924 |
| Lloyds Banking Group PLC 5.462% 1/5/2028 (c) | 10500000 | 10646450 |
| Lloyds Banking Group PLC 5.985% 8/7/2027 (c) | 3450000 | 3491582 |
| NatWest Group PLC 1.642% 6/14/2027 (c) | 2293000 | 2261793 |
| NatWest Group PLC 3.073% 5/22/2028 (c) | 2293000 | 2260169 |
| NatWest Group PLC 4.964% 8/15/2030 (c) | 12000000 | 12277172 |
| NatWest Group PLC 5.115% 5/23/2031 (c) | 12530000 | 12898214 |
| NatWest Group PLC 5.847% 3/2/2027 (c) | 5364000 | 5384351 |
|  |  | 118808732 |
| Financial Services - 0.1% |  |  |
| Nationwide Building Society 6.557% 10/18/2027 (b)(c) | 6900000 | 7034975 |
| TOTAL FINANCIALS |  | 125843707 |
| Industrials - 0.4% |  |  |
| Aerospace & Defense - 0.4% |  |  |
| BAE Systems PLC 3.4% 4/15/2030 (b) | 6006000 | 5816162 |
| BAE Systems PLC 5.125% 3/26/2029 (b) | 2932000 | 3025834 |
| BAE Systems PLC 5.25% 3/26/2031 (b) | 774000 | 808832 |
| BAE Systems PLC 5.3% 3/26/2034 (b) | 9000000 | 9388515 |
|  |  | 19039343 |
| TOTAL UNITED KINGDOM |  | 175563818 |
| UNITED STATES - 25.8%  |  |  |
| Communication Services - 1.3% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 4123000 | 3920962 |
| AT&T Inc 4.3% 2/15/2030  | 11310000 | 11373195 |
| Verizon Communications Inc 2.1% 3/22/2028  | 4944000 | 4740670 |
| Verizon Communications Inc 2.355% 3/15/2032  | 7604000 | 6720697 |
| Verizon Communications Inc 4.75% 1/15/2033  | 2495000 | 2510173 |
|  |  | 29265697 |
| Interactive Media & Services - 0.3% |  |  |
| Meta Platforms Inc 4.2% 11/15/2030  | 6457000 | 6501885 |
| Meta Platforms Inc 4.6% 11/15/2032  | 6985000 | 7089417 |
|  |  | 13591302 |
| Media - 0.3% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 10200000 | 10044458 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028  | 3155000 | 3137321 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 1831000 | 1811509 |
|  |  | 14993288 |
| Wireless Telecommunication Services - 0.0% |  |  |
| T-Mobile USA Inc 2.4% 3/15/2029  | 2211000 | 2094406 |
| TOTAL COMMUNICATION SERVICES |  | 59944693 |
| Consumer Discretionary - 1.6% |  |  |
| Automobiles - 0.7% |  |  |
| General Motors Financial Co Inc 1.25% 1/8/2026  | 3578000 | 3566541 |
| General Motors Financial Co Inc 2.35% 2/26/2027  | 2587000 | 2529950 |
| General Motors Financial Co Inc 4.2% 10/27/2028  | 5178000 | 5181116 |
| General Motors Financial Co Inc 5.45% 7/15/2030  | 12600000 | 13110067 |
| General Motors Financial Co Inc 6% 1/9/2028  | 6100000 | 6317834 |
|  |  | 30705508 |
| Household Durables - 0.0% |  |  |
| Toll Brothers Finance Corp 4.875% 3/15/2027  | 1352000 | 1360743 |
| Leisure Products - 0.1% |  |  |
| Brunswick Corp/DE 5.85% 3/18/2029  | 8511000 | 8784151 |
| Specialty Retail - 0.8% |  |  |
| Advance Auto Parts Inc 5.95% 3/9/2028  | 5890000 | 6019933 |
| AutoZone Inc 4% 4/15/2030  | 3155000 | 3129877 |
| AutoZone Inc 5.165% 6/15/2030  | 2040000 | 2111578 |
| AutoZone Inc 6.25% 11/1/2028  | 4041000 | 4282933 |
| Lowe's Cos Inc 1.7% 10/15/2030  | 9316000 | 8274448 |
| Lowe's Cos Inc 1.7% 9/15/2028  | 3155000 | 2963525 |
| O'Reilly Automotive Inc 3.9% 6/1/2029  | 3155000 | 3127584 |
| O'Reilly Automotive Inc 4.2% 4/1/2030  | 5353000 | 5346753 |
|  |  | 35256631 |
| TOTAL CONSUMER DISCRETIONARY |  | 76107033 |
| Consumer Staples - 0.7% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| 7-Eleven Inc 0.95% 2/10/2026 (b) | 1459000 | 1449642 |
| Mars Inc 4.8% 3/1/2030 (b) | 2757000 | 2824219 |
| Mars Inc 5% 3/1/2032 (b) | 2070000 | 2139276 |
|  |  | 6413137 |
| Personal Care Products - 0.2% |  |  |
| Kenvue Inc 5% 3/22/2030  | 7415000 | 7642036 |
| Tobacco - 0.4% |  |  |
| Altria Group Inc 4.8% 2/14/2029  | 964000 | 980372 |
| Philip Morris International Inc 5.125% 11/17/2027  | 10015000 | 10224718 |
| Philip Morris International Inc 5.125% 2/13/2031  | 5374000 | 5586427 |
|  |  | 16791517 |
| TOTAL CONSUMER STAPLES |  | 30846690 |
| Energy - 2.1% |  |  |
| Oil, Gas & Consumable Fuels - 2.1% |  |  |
| Columbia Pipelines Holding Co LLC 4.999% 11/17/2032 (b) | 6902000 | 6916953 |
| Columbia Pipelines Holding Co LLC 5.097% 10/1/2031 (b) | 9253000 | 9434798 |
| Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (b) | 2000000 | 2123309 |
| Eastern Gas Transmission & Storage Inc 3% 11/15/2029  | 3470000 | 3319204 |
| Energy Transfer LP 4.2% 4/15/2027  | 5070000 | 5067378 |
| Energy Transfer LP 4.95% 6/15/2028  | 6355000 | 6465335 |
| Energy Transfer LP 5.25% 7/1/2029  | 1087000 | 1121841 |
| EQT Corp 3.625% 5/15/2031 (b) | 7000000 | 6601044 |
| EQT Corp 3.9% 10/1/2027  | 1412000 | 1403573 |
| EQT Corp 5.7% 4/1/2028  | 339000 | 350046 |
| EQT Corp 5.75% 2/1/2034  | 5000000 | 5266992 |
| MPLX LP 1.75% 3/1/2026  | 3091000 | 3071201 |
| MPLX LP 4% 3/15/2028  | 3155000 | 3146066 |
| Occidental Petroleum Corp 5.2% 8/1/2029  | 2786000 | 2855405 |
| Occidental Petroleum Corp 5.375% 1/1/2032  | 3535000 | 3619105 |
| Occidental Petroleum Corp 6.625% 9/1/2030  | 3066000 | 3304277 |
| ONEOK Inc 4.4% 10/15/2029  | 965000 | 968005 |
| ONEOK Inc 4.75% 10/15/2031  | 6165000 | 6193593 |
| Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029  | 4751000 | 4613382 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 3580000 | 3471631 |
| Targa Resources Corp 4.9% 9/15/2030  | 1552000 | 1582957 |
| Western Gas Partners LP 6.35% 1/15/2029  | 8000000 | 8441798 |
| Williams Cos Inc/The 4.625% 6/30/2030  | 2406000 | 2433468 |
| Williams Cos Inc/The 4.8% 11/15/2029  | 4930000 | 5027611 |
|  |  | 96798972 |
| Financials - 11.7% |  |  |
| Banks - 4.7% |  |  |
| Bank of America Corp 2.496% 2/13/2031 (c) | 3155000 | 2948255 |
| Bank of America Corp 2.551% 2/4/2028 (c) | 4110000 | 4037115 |
| Bank of America Corp 2.592% 4/29/2031 (c) | 7000000 | 6544808 |
| Bank of America Corp 3.97% 3/5/2029 (c) | 8155000 | 8142098 |
| Bank of America Corp 3.974% 2/7/2030 (c) | 4290000 | 4271246 |
| Bank of America Corp 4.25% 10/22/2026  | 3730000 | 3737954 |
| Bank of America Corp 4.271% 7/23/2029 (c) | 7208000 | 7253155 |
| Bank of America Corp 4.376% 4/27/2028 (c) | 5400000 | 5419422 |
| Bank of America Corp 4.948% 7/22/2028 (c) | 5489000 | 5566205 |
| Bank of America Corp 5.468% 1/23/2035 (c) | 4089000 | 4300573 |
| Citigroup Inc 2.666% 1/29/2031 (c) | 5530000 | 5182901 |
| Citigroup Inc 3.07% 2/24/2028 (c) | 5682000 | 5610033 |
| Citigroup Inc 4.075% 4/23/2029 (c) | 5190000 | 5187060 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (c) | 5236000 | 5491700 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (c) | 3163000 | 3178774 |
| JPMorgan Chase & Co 1.764% 11/19/2031 (c) | 4010000 | 3570481 |
| JPMorgan Chase & Co 2.069% 6/1/2029 (c) | 8532000 | 8141251 |
| JPMorgan Chase & Co 2.522% 4/22/2031 (c) | 6955000 | 6495282 |
| JPMorgan Chase & Co 2.947% 2/24/2028 (c) | 11415000 | 11260267 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (c) | 4445000 | 4196645 |
| JPMorgan Chase & Co 4.25% 10/1/2027  | 2524000 | 2541821 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (c) | 7000000 | 7187355 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (c) | 7500000 | 7717253 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (c) | 5673000 | 5557347 |
| Truist Financial Corp 5.071% 5/20/2031 (c) | 9922000 | 10211851 |
| Truist Financial Corp 5.435% 1/24/2030 (c) | 7000000 | 7266150 |
| Truist Financial Corp 5.711% 1/24/2035 (c) | 6098000 | 6448585 |
| Wells Fargo & Co 3.526% 3/24/2028 (c) | 6680000 | 6631532 |
| Wells Fargo & Co 4.3% 7/22/2027  | 6170000 | 6196179 |
| Wells Fargo & Co 4.97% 4/23/2029 (c) | 10000000 | 10196173 |
| Wells Fargo & Co 5.244% 1/24/2031 (c) | 5343000 | 5551869 |
| Wells Fargo & Co 5.389% 4/24/2034 (c) | 11251000 | 11794517 |
| Wells Fargo & Co 5.574% 7/25/2029 (c) | 10500000 | 10882282 |
| Wells Fargo & Co 6.303% 10/23/2029 (c) | 8500000 | 9000547 |
|  |  | 217718686 |
| Capital Markets - 3.8% |  |  |
| Athene Global Funding 1.73% 10/2/2026 (b) | 4287000 | 4201047 |
| Athene Global Funding 2.646% 10/4/2031 (b) | 6246000 | 5525043 |
| Athene Global Funding 4.721% 10/8/2029 (b) | 3800000 | 3801050 |
| Athene Global Funding 5.516% 3/25/2027 (b) | 10900000 | 11057402 |
| Athene Global Funding 5.583% 1/9/2029 (b) | 2486000 | 2556450 |
| Equitable America Global Funding 4.65% 6/9/2028 (b) | 4832000 | 4884784 |
| Equitable America Global Funding 4.95% 6/9/2030 (b) | 6539000 | 6673453 |
| GA Global Funding Trust 5.4% 1/13/2030 (b) | 6601000 | 6787356 |
| Goldman Sachs Group Inc/The 1.093% 12/9/2026 (c) | 5874000 | 5869580 |
| Goldman Sachs Group Inc/The 1.542% 9/10/2027 (c) | 5971000 | 5851782 |
| Goldman Sachs Group Inc/The 3.615% 3/15/2028 (c) | 2500000 | 2483475 |
| Goldman Sachs Group Inc/The 3.8% 3/15/2030  | 4330000 | 4273318 |
| Goldman Sachs Group Inc/The 4.482% 8/23/2028 (c) | 3334000 | 3355739 |
| Intercontinental Exchange Inc 3.625% 9/1/2028  | 9500000 | 9408396 |
| LPL Holdings Inc 4.9% 4/3/2028  | 4287000 | 4348083 |
| Moody's Corp 3.25% 1/15/2028  | 4416000 | 4348454 |
| Morgan Stanley 1.512% 7/20/2027 (c) | 5874000 | 5776464 |
| Morgan Stanley 2.475% 1/21/2028 (c) | 5778000 | 5670893 |
| Morgan Stanley 2.511% 10/20/2032 (c) | 5000000 | 4502434 |
| Morgan Stanley 3.772% 1/24/2029 (c) | 5000000 | 4966921 |
| Morgan Stanley 4.21% 4/20/2028 (c) | 12636000 | 12655337 |
| Morgan Stanley 4.654% 10/18/2030 (c) | 9500000 | 9640190 |
| Morgan Stanley 4.994% 4/12/2029 (c) | 7389000 | 7536477 |
| Morgan Stanley 5.449% 7/20/2029 (c) | 7193000 | 7433787 |
| Morgan Stanley 5.466% 1/18/2035 (c) | 6160000 | 6449959 |
| Morgan Stanley 6.407% 11/1/2029 (c) | 8500000 | 9025255 |
| MSCI Inc 5.25% 9/1/2035  | 2582000 | 2610868 |
| Nuveen LLC 5.55% 1/15/2030 (b) | 1891000 | 1976597 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 8249000 | 8379198 |
| Sammons Financial Group Global Funding 5.1% 12/10/2029 (b) | 6566000 | 6762781 |
|  |  | 178812573 |
| Consumer Finance - 1.1% |  |  |
| Ally Financial Inc 4.75% 6/9/2027  | 6877000 | 6913370 |
| Capital One Financial Corp 1.878% 11/2/2027 (c) | 10852000 | 10619474 |
| Capital One Financial Corp 2.359% 7/29/2032 (c) | 6310000 | 5515082 |
| Capital One Financial Corp 4.5% 1/30/2026  | 1532000 | 1532000 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 9300000 | 9428898 |
| Ford Motor Credit Co LLC 5.875% 11/7/2029  | 15700000 | 16061180 |
|  |  | 50070004 |
| Financial Services - 0.8% |  |  |
| Aircastle Ltd / Aircastle Ireland DAC 5.25% 3/15/2030 (b) | 7177000 | 7344270 |
| Corebridge Financial Inc 3.65% 4/5/2027  | 1748000 | 1734510 |
| Corebridge Financial Inc 3.85% 4/5/2029  | 6197000 | 6102832 |
| Corebridge Financial Inc 3.9% 4/5/2032  | 1306000 | 1241466 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 3884000 | 3898520 |
| Global Payments Inc 4.5% 11/15/2028  | 10540000 | 10575201 |
| Jackson Financial Inc 3.125% 11/23/2031  | 642000 | 585158 |
| Jackson Financial Inc 5.17% 6/8/2027  | 1211000 | 1224560 |
| Jackson Financial Inc 5.67% 6/8/2032  | 4044000 | 4192693 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 2/2/2029  | 3155000 | 3040631 |
|  |  | 39939841 |
| Insurance - 1.3% |  |  |
| AFLAC Inc 3.6% 4/1/2030  | 708000 | 696425 |
| Arthur J Gallagher & Co 5% 2/15/2032  | 1104000 | 1129836 |
| Brown & Brown Inc 4.9% 6/23/2030  | 4446000 | 4504109 |
| Equitable Financial Life Global Funding 1.4% 8/27/2027 (b) | 3155000 | 3016949 |
| Equitable Financial Life Global Funding 5% 3/27/2030 (b) | 5316000 | 5449268 |
| Five Corners Funding Trust II 2.85% 5/15/2030 (b) | 2963000 | 2793214 |
| Fortitude Group Holdings LLC 6.25% 4/1/2030 (b) | 6558000 | 6824325 |
| Jackson National Life Global Funding 4.6% 10/1/2029 (b) | 3187000 | 3207596 |
| Jackson National Life Global Funding 5.35% 1/13/2030 (b) | 5621000 | 5829465 |
| Jackson National Life Global Funding 5.55% 7/2/2027 (b) | 2992000 | 3054439 |
| MassMutual Global Funding II 4.85% 1/17/2029 (b) | 10400000 | 10624824 |
| RGA Global Funding 5.448% 5/24/2029 (b) | 5525000 | 5729190 |
| Teachers Insurance & Annuity Association of America 4.9% 9/15/2044 (b) | 2715000 | 2504235 |
| Western-Southern Global Funding 4.9% 5/1/2030 (b) | 1228000 | 1263353 |
| Willis North America Inc 4.5% 9/15/2028  | 3470000 | 3497007 |
|  |  | 60124235 |
| TOTAL FINANCIALS |  | 546665339 |
| Health Care - 1.3% |  |  |
| Biotechnology - 0.1% |  |  |
| Amgen Inc 5.15% 3/2/2028  | 1367000 | 1399196 |
| Amgen Inc 5.25% 3/2/2030  | 1247000 | 1295999 |
|  |  | 2695195 |
| Health Care Providers & Services - 1.1% |  |  |
| Centene Corp 2.45% 7/15/2028  | 6671000 | 6219046 |
| Centene Corp 4.25% 12/15/2027  | 3155000 | 3116243 |
| CVS Health Corp 5% 9/15/2032  | 1267000 | 1298346 |
| CVS Health Corp 5.55% 6/1/2031  | 11017000 | 11578175 |
| HCA Inc 3.125% 3/15/2027  | 8266000 | 8157461 |
| HCA Inc 3.5% 9/1/2030  | 1577000 | 1517965 |
| HCA Inc 5.625% 9/1/2028  | 3155000 | 3258221 |
| HCA Inc 5.875% 2/1/2029  | 1739000 | 1811816 |
| Humana Inc 1.35% 2/3/2027  | 3786000 | 3664865 |
| Humana Inc 3.7% 3/23/2029  | 1002000 | 983442 |
| Humana Inc 5.375% 4/15/2031  | 2250000 | 2327866 |
| Icon Investments Six DAC 5.849% 5/8/2029  | 3472000 | 3625601 |
| Sabra Health Care LP 3.2% 12/1/2031  | 2504000 | 2290606 |
| Sabra Health Care LP 3.9% 10/15/2029  | 852000 | 833228 |
|  |  | 50682881 |
| Pharmaceuticals - 0.1% |  |  |
| Bristol-Myers Squibb Co 5.1% 2/22/2031  | 3569000 | 3732657 |
| Mylan Inc 4.55% 4/15/2028  | 965000 | 964619 |
| Viatris Inc 2.7% 6/22/2030  | 968000 | 881942 |
|  |  | 5579218 |
| TOTAL HEALTH CARE |  | 58957294 |
| Industrials - 1.2% |  |  |
| Aerospace & Defense - 0.7% |  |  |
| Boeing Co 2.7% 2/1/2027  | 3155000 | 3102702 |
| Boeing Co 5.04% 5/1/2027  | 5804000 | 5861056 |
| Boeing Co 5.15% 5/1/2030  | 7620000 | 7853786 |
| Boeing Co 6.298% 5/1/2029  | 1046000 | 1112475 |
| RTX Corp 5.75% 1/15/2029  | 1653000 | 1734835 |
| RTX Corp 6% 3/15/2031  | 7900000 | 8541361 |
|  |  | 28206215 |
| Electrical Equipment - 0.1% |  |  |
| Trans-Allegheny Interstate Line Co 5.2% 1/15/2031 (b) | 4713000 | 4855818 |
| Ground Transportation - 0.0% |  |  |
| Uber Technologies Inc 4.15% 1/15/2031  | 2110000 | 2100756 |
| Machinery - 0.2% |  |  |
| Ingersoll Rand Inc 5.176% 6/15/2029  | 11100000 | 11507213 |
| Passenger Airlines - 0.1% |  |  |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/2029  | 1799570 | 1758425 |
| United Airlines 2018-1 Class B Pass Through Trust equipment trust certificate 4.6% 9/1/2027  | 1164555 | 1160854 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/2029  | 941957 | 917252 |
|  |  | 3836531 |
| Professional Services - 0.0% |  |  |
| Paychex Inc 5.1% 4/15/2030  | 374000 | 384351 |
| Paychex Inc 5.35% 4/15/2032  | 341000 | 354632 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 1046000 | 1054473 |
|  |  | 1793456 |
| Trading Companies & Distributors - 0.1% |  |  |
| Air Lease Corp 2.2% 1/15/2027  | 2431000 | 2375078 |
| TOTAL INDUSTRIALS |  | 54675067 |
| Information Technology - 1.4% |  |  |
| Electronic Equipment, Instruments & Components - 0.4% |  |  |
| Amphenol Corp 5.05% 4/5/2029  | 2329000 | 2400567 |
| Dell International LLC / EMC Corp 4.15% 2/15/2029  | 8211000 | 8199863 |
| Dell International LLC / EMC Corp 5% 4/1/2030  | 4396000 | 4505862 |
| Dell International LLC / EMC Corp 5.25% 2/1/2028  | 1935000 | 1979524 |
|  |  | 17085816 |
| IT Services - 0.0% |  |  |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 3794000 | 3875387 |
| Semiconductors & Semiconductor Equipment - 0.7% |  |  |
| Broadcom Inc 4.15% 11/15/2030  | 3155000 | 3152751 |
| Broadcom Inc 5.05% 7/12/2029  | 6867000 | 7095812 |
| Broadcom Inc 5.15% 11/15/2031  | 9100000 | 9495543 |
| Micron Technology Inc 5.327% 2/6/2029  | 5500000 | 5673801 |
| Micron Technology Inc 5.875% 9/15/2033  | 5000000 | 5339886 |
|  |  | 30757793 |
| Software - 0.3% |  |  |
| Oracle Corp 4.45% 9/26/2030  | 1610000 | 1586449 |
| Roper Technologies Inc 1.4% 9/15/2027  | 3155000 | 3013821 |
| Roper Technologies Inc 2% 6/30/2030  | 3615000 | 3268028 |
| Roper Technologies Inc 4.45% 9/15/2030  | 1946000 | 1956864 |
| Roper Technologies Inc 4.5% 10/15/2029  | 3337000 | 3372574 |
|  |  | 13197736 |
| TOTAL INFORMATION TECHNOLOGY |  | 64916732 |
| Materials - 0.3% |  |  |
| Chemicals - 0.0% |  |  |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP 4.75% 5/15/2030 (b) | 1602000 | 1627708 |
| International Flavors & Fragrances Inc 1.832% 10/15/2027 (b) | 822000 | 785778 |
|  |  | 2413486 |
| Construction Materials - 0.3% |  |  |
| Amrize Finance US LLC 4.7% 4/7/2028 (b) | 2674000 | 2707070 |
| CRH America Finance Inc 4.4% 2/9/2031  | 11330000 | 11355625 |
|  |  | 14062695 |
| TOTAL MATERIALS |  | 16476181 |
| Real Estate - 1.5% |  |  |
| Diversified REITs - 0.1% |  |  |
| Piedmont Operating Partnership LP 2.75% 4/1/2032  | 475000 | 407480 |
| VICI Properties LP 4.75% 4/1/2028  | 674000 | 681397 |
| VICI Properties LP 5.125% 5/15/2032  | 556000 | 560790 |
| VICI Properties LP 5.75% 4/1/2034  | 450000 | 467010 |
| Vornado Realty LP 2.15% 6/1/2026  | 590000 | 582103 |
| WP Carey Inc 3.85% 7/15/2029  | 400000 | 394938 |
|  |  | 3093718 |
| Health Care REITs - 0.6% |  |  |
| Healthpeak OP LLC 4.75% 1/15/2033  | 12645000 | 12635146 |
| Ventas Realty LP 3% 1/15/2030  | 1315000 | 1252321 |
| Ventas Realty LP 4% 3/1/2028  | 737000 | 735178 |
| Ventas Realty LP 5.1% 7/15/2032  | 11621000 | 11947292 |
|  |  | 26569937 |
| Office REITs - 0.1% |  |  |
| COPT Defense Properties LP 2% 1/15/2029  | 2288000 | 2132575 |
| COPT Defense Properties LP 4.5% 10/15/2030  | 429000 | 427259 |
|  |  | 2559834 |
| Real Estate Management & Development - 0.1% |  |  |
| Extra Space Storage LP 4.95% 1/15/2033  | 5909000 | 5980334 |
| Residential REITs - 0.2% |  |  |
| American Homes 4 Rent LP 3.625% 4/15/2032  | 1201000 | 1134546 |
| American Homes 4 Rent LP 4.95% 6/15/2030  | 3527000 | 3602675 |
| Invitation Homes Operating Partnership LP 4.95% 1/15/2033  | 5481000 | 5547432 |
| Sun Communities Operating LP 2.3% 11/1/2028  | 540000 | 513331 |
|  |  | 10797984 |
| Retail REITs - 0.2% |  |  |
| Agree LP 5.6% 6/15/2035  | 2853000 | 3005831 |
| Brixmor Operating Partnership LP 4.85% 2/15/2033  | 3708000 | 3719919 |
| Realty Income Corp 2.1% 3/15/2028  | 2984000 | 2861266 |
|  |  | 9587016 |
| Specialized REITs - 0.2% |  |  |
| American Tower Corp 4.9% 3/15/2030  | 9900000 | 10130583 |
| TOTAL REAL ESTATE |  | 68719406 |
| Utilities - 2.7% |  |  |
| Electric Utilities - 1.5% |  |  |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 3786000 | 3771750 |
| Cleveland Electric Illuminating Co/The 3.5% 4/1/2028 (b) | 5961000 | 5884789 |
| Duke Energy Corp 4.5% 8/15/2032  | 9500000 | 9506446 |
| Duquesne Light Holdings Inc 2.775% 1/7/2032 (b) | 7007000 | 6258412 |
| Exelon Corp 2.75% 3/15/2027  | 491000 | 482277 |
| Exelon Corp 3.35% 3/15/2032  | 5013000 | 4703464 |
| Exelon Corp 5.15% 3/15/2029  | 2001000 | 2060576 |
| FirstEnergy Corp 1.6% 1/15/2026  | 365000 | 363487 |
| FirstEnergy Transmission LLC 4.55% 1/15/2030  | 5600000 | 5670925 |
| Georgia Power Co 4.65% 5/16/2028  | 3548000 | 3604376 |
| Monongahela Power Co 5.85% 2/15/2034 (b) | 6085000 | 6482883 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  | 2082000 | 2152338 |
| Southern Co/The 5.113% 8/1/2027 (g) | 3155000 | 3203881 |
| Southern Co/The 5.2% 6/15/2033  | 3560000 | 3677887 |
| Southern Co/The 5.5% 3/15/2029  | 3579000 | 3720207 |
| Virginia Electric and Power Co 2.4% 3/30/2032  | 3155000 | 2812540 |
| Vistra Operations Co LLC 5% 7/31/2027 (b) | 6060000 | 6079404 |
|  |  | 70435642 |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |
| AES Corp/The 1.375% 1/15/2026  | 6940000 | 6903724 |
| AES Corp/The 2.45% 1/15/2031  | 2693000 | 2443152 |
| AES Corp/The 3.95% 7/15/2030 (b) | 4133000 | 4030850 |
| Southern Power Co 4.25% 10/1/2030  | 4159000 | 4152199 |
|  |  | 17529925 |
| Multi-Utilities - 0.8% |  |  |
| Berkshire Hathaway Energy Co 3.25% 4/15/2028  | 3786000 | 3726664 |
| Berkshire Hathaway Energy Co 3.7% 7/15/2030  | 295000 | 290298 |
| DTE Energy Co 5.2% 4/1/2030  | 6298000 | 6513196 |
| NiSource Inc 2.95% 9/1/2029  | 3786000 | 3631105 |
| NiSource Inc 5.25% 3/30/2028  | 4191000 | 4299676 |
| Public Service Enterprise Group Inc 2.45% 11/15/2031  | 12500000 | 11189438 |
| Public Service Enterprise Group Inc 4.9% 3/15/2030  | 2951000 | 3022741 |
| Puget Energy Inc 4.224% 3/15/2032  | 3155000 | 3029188 |
|  |  | 35702306 |
| TOTAL UTILITIES |  | 123667873 |
| TOTAL UNITED STATES |  | 1197775280 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $1,745,337,640) |  | <br> **1779339989** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.2%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.2%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 295249 | 282608 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 217383 | 208076 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 179928 | 172382 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 167425 | 160041 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 544883 | 527698 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2032  | 2271872 | 2212957 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2032  | 2794410 | 2736947 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2034  | 299844 | 295108 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2034  | 1070428 | 1053854 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2034  | 528911 | 520556 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 176696 | 179066 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 93356 | 94608 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 241569 | 244809 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2034  | 410517 | 424230 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2036  | 824 | 854 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 7144 | 7470 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2035  | 68968 | 72368 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 20791 | 21748 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 3996 | 4178 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2035  | 8895 | 9352 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 63361 | 66452 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 49607 | 52000 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2036  | 11685 | 12272 |
| Fannie Mae Mortgage pass-thru certificates 7% 2/1/2028  | 129 | 136 |
| Fannie Mae Mortgage pass-thru certificates 7% 3/1/2026  | 2 | 1 |
| Fannie Mae Mortgage pass-thru certificates 7% 7/1/2028  | 2 | 2 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 1/1/2028  | 215 | 220 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2026  | 58 | 58 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 10/1/2028  | 478 | 491 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2027  | 207 | 211 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 3/1/2029  | 48 | 48 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 4/1/2029  | 21 | 21 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 6/1/2027  | 53 | 53 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 7/1/2027  | 69 | 69 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 8/1/2029  | 135 | 139 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2026  | 11 | 11 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 9/1/2027  | 458 | 468 |
| Freddie Mac Gold Pool 5.5% 3/1/2034  | 80106 | 83091 |
| Freddie Mac Gold Pool 5.5% 5/1/2034  | 564862 | 584192 |
| Freddie Mac Gold Pool 5.5% 7/1/2035  | 50740 | 52598 |
| Freddie Mac Gold Pool 7.5% 7/1/2027  | 5 | 4 |
| Freddie Mac Gold Pool 7.5% 9/1/2030  | 1019 | 1077 |
| Freddie Mac Gold Pool 7.5% 9/1/2031  | 140 | 148 |
| Ginnie Mae I Pool 7% 1/15/2028  | 485 | 491 |
| Ginnie Mae I Pool 7% 1/15/2028  | 169 | 170 |
| Ginnie Mae I Pool 7% 1/15/2028  | 99 | 101 |
| Ginnie Mae I Pool 7% 1/15/2028  | 40 | 40 |
| Ginnie Mae I Pool 7% 1/15/2031  | 7095 | 7283 |
| Ginnie Mae I Pool 7% 1/15/2032  | 504 | 515 |
| Ginnie Mae I Pool 7% 10/15/2028  | 3081 | 3133 |
| Ginnie Mae I Pool 7% 10/15/2028  | 1448 | 1458 |
| Ginnie Mae I Pool 7% 10/15/2028  | 385 | 386 |
| Ginnie Mae I Pool 7% 10/15/2028  | 124 | 125 |
| Ginnie Mae I Pool 7% 10/15/2030  | 864 | 892 |
| Ginnie Mae I Pool 7% 10/15/2031  | 1233 | 1278 |
| Ginnie Mae I Pool 7% 10/15/2031  | 346 | 359 |
| Ginnie Mae I Pool 7% 10/15/2031  | 114 | 118 |
| Ginnie Mae I Pool 7% 10/15/2032  | 2806 | 2899 |
| Ginnie Mae I Pool 7% 11/15/2028  | 572 | 583 |
| Ginnie Mae I Pool 7% 11/15/2028  | 439 | 445 |
| Ginnie Mae I Pool 7% 11/15/2032  | 808 | 834 |
| Ginnie Mae I Pool 7% 12/15/2028  | 4937 | 5036 |
| Ginnie Mae I Pool 7% 12/15/2028  | 806 | 823 |
| Ginnie Mae I Pool 7% 12/15/2028  | 281 | 285 |
| Ginnie Mae I Pool 7% 2/15/2028  | 4550 | 4617 |
| Ginnie Mae I Pool 7% 2/15/2028  | 1731 | 1750 |
| Ginnie Mae I Pool 7% 2/15/2028  | 585 | 594 |
| Ginnie Mae I Pool 7% 2/15/2028  | 142 | 143 |
| Ginnie Mae I Pool 7% 3/15/2028  | 533 | 540 |
| Ginnie Mae I Pool 7% 3/15/2028  | 202 | 205 |
| Ginnie Mae I Pool 7% 3/15/2028  | 163 | 165 |
| Ginnie Mae I Pool 7% 3/15/2031  | 57 | 58 |
| Ginnie Mae I Pool 7% 4/15/2028  | 3053 | 3100 |
| Ginnie Mae I Pool 7% 4/15/2028  | 455 | 462 |
| Ginnie Mae I Pool 7% 4/15/2028  | 48 | 47 |
| Ginnie Mae I Pool 7% 4/15/2029  | 118 | 120 |
| Ginnie Mae I Pool 7% 4/15/2032  | 901 | 930 |
| Ginnie Mae I Pool 7% 5/15/2028  | 1390 | 1409 |
| Ginnie Mae I Pool 7% 5/15/2028  | 870 | 884 |
| Ginnie Mae I Pool 7% 5/15/2028  | 513 | 519 |
| Ginnie Mae I Pool 7% 5/15/2028  | 144 | 146 |
| Ginnie Mae I Pool 7% 5/15/2028  | 126 | 127 |
| Ginnie Mae I Pool 7% 5/15/2031  | 367 | 374 |
| Ginnie Mae I Pool 7% 5/15/2032  | 12543 | 13032 |
| Ginnie Mae I Pool 7% 5/15/2032  | 1404 | 1455 |
| Ginnie Mae I Pool 7% 5/15/2032  | 440 | 456 |
| Ginnie Mae I Pool 7% 6/15/2028  | 1308 | 1328 |
| Ginnie Mae I Pool 7% 6/15/2028  | 1017 | 1032 |
| Ginnie Mae I Pool 7% 6/15/2028  | 670 | 680 |
| Ginnie Mae I Pool 7% 6/15/2028  | 662 | 672 |
| Ginnie Mae I Pool 7% 6/15/2028  | 579 | 586 |
| Ginnie Mae I Pool 7% 6/15/2028  | 448 | 455 |
| Ginnie Mae I Pool 7% 6/15/2028  | 406 | 411 |
| Ginnie Mae I Pool 7% 6/15/2029  | 22 | 21 |
| Ginnie Mae I Pool 7% 6/15/2031  | 3254 | 3370 |
| Ginnie Mae I Pool 7% 6/15/2032  | 24575 | 25515 |
| Ginnie Mae I Pool 7% 6/15/2032  | 24100 | 25050 |
| Ginnie Mae I Pool 7% 6/15/2032  | 15539 | 16151 |
| Ginnie Mae I Pool 7% 6/15/2032  | 6435 | 6686 |
| Ginnie Mae I Pool 7% 6/15/2032  | 6256 | 6497 |
| Ginnie Mae I Pool 7% 6/15/2032  | 5070 | 5239 |
| Ginnie Mae I Pool 7% 6/15/2032  | 4087 | 4251 |
| Ginnie Mae I Pool 7% 6/15/2032  | 3825 | 3963 |
| Ginnie Mae I Pool 7% 6/15/2032  | 2289 | 2380 |
| Ginnie Mae I Pool 7% 6/15/2032  | 1511 | 1564 |
| Ginnie Mae I Pool 7% 6/15/2032  | 943 | 975 |
| Ginnie Mae I Pool 7% 6/15/2032  | 873 | 906 |
| Ginnie Mae I Pool 7% 6/15/2032  | 606 | 628 |
| Ginnie Mae I Pool 7% 6/15/2032  | 244 | 253 |
| Ginnie Mae I Pool 7% 7/15/2028  | 903 | 918 |
| Ginnie Mae I Pool 7% 7/15/2028  | 736 | 748 |
| Ginnie Mae I Pool 7% 7/15/2028  | 360 | 365 |
| Ginnie Mae I Pool 7% 7/15/2028  | 306 | 311 |
| Ginnie Mae I Pool 7% 7/15/2028  | 162 | 165 |
| Ginnie Mae I Pool 7% 7/15/2028  | 104 | 104 |
| Ginnie Mae I Pool 7% 7/15/2029  | 736 | 752 |
| Ginnie Mae I Pool 7% 7/15/2030  | 1109 | 1133 |
| Ginnie Mae I Pool 7% 7/15/2031  | 2547 | 2633 |
| Ginnie Mae I Pool 7% 7/15/2031  | 505 | 519 |
| Ginnie Mae I Pool 7% 7/15/2032  | 8899 | 9240 |
| Ginnie Mae I Pool 7% 7/15/2032  | 8335 | 8610 |
| Ginnie Mae I Pool 7% 7/15/2032  | 1964 | 2043 |
| Ginnie Mae I Pool 7% 7/15/2032  | 1517 | 1569 |
| Ginnie Mae I Pool 7% 7/15/2032  | 213 | 221 |
| Ginnie Mae I Pool 7% 8/15/2028  | 686 | 695 |
| Ginnie Mae I Pool 7% 8/15/2032  | 2269 | 2347 |
| Ginnie Mae I Pool 7% 8/15/2032  | 1249 | 1296 |
| Ginnie Mae I Pool 7% 9/15/2028  | 1274 | 1295 |
| Ginnie Mae I Pool 7% 9/15/2028  | 769 | 782 |
| Ginnie Mae I Pool 7% 9/15/2028  | 234 | 236 |
| Ginnie Mae I Pool 7% 9/15/2028  | 192 | 194 |
| Ginnie Mae I Pool 7% 9/15/2028  | 115 | 116 |
| Ginnie Mae I Pool 7% 9/15/2030  | 2342 | 2416 |
| Ginnie Mae I Pool 7% 9/15/2031  | 8551 | 8812 |
| Ginnie Mae I Pool 7% 9/15/2031  | 2918 | 3022 |
| TOTAL UNITED STATES |  | 10300214 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $10,681,721) |  | <br> **10300214** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 43.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 43.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 43.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 43.6%** |
|  | Yield (%) (h) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 2.75% 8/15/2032  | 2.79 to 4.70 | 263566800 | 247701316 |
| US Treasury Notes 3.125% 11/15/2028 (i) | 0.56 to 2.41 | 103973800 | 102897509 |
| US Treasury Notes 3.5% 10/31/2027  | 3.60 | 27796400 | 27789885 |
| US Treasury Notes 3.5% 11/15/2028  | 3.49 | 23190900 | 23196335 |
| US Treasury Notes 3.5% 2/15/2033  | 3.38 to 3.91 | 59782400 | 58607769 |
| US Treasury Notes 3.625% 8/15/2028  | 3.58 to 3.62 | 164933500 | 165500459 |
| US Treasury Notes 3.625% 8/31/2027  | 3.57 | 13244300 | 13265512 |
| US Treasury Notes 3.625% 8/31/2030  | 3.59 to 3.74 | 95375600 | 95472465 |
| US Treasury Notes 3.75% 5/15/2028  | 3.70 to 3.87 | 42391800 | 42654226 |
| US Treasury Notes 3.75% 5/31/2030  | 3.68 to 4.11 | 111573800 | 112332154 |
| US Treasury Notes 3.875% 12/31/2027  | 4.01 to 4.36 | 132778900 | 133774211 |
| US Treasury Notes 3.875% 3/15/2028  | 3.80 to 3.88 | 69022500 | 69607573 |
| US Treasury Notes 3.875% 6/30/2030  | 3.80 to 3.98 | 34041100 | 34451987 |
| US Treasury Notes 3.875% 8/15/2033  | 4.00 to 4.89 | 61043400 | 61157856 |
| US Treasury Notes 3.875% 9/30/2032  | 3.78 to 3.93 | 61751000 | 62088701 |
| US Treasury Notes 4% 2/15/2034  | 4.25 | 25312100 | 25511828 |
| US Treasury Notes 4.125% 8/31/2030  | 3.69 to 4.91 | 151622500 | 155045851 |
| US Treasury Notes 4.25% 1/15/2028  | 4.01 to 4.31 | 64859100 | 65839587 |
| US Treasury Notes 4.25% 1/31/2030  | 4.33 to 4.34 | 72516100 | 74411149 |
| US Treasury Notes 4.25% 11/15/2034  | 4.19 to 4.59 | 71862500 | 73473792 |
| US Treasury Notes 4.25% 5/15/2035  | 4.24 to 4.37 | 59661000 | 60891508 |
| US Treasury Notes 4.25% 8/15/2035  | 4.00 to 4.15 | 80810300 | 82376000 |
| US Treasury Notes 4.375% 5/15/2034  | 3.78 to 4.49 | 108406400 | 112073585 |
| US Treasury Notes 4.625% 2/15/2035  | 4.16 to 4.39 | 71057100 | 74651566 |
| US Treasury Notes 4.625% 5/31/2031  | 3.97 to 4.50 | 53424900 | 55977191 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $2,016,670,757) |  |  | **2030750015** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** | &nbsp;&nbsp;**Money Market Funds - 1.7%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (j)<br>(Cost $77,384,845)<br>| 4.02 | 77369371 | **77384845** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.4%**<br> (Cost $4,625,606,646)<br>| <br>**4673791400** |
| **NET OTHER ASSETS (LIABILITIES) - (0.4)%**  | **(16356059)** |
| **NET ASSETS - 100.0%** | **4657435341** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10Y US Treasury Notes Contracts (United States) | 154 | 3/20/2026 | 17454938 | 80139 | 80139 |
| CBOT 10Y Ultra US Treasury Notes Contracts (United States) | 264 | 3/20/2026 | 30681750 | 209883 | 209883 |
| CBOT 2Y US Treasury Notes Contracts (United States) | 817 | 3/31/2026 | 170631727 | 89864 | 89864 |
| CBOT 5Y US Treasury Notes Contracts (United States) | 1417 | 3/31/2026 | 155526820 | 407334 | 407334 |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **787220** |
| The notional amount of futures purchased as a percentage of Net Assets is 8.1% | The notional amount of futures purchased as a percentage of Net Assets is 8.1% | The notional amount of futures purchased as a percentage of Net Assets is 8.1% | The notional amount of futures purchased as a percentage of Net Assets is 8.1% | The notional amount of futures purchased as a percentage of Net Assets is 8.1% | The notional amount of futures purchased as a percentage of Net Assets is 8.1% |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $1,005,304,932 or 21.6% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Level 3 security.

(f) Interest Only (IO) security represents the right to receive only monthly interest payments on an underlying pool of assets. Principal shown is the outstanding par amount of the pool as of the end of the period.

(g) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(h) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(i) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $3,841,815.

(j) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 51196498 | 265859535 | 239670237 | 718405 | (951) | - | 77384845 | 77369371 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | - | 35151784 | 35151784 | 485 | - | - | - | - | 0.0% |
| Total | 51196498 | 301011319 | 274822021 | 718890 | (951) | - | 77384845 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Foreign Government and Government Agency Obligations and Non-Convertible Corporate Bonds are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Collateralized Mortgage Obligations, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

**Credit Risk**

The Fund invests a significant portion of its assets in structured securities of issuers backed by commercial and residential mortgage loans, credit card receivables and automotive loans. The value and related income of these securities is sensitive to changes in economic conditions, including delinquencies and/or defaults.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

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

- **b. EDGAR series identifier (if any):** S000017674

- **c. LEI of Series:** VW34W3RS5HO0SXCVMN92

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4661016267.22

**Total Liabilities:** $15590489.48

**Net Assets:** $4645425777.74

**Cash Not Reported:** $717913.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 70351.25818678 | **1-Year:** 462940.75137010 | **5-Year:** 865423.97468690 | **10-Year:** 346947.45210656 | **30-Year:** 939.64280928

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

- **3-Month:** 583.74176635 | **1-Year:** 2209.76009991 | **5-Year:** 2229.29411084 | **10-Year:** 389.02228927 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048836 | 0.39%                | 0.40%                | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $524723.02               | $2898977.81                                |
| Month 2  | $1654772.83              | $1950816.20                                |
| Month 3  | $-112113.28              | $14517863.41                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Intermediate Government/Credit Bond Index

- **Index Identifier:** 19808148

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.25% 10/22/2026                                                      | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3737953.59   | 0.08%             | 2026-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 5.50% 3/34 #G01665                                                                           | CUSIP: 31283HZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80106 | PA      | $83091.02     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 25YR 5.50% 7/35 #G05815                                                                      | CUSIP: 3128M7YL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50740 | PA      | $52597.54     | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7.5% 07/01/2027#                                                                        | CUSIP: 31292GST4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         5 | PA      | $5.01         | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7.5% 09/01/2031#                                                                        | CUSIP: 31292HMA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       140 | PA      | $147.84       | 0.00%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 7.5% 09/01/2030#                                                                        | CUSIP: 31298AER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1019 | PA      | $1076.93      | 0.00%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 5.50% 5/34 #Z40042                                                                           | CUSIP: 3132FCBK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    564862 | PA      | $584191.93    | 0.01%             | 2034-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 2/28 #190294                                                                           | CUSIP: 31368HKF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       129 | PA      | $135.71       | 0.00%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FNR 2013-16 GP 3% 1/1/33                                                                          | CUSIP: 3136ACSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    257092 | PA      | $253987.70    | 0.01%             | 2033-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 9/26 #250673                                                                           | CUSIP: 31371FMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11 | PA      | $10.95        | 0.00%             | 2026-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 7.5% 06/01/2027#250951                                                                  | CUSIP: 31371FWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        53 | PA      | $53.33        | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 3/26 #303780                                                                           | CUSIP: 31373UM53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.17         | 0.00%             | 2026-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 5.50% 11/34 #310105                                                                          | CUSIP: 31374CNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410517 | PA      | $424230.20    | 0.01%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.00% 7/28 #323326                                                                           | CUSIP: 31374TD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.28         | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 4/29 #323645                                                                           | CUSIP: 31374TP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        21 | PA      | $21.43        | 0.00%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 3/29 #323688                                                                           | CUSIP: 31374TRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        48 | PA      | $48.46        | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 8/29 #323868                                                                           | CUSIP: 31374TW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       135 | PA      | $138.50       | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 10/26 #359551                                                                          | CUSIP: 31376ML83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        58 | PA      | $58.09        | 0.00%             | 2026-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 7/27 #367516                                                                           | CUSIP: 31376WGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        69 | PA      | $69.27        | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 9/27 #394494                                                                           | CUSIP: 31378CGB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       458 | PA      | $468.04       | 0.00%             | 2027-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 1/28 #420260                                                                           | CUSIP: 31379HZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       215 | PA      | $219.74       | 0.00%             | 2028-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FHR 3949 MK 4.5% 10/34                                                                            | CUSIP: 3137AFZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    111934 | PA      | $111906.79    | 0.00%             | 2034-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 10/28 #449544                                                                          | CUSIP: 31380TLZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       478 | PA      | $490.88       | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 7/32 #545759                                                                           | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20791 | PA      | $21748.45     | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 7/32 #545762                                                                           | CUSIP: 31385JJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3996 | PA      | $4178.42      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 11/27 #563103                                                                          | CUSIP: 31386GRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       207 | PA      | $211.20       | 0.00%             | 2027-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 01/01/2033#AL2974                                                                  | CUSIP: 3138EKJU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217383 | PA      | $208075.56    | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 01/01/2033#AL2975                                                                  | CUSIP: 3138EKJV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295249 | PA      | $282607.55    | 0.01%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 12/32 #735415                                                                          | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7144 | PA      | $7469.58      | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 7/35 #745092                                                                           | CUSIP: 31403CXV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8895 | PA      | $9351.61      | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 8/36 #888034                                                                           | CUSIP: 31410FSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11685 | PA      | $12272.42     | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 8/36 #888544                                                                           | CUSIP: 31410GER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63361 | PA      | $66451.85     | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 5.50% 6/36 #889526                                                                           | CUSIP: 31410KHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       824 | PA      | $853.60       | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 3.00% 11/32 #MA1237                                                                     | CUSIP: 31418ALT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2271872 | PA      | $2212956.55   | 0.05%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 12/35 #AD0723                                                                          | CUSIP: 31418MYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68968 | PA      | $72368.02     | 0.00%             | 2035-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 6.50% 8/36 #AE0746                                                                           | CUSIP: 31419AZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49607 | PA      | $51999.73     | 0.00%             | 2036-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                       | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  79942845 | NS      | $79958833.79  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                            | GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A                                                    | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1232030 | PA      | $1219164.11   | 0.03%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2013-GC13                                                           | GS MTG SECS TR 2013-GC13 AS CSTR 07/10/2046 144A                                                  | CUSIP: 36198EAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1177904 | PA      | $1160270.33   | 0.02%             | 2046-07-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #569840                                                                           | CUSIP: 36200RBH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       943 | PA      | $974.52       | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #569898                                                                           | CUSIP: 36200RDB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       606 | PA      | $627.50       | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/31 #572541                                                                           | CUSIP: 36200UBJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2918 | PA      | $3022.39      | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/32 #574355                                                                           | CUSIP: 36200WBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       504 | PA      | $514.88       | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #575010                                                                           | CUSIP: 36200WYF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       873 | PA      | $905.81       | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/32 #579560                                                                           | CUSIP: 36201CZZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12543 | PA      | $13032.46     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #581934                                                                           | CUSIP: 36201FPT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3825 | PA      | $3963.38      | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #582178                                                                           | CUSIP: 36201FXF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15539 | PA      | $16150.84     | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #584449                                                                           | CUSIP: 36201JH28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24100 | PA      | $25049.58     | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #584463                                                                           | CUSIP: 36201JJG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6435 | PA      | $6685.59      | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #584465                                                                           | CUSIP: 36201JJJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2289 | PA      | $2379.70      | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/32 #587033                                                                           | CUSIP: 36201MEE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       901 | PA      | $930.34       | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/32 #587081                                                                           | CUSIP: 36201MFW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1404 | PA      | $1455.10      | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #590024                                                                           | CUSIP: 36201QPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4087 | PA      | $4251.47      | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #590208                                                                           | CUSIP: 36201QU92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1511 | PA      | $1563.99      | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/32 #593188                                                                           | CUSIP: 36201T6Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8899 | PA      | $9239.81      | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/32 #594858                                                                           | CUSIP: 36201VZX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1249 | PA      | $1296.15      | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/28 #410455                                                                           | CUSIP: 36206F5Q1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       163 | PA      | $164.71       | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/28 #433774                                                                           | CUSIP: 36207J2F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       513 | PA      | $519.29       | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #433805                                                                           | CUSIP: 36207J3N1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       662 | PA      | $672.10       | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #433849                                                                           | CUSIP: 36207J5J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       406 | PA      | $411.24       | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/28 #433571                                                                           | CUSIP: 36207JT45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       142 | PA      | $143.20       | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/28 #433566                                                                           | CUSIP: 36207JTX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        99 | PA      | $100.58       | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/28 #436093                                                                           | CUSIP: 36207MNJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       169 | PA      | $170.37       | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/28 #436262                                                                           | CUSIP: 36207MTT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       202 | PA      | $204.86       | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/28 #438075                                                                           | CUSIP: 36207PT82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       455 | PA      | $461.93       | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #443711                                                                           | CUSIP: 36207V3U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       670 | PA      | $679.80       | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/28 #446726                                                                           | CUSIP: 36208CHB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       769 | PA      | $781.92       | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/28 #446732                                                                           | CUSIP: 36208CHH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       234 | PA      | $235.52       | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #448998                                                                           | CUSIP: 36208EX32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       579 | PA      | $585.84       | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/28 #449499                                                                           | CUSIP: 36208FKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       485 | PA      | $490.68       | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/28 #456362                                                                           | CUSIP: 36208N5X7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4550 | PA      | $4616.83      | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/28 #456862                                                                           | CUSIP: 36208PQP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       126 | PA      | $127.21       | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/28 #457826                                                                          | CUSIP: 36208QSP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       385 | PA      | $385.64       | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 12/28 #457923                                                                          | CUSIP: 36208QVQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       281 | PA      | $284.89       | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/28 #458872                                                                           | CUSIP: 36208RW91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       533 | PA      | $539.69       | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/28 #459933                                                                           | CUSIP: 36208S4S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       585 | PA      | $594.26       | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #460857                                                                           | CUSIP: 36208T5S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1308 | PA      | $1327.77      | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/28 #460023                                                                           | CUSIP: 36208TAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3053 | PA      | $3100.25      | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/28 #460912                                                                           | CUSIP: 36208UAM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       192 | PA      | $194.08       | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/28 #462543                                                                           | CUSIP: 36208VZG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1731 | PA      | $1749.88      | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/28 #462703                                                                           | CUSIP: 36208WAC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       870 | PA      | $883.78       | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #463983                                                                           | CUSIP: 36208XM81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       903 | PA      | $917.78       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #464955                                                                           | CUSIP: 36208YQG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1017 | PA      | $1031.60      | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/28 #465904                                                                           | CUSIP: 36209ARZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        40 | PA      | $40.56        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #466888                                                                           | CUSIP: 36209BUM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       360 | PA      | $365.47       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #468045                                                                           | CUSIP: 36209C5E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       736 | PA      | $748.46       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #468122                                                                           | CUSIP: 36209DAX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       448 | PA      | $455.02       | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/28 #471672                                                                           | CUSIP: 36209G6H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        48 | PA      | $48.15        | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/29 #474731                                                                           | CUSIP: 36209LLL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       736 | PA      | $751.89       | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #475449                                                                           | CUSIP: 36209MEW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       104 | PA      | $104.18       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/28 #476294                                                                           | CUSIP: 36209NC75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1390 | PA      | $1409.46      | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/28 #476306                                                                           | CUSIP: 36209NDK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       144 | PA      | $146.16       | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #476576                                                                           | CUSIP: 36209NMZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       162 | PA      | $164.73       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 11/28 #481378                                                                          | CUSIP: 36209TXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       572 | PA      | $582.63       | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #481853                                                                           | CUSIP: 36209UH66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       306 | PA      | $311.00       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/28 #482668                                                                           | CUSIP: 36209VFH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       686 | PA      | $694.70       | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 12/28 #482878                                                                          | CUSIP: 36209VM35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4937 | PA      | $5035.87      | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/28 #484404                                                                           | CUSIP: 36209XDH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       115 | PA      | $115.96       | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/28 #486531                                                                           | CUSIP: 36210APQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1274 | PA      | $1295.47      | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/28 #486599                                                                          | CUSIP: 36210ARU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       124 | PA      | $124.74       | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 12/28 #490107                                                                          | CUSIP: 36210ENY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       806 | PA      | $823.02       | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 11/28 #490919                                                                          | CUSIP: 36210FK88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       439 | PA      | $445.21       | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/28 #492354                                                                          | CUSIP: 36210G5P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1448 | PA      | $1458.09      | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/29 #513703                                                                           | CUSIP: 36211HU41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        22 | PA      | $21.79        | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/30 #521123                                                                          | CUSIP: 36211R4G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       864 | PA      | $892.15       | 0.00%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/31 #530552                                                                           | CUSIP: 36212DL98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7095 | PA      | $7283.30      | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #534007                                                                           | CUSIP: 36212HGQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6256 | PA      | $6497.17      | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/30 #538051                                                                           | CUSIP: 36212MWL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2342 | PA      | $2416.44      | 0.00%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/31 #541812                                                                           | CUSIP: 36212R3V8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        57 | PA      | $57.58        | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/31 #545176                                                                           | CUSIP: 36212VT90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8551 | PA      | $8812.10      | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/31 #545159                                                                           | CUSIP: 36212VTQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2547 | PA      | $2632.91      | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/31 #549563                                                                           | CUSIP: 36213BQQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       367 | PA      | $374.00       | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/31 #550969                                                                          | CUSIP: 36213DCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1233 | PA      | $1278.19      | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/32 #552668                                                                           | CUSIP: 36213E6D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1964 | PA      | $2042.54      | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/32 #553442                                                                           | CUSIP: 36213FZF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8335 | PA      | $8609.65      | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/31 #557611                                                                           | CUSIP: 36213LN48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       505 | PA      | $518.74       | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/31 #560401                                                                           | CUSIP: 36213PRW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3254 | PA      | $3369.65      | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/32 #563613                                                                           | CUSIP: 36213TDS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       213 | PA      | $221.33       | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #565092                                                                           | CUSIP: 36213UXV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24575 | PA      | $25515.27     | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #565482                                                                           | CUSIP: 36213VFX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       244 | PA      | $252.51       | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #565960                                                                           | CUSIP: 36213VWV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5070 | PA      | $5239.06      | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/31 #566254                                                                          | CUSIP: 36213WBX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       114 | PA      | $117.78       | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/31 #567217                                                                          | CUSIP: 36213XDW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       346 | PA      | $358.84       | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/28 #167424                                                                          | CUSIP: 36216K4H9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3081 | PA      | $3133.19      | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/29 #781027                                                                           | CUSIP: 36225BD88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       118 | PA      | $119.82       | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/30 #781196                                                                           | CUSIP: 36225BKH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1109 | PA      | $1132.59      | 0.00%             | 2030-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/32 #781539                                                                           | CUSIP: 36225BV88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1517 | PA      | $1569.16      | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/32 #781569                                                                          | CUSIP: 36225BW61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2806 | PA      | $2899.14      | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 11/32 #781548                                                                          | CUSIP: 36225BWH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       808 | PA      | $834.34       | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/32 #781584                                                                           | CUSIP: 36225BXM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       440 | PA      | $455.65       | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/32 #781605                                                                           | CUSIP: 36225BYA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2269 | PA      | $2346.90      | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.25% 10/01/2027                                                            | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2541821.08   | 0.05%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC                                                       | MSAC 04-HE7 B3 TSFR1M+536.448 8/34                                                                | CUSIP: 61744CGL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90442 | PA      | $140412.54    | 0.00%             | 2034-08-25      | Variable      | 0.09%                 | No            |                  3 | On Loan: No      |
| SEQUOIA MTG TR                                                                     | SEMT 2004-6 A3B TSFR6M+130.826 7/34                                                               | CUSIP: 81744FCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       902 | PA      | $843.72       | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS and ANNUITY ASSN AMER                                                 | TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A                                           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2504234.58   | 0.05%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                              | TMTS 2003-4HE A TSFR1M+97.448 9/34                                                                | CUSIP: 881561BU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67880 | PA      | $72651.16     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC                                          | TRAP 2007-12A B TSFR3M+82.161 4/42                                                                | CUSIP: 89413GAG3<br>LEI: 5493000R4ICCD2N68609 | Long             | ABS-CBDO         | CORP              | KY        |   1143000 | PA      | $901101.20    | 0.02%             | 2042-04-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.3% 07/22/2027                                                            | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6170000 | PA      | $6196178.75   | 0.13%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                            | BANK OF NOVA SCOTIA 4.5% 12/16/2025                                                               | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4038000 | PA      | $4038060.69   | 0.09%             | 2025-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                         | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3236000 | PA      | $3239882.20   | 0.07%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4.2% 04/15/2027                                                                | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $5067377.85   | 0.11%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                         | TOLL BROS FIN CORP 4.875% 03/15/2027                                                              | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1360742.83   | 0.03%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 01/01/2033#AL2976                                                                  | CUSIP: 3138EKJW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167425 | PA      | $160040.76    | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 2.5% 01/01/2033#AL2982                                                                  | CUSIP: 3138EKJ48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179928 | PA      | $172381.79    | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                                       | WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060                                            | CUSIP: 95001FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68647 | PA      | $68526.02     | 0.00%             | 2060-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                          | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3771749.80   | 0.08%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 2017-1A A23 4.118% 07/25/2047 144A                                   | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7226720 | PA      | $7178119.59   | 0.15%             | 2047-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                                                 | CD MTG TR 2017-CD5 AAB 3.22% 08/15/2050                                                           | CUSIP: 12515HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429043 | PA      | $425732.86    | 0.01%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 3.9% 10/01/2027                                                                          | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1403572.52   | 0.03%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM CO                                                        | CLEVELAND ELECTRIC ILLUM CO 3.5% 04/01/2028 144A                                                  | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5961000 | PA      | $5884788.56   | 0.13%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3137321.21   | 0.07%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10044457.34  | 0.22%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 4.25% 04/15/2027                                                               | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   6940000 | PA      | $6970156.04   | 0.15%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C41                                                   | WELLS FARGO COML MTG TR 2017-C41 3.39% 11/15/2050                                                 | CUSIP: 95001ABB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99301 | PA      | $98579.35     | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C7                                                            | UBSCM 2017-C7 XA CSTR 12/50                                                                       | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43376570 | PA      | $710716.42    | 0.02%             | 2050-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 3.772%/VAR 01/24/2029                                                              | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4966920.80   | 0.11%             | 2029-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 4% 03/15/2028                                                                             | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3146065.80   | 0.07%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028                                                         | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    737000 | PA      | $735178.36    | 0.02%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 3.97%/VAR 03/05/2029                                                  | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8155000 | PA      | $8142098.22   | 0.18%             | 2029-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C8                                              | UBS COMMERCIAL MORTGAGE TRUST 2018-C8 3.903% 02/15/2051                                           | CUSIP: 90276VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2807300 | PA      | $2796083.70   | 0.06%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                      | AIA GROUP LTD 3.9% 04/06/2028 144A                                                                | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   5569000 | PA      | $5565744.64   | 0.12%             | 2028-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                        | MOODYS CORP 3.25% 01/15/2028                                                                      | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   4416000 | PA      | $4348454.45   | 0.09%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.075%/VAR 04/23/2029                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5187060.38   | 0.11%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                  | BERKSHIRE HATHAWAY ENERGY COMPANY 3.25% 04/15/2028                                                | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3726663.88   | 0.08%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2018-1B PASS THRU TR                                              | UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09/01/2027                                             | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1164555 | PA      | $1160853.59   | 0.02%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 4.95% 06/15/2028                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6355000 | PA      | $6465334.87   | 0.14%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-AON                                         | J P MORGAN CHASE COML MTG SECS TR 2018-AON-D 4.6132% 07/05/2031 144A                              | CUSIP: 46649XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3378000 | PA      | $1013400.00   | 0.02%             | 2031-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 4.375% 12/15/2028 144A                                                        | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   8615000 | PA      | $8609095.54   | 0.19%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                         | J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A                                 | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2057853 | PA      | $1955001.51   | 0.04%             | 2033-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029                                                 | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7208000 | PA      | $7253154.73   | 0.16%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.625% 09/01/2028                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3258221.35   | 0.07%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 4.254%/VAR 09/11/2029                                                       | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1965000 | PA      | $1971932.19   | 0.04%             | 2029-09-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                           | WILLIS NORTH AMERICA INC 4.5% 09/15/2028                                                          | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3497007.25   | 0.08%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                       | CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030                                            | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |  10727000 | PA      | $10774946.47  | 0.23%             | 2030-10-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.125% 11/15/2028                                                                       | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 103973800 | PA      | $102897508.97 | 2.22%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B7 MTG TR                                                           | BENCHMARK MORTGAGE TRUST 2018-B7 A2 4.377% 05/15/2053                                             | CUSIP: 08162TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1617942 | PA      | $1615037.53   | 0.03%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 4.3% 02/15/2030                                                                      | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  11310000 | PA      | $11373195.19  | 0.24%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLAN MAST OWN TR                                                      | FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030                                                    | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4365000 | PA      | $4375233.74   | 0.09%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                    | BANK 2018-BNK15 4.285% 11/15/2061                                                                 | CUSIP: 06036FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1308354 | PA      | $1308861.18   | 0.03%             | 2061-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                          | MYLAN INC 4.55% 04/15/2028                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    965000 | PA      | $964618.87    | 0.02%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                             | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   3884000 | PA      | $3898520.41   | 0.08%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3% 12/01/2032#BM5109                                                                    | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2794410 | PA      | $2736946.70   | 0.06%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.875% 02/01/2029                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1811816.24   | 0.04%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 4.5% 01/30/2026                                                              | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1532000.00   | 0.03%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030                                                 | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4271245.66   | 0.09%             | 2030-02-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 5.327% 02/06/2029                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5673800.88   | 0.12%             | 2029-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                   | ALTRIA GROUP INC 4.8% 02/14/2029                                                                  | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    964000 | PA      | $980372.26    | 0.02%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                                | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    645000 | PA      | $644540.84    | 0.01%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1                                           | CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A                                | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    865717 | PA      | $846729.93    | 0.02%             | 2039-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2019-1                                                | METLIFE SECURITIZATION TRUST 2019-1A A1A 3.75% 04/25/2058 144A                                    | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103064 | PA      | $101926.69    | 0.00%             | 2058-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                             | OREILLY AUTOMOTIVE INC 3.9% 06/01/2029                                                            | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3127584.60   | 0.07%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                       | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $6079404.12   | 0.13%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                       | WP CAREY INC 3.85% 07/15/2029                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394937.99    | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE LTD                                                       | HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A                                      | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    256103 | PA      | $250971.77    | 0.01%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                               | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                         | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1134000 | PA      | $1117463.21   | 0.02%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MTG TR                                                          | BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A                                               | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14422143 | PA      | $367398.31    | 0.01%             | 2052-08-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 2.7% 02/01/2027                                                                         | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3102701.93   | 0.07%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                             | AMER AIRLINE 19-1B PTT 3.85% 08/15/2029                                                           | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1799570 | PA      | $1758425.09   | 0.04%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 2.95% 09/01/2029                                                                     | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3631104.59   | 0.08%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                         | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1252321.37   | 0.03%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                                            | UNITED AIR 2019-2 B PTT 3.5% 11/01/2029                                                           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    941957 | PA      | $917252.75    | 0.02%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                   | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4751000 | PA      | $4613382.11   | 0.10%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 2.5% 10/01/2031#AS8010                                                                  | CUSIP: 3138WH3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544883 | PA      | $527698.23    | 0.01%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                       | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                       | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634968 | PA      | $616058.83    | 0.01%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                               | SABRA HEALTH CARE LP 3.9% 10/15/2029                                                              | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    852000 | PA      | $833227.71    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2019-NQM4                                                | NEW RESIDENTIAL MTG LN TR 2019-NQM4 3.5% 08/25/2059 144A                                          | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    509071 | PA      | $480402.84    | 0.01%             | 2059-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                    | AASET 2019-2 TR 3.376% 10/16/2039 144A                                                            | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104510 | PA      | $104196.08    | 0.00%             | 2039-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3.5% 09/01/2034#FM1577                                                                  | CUSIP: 3140X4XF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1070428 | PA      | $1053854.48   | 0.02%             | 2034-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3.5% 10/01/2034#FM1579                                                                  | CUSIP: 3140X4XH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299844 | PA      | $295108.18    | 0.01%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 15YR 3.5% 09/01/2034#FM1578                                                                  | CUSIP: 3140X4XG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528911 | PA      | $520556.03    | 0.01%             | 2034-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 08/01/2039#FM1353                                                                  | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241569 | PA      | $244808.56    | 0.01%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 06/01/2039#FM1045                                                                  | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93356 | PA      | $94608.01     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 03/01/2039#FM1774                                                                  | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176696 | PA      | $179065.72    | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT III AIRCRAFT LEASE LTD                                                 | THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A                                | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1018066 | PA      | $998787.24    | 0.02%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE                                                       | BARCLAYS COMMERCIAL MORTGAGE 2.99% 11/15/2052                                                     | CUSIP: 05492JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2588578 | PA      | $2546643.35   | 0.05%             | 2052-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                          | BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062                                                         | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14016306 | PA      | $280384.98    | 0.01%             | 2062-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                        | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                                | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871274 | PA      | $828983.51    | 0.02%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                     | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2368000 | PA      | $2240128.00   | 0.05%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2020-1                                                   | NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A                                             | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    485655 | PA      | $460184.91    | 0.01%             | 2059-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A                                                 | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1761000 | PA      | $1738859.88   | 0.04%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                       | ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A                                                | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   5819000 | PA      | $5522855.26   | 0.12%             | 2030-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 2.666%/VAR 01/29/2031                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $5182900.54   | 0.11%             | 2031-01-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                        | APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A                                | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150734 | PA      | $149209.64    | 0.00%             | 2040-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                          | SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A                                                  | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1960763 | PA      | $1901319.46   | 0.04%             | 2040-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 2.496%/VAR 02/13/2031                                                 | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2948255.72   | 0.06%             | 2031-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.5% 09/01/2030                                                                           | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1517965.01   | 0.03%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B17 MORTGAGE TRUST                                                  | BENCHMARK 2020-B17 MORTGAGE TRUST CSTR 03/15/2053                                                 | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27051853 | PA      | $1095443.16   | 0.02%             | 2053-03-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $4273317.92   | 0.09%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                             | OREILLY AUTOMOTIVE INC 4.2% 04/01/2030                                                            | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   5353000 | PA      | $5346752.89   | 0.12%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 4% 04/15/2030                                                                        | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3129877.27   | 0.07%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                          | AFLAC INC 3.6% 04/01/2030                                                                         | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    708000 | PA      | $696424.59    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 4.7% 04/02/2027                                                                  | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $4014018.92   | 0.09%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 3.4% 04/15/2030 144A                                                              | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   6006000 | PA      | $5816162.23   | 0.13%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST                                           | CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST 2.5501% 03/15/2053                                       | CUSIP: 12597NAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10666796 | PA      | $10298505.93  | 0.22%             | 2053-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.522%/VAR 04/22/2031                                                       | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6955000 | PA      | $6495281.66   | 0.14%             | 2031-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 2.592%/VAR 04/29/2031                                                 | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6544808.41   | 0.14%             | 2031-04-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.15% 05/01/2030                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7620000 | PA      | $7853785.18   | 0.17%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.04% 05/01/2027                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5804000 | PA      | $5861055.87   | 0.13%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 4.25% 12/15/2027                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3116243.03   | 0.07%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                       | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4196645.40   | 0.09%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 3.95% 07/15/2030 144A                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4133000 | PA      | $4030849.97   | 0.09%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                        | EQUINOR ASA 1.75% 01/22/2026                                                                      | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    696000 | PA      | $693712.41    | 0.01%             | 2026-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 3.073%/VAR 05/22/2028                                                           | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2293000 | PA      | $2260169.51   | 0.05%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                             | FIVE CORNERS FND TR II 2.85% 05/15/2030 144A                                                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2963000 | PA      | $2793214.09   | 0.06%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 1.6% 01/15/2026                                                                  | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363488.05    | 0.01%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                     | PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030                                                    | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3471630.64   | 0.07%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                             | ROPER TECHNOLOGIES INC 2% 06/30/2030                                                              | CUSIP: 776743AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3268028.32   | 0.07%             | 2030-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 2.95% 07/15/2030                                                      | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   9591000 | PA      | $9030134.62   | 0.19%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                       | SBA TOWER TR 1.884% 07/15/2050 144A                                                               | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    703000 | PA      | $700299.57    | 0.02%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A                                                     | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3943697 | PA      | $3366608.11   | 0.07%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                       | AT and T INC 1.65% 02/01/2028                                                                     | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4123000 | PA      | $3920961.87   | 0.08%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MTG LN TR 2020-1                                                         | OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A                                               | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52606 | PA      | $49961.85     | 0.00%             | 2050-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 4.15% 11/15/2030                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3152750.67   | 0.07%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 1.75% 03/01/2026                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3091000 | PA      | $3071201.59   | 0.07%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $3304277.26   | 0.07%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                             | ROPER TECHNOLOGIES INC 1.4% 09/15/2027                                                            | CUSIP: 776743AN6<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3013821.20   | 0.06%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A                                      | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3016948.72   | 0.06%             | 2027-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                           | INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    822000 | PA      | $785778.48    | 0.02%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                            | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   7824000 | PA      | $7761761.80   | 0.17%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-RPL4 TR                                                                  | CSMC 2020-RPL4 TR 2% 01/25/2060 144A                                                              | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    367859 | PA      | $333291.74    | 0.01%             | 2060-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1159000 | PA      | $1159499.78   | 0.02%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 1.7% 10/15/2030                                                                     | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   9316000 | PA      | $8274446.51   | 0.18%             | 2030-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                 | VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A                                          | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920006 | PA      | $1652060.91   | 0.04%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                 | VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A                                     | CUSIP: 92858TAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  57900875 | PA      | $1024857.07   | 0.02%             | 2042-10-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 5.95% 01/28/2031                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  14000000 | PA      | $13496840.00  | 0.29%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2020-RPL2                                                 | BRAVO RESIDENTIAL FDG TR 2020-RPL2 2% 05/25/2059 144A                                             | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1139139 | PA      | $1072964.55   | 0.02%             | 2059-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 1.764%/VAR 11/19/2031                                                       | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $3570481.42   | 0.08%             | 2031-11-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                               | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5874000 | PA      | $5869580.11   | 0.13%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 1.25% 01/08/2026                                                         | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3566540.56   | 0.08%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.75% 01/30/2026                        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3495000 | PA      | $3480964.92   | 0.07%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 1.323%/VAR 01/13/2027 144A                                                            | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3654000 | PA      | $3640713.51   | 0.08%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1                                           | CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A                                   | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    581607 | PA      | $577643.78    | 0.01%             | 2046-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 1.305%/VAR 02/02/2027 144A                                                           | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5890000 | PA      | $5859021.78   | 0.13%             | 2027-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                                                       | 7 ELEVEN INC 0.95% 02/10/2026 144A                                                                | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1449642.27   | 0.03%             | 2026-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027                                                       | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   6310000 | PA      | $6223486.56   | 0.13%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 1.591% 04/03/2028 144A                                                           | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   6562000 | PA      | $6198358.31   | 0.13%             | 2028-04-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                  | BERKSHIRE HATHAWAY ENERGY COMPANY 3.7% 07/15/2030                                                 | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290297.93    | 0.01%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                     | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2834343 | PA      | $2313557.15   | 0.05%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                        | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4944000 | PA      | $4740669.89   | 0.10%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 1.726%/VAR 04/01/2027                                                                | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2376000 | PA      | $2356571.45   | 0.05%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AJAXM 2021-C                                                                       | AJAXM 2021-C 6.115% 01/25/2061 144A                                                               | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    716430 | PA      | $716348.97    | 0.02%             | 2061-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                       | SBA TOWER TR 1.631% 05/15/2051 144A                                                               | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9464000 | PA      | $9224279.72   | 0.20%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 3.625% 05/15/2031 144A                                                                   | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6601044.03   | 0.14%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                    | BANK 2021-BNK33 VAR 05/15/2064                                                                    | CUSIP: 06541CBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12300340 | PA      | $470212.47    | 0.01%             | 2064-05-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                 | VORNADO REALTY LP 2.15% 06/01/2026                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    590000 | PA      | $582102.73    | 0.01%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                          | BENCHMARK 2020-B19 XA CSTR 09/15/2053                                                             | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18123325 | PA      | $861425.18    | 0.02%             | 2053-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                       | DNB BANK ASA 1.535%/VAR 05/25/2027 144A                                                           | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2813000 | PA      | $2777565.29   | 0.06%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.069%/VAR 06/01/2029                                                       | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8532000 | PA      | $8141250.18   | 0.18%             | 2029-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LTD / SLAM 2021-1 LLC                                                  | SLAM 2021-1 LTD / SLAM 2021-1 LLC 2.434% 06/15/2046 144A                                          | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1513731 | PA      | $1442632.31   | 0.03%             | 2046-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                                | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4104000 | PA      | $4047801.06   | 0.09%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                                               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5971000 | PA      | $5851781.52   | 0.13%             | 2027-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 1.642%/VAR 06/14/2027                                                           | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2293000 | PA      | $2261793.19   | 0.05%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BCP TR 2021-330N                                                                   | BCP TR 2021-330N TSFR1M+91.348 5 06/15/2038 144A                                                  | CUSIP: 05553BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7697319 | PA      | $6923131.12   | 0.15%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L         | BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2087140 | PA      | $1978524.49   | 0.04%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                           | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                   | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   7007000 | PA      | $6258412.41   | 0.13%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 2.45% 07/15/2028                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6671000 | PA      | $6219046.42   | 0.13%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                        | MSC 2021-L6 XA 1.35631% 06/15/2054                                                                | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4079601 | PA      | $154713.58    | 0.00%             | 2054-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027                                                       | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   6800000 | PA      | $6694422.93   | 0.14%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                          | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                   | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1379764 | PA      | $1376759.29   | 0.03%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                              | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5874000 | PA      | $5776464.05   | 0.12%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2017-1R                                          | CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2.741% 08/15/2041 144A                                   | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262145 | PA      | $260608.09    | 0.01%             | 2041-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 2.359%/VAR 07/29/2032                                                        | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6310000 | PA      | $5515082.04   | 0.12%             | 2032-07-29      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                         | HUMANA INC 1.35% 02/03/2027                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3664864.73   | 0.08%             | 2027-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                         | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                          | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   2288000 | PA      | $2132575.27   | 0.05%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLOX 2021-BLOX                                                                     | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                    | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3041072 | PA      | $3016432.63   | 0.06%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 1.375% 01/15/2026                                                                        | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   6940000 | PA      | $6903723.58   | 0.15%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 2.45% 01/15/2031                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2693000 | PA      | $2443152.29   | 0.05%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 2.65% 01/15/2032                                                               | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4456583.00   | 0.10%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                      | LOWES COS INC 1.7% 09/15/2028                                                                     | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2963525.35   | 0.06%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                  | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    475000 | PA      | $407479.76    | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                       | JDE PEETS BV 1.375% 01/15/2027 144A                                                               | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1001000 | PA      | $968464.00    | 0.02%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                               | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   2504000 | PA      | $2290606.24   | 0.05%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC                          | TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC AR TSFR3M+119.161 07/15/2030 144A       | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350780 | PA      | $1351292.10   | 0.03%             | 2030-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                       | DNB BANK ASA 1.605%/VAR 03/30/2028 144A                                                           | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   6094000 | PA      | $5904352.65   | 0.13%             | 2028-03-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                       | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                      | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    540000 | PA      | $513331.04    | 0.01%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 2.646% 10/04/2031 144A                                                      | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6246000 | PA      | $5525043.15   | 0.12%             | 2031-10-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A                                                       | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4287000 | PA      | $4201047.24   | 0.09%             | 2026-10-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027                                                   | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   7703000 | PA      | $7538964.46   | 0.16%             | 2027-10-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 2.511%/VAR 10/20/2032                                                              | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4502433.80   | 0.10%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 2.045% 11/20/2051 144A                                                          | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   7207680 | PA      | $7049324.39   | 0.15%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                            | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5672488 | PA      | $5661948.52   | 0.12%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.3% 01/30/2032                         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $4631676.25   | 0.10%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3% 10/29/2028                           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1456000 | PA      | $1409532.76   | 0.03%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                    | BANK 2021-BNK36 ASB 2.283% 09/15/2064                                                             | CUSIP: 06540DBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10250000 | PA      | $9703567.38   | 0.21%             | 2064-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                                       | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                                        | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1974568 | PA      | $1969674.98   | 0.04%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                               | ROYAL BANK OF CANADA 2.3% 11/03/2031                                                              | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6190000 | PA      | $5582264.00   | 0.12%             | 2031-11-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 1.878%/VAR 11/02/2027                                                        | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10852000 | PA      | $10619474.09  | 0.23%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                        | VIATRIS INC 2.7% 06/22/2030                                                                       | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    968000 | PA      | $881941.56    | 0.02%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 TR                                                                    | AASET 2021-1 TR 2.95% 11/16/2041 144A                                                             | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1577207 | PA      | $1516008.29   | 0.03%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                    | BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A                                                     | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2297528 | PA      | $2294678.64   | 0.05%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                | PUBLIC SVC ENTERPRISE GRP INC 2.45% 11/15/2031                                                    | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $11189438.38  | 0.24%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   4598000 | PA      | $4513542.65   | 0.10%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                  | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                                | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2314256 | PA      | $2312093.87   | 0.05%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 21-GS5                                                 | LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A                                            | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3232669 | PA      | $3235667.84   | 0.07%             | 2067-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 2.279%/VAR 11/24/2027                                                                | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8259000 | PA      | $8104994.01   | 0.17%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TR                                                                    | AASET 2021-2 TR 2.798% 01/15/2047 144A                                                            | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2651265 | PA      | $2512886.88   | 0.05%             | 2047-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL9 TR                                                                  | CSMC 2021-RPL9 TR VAR 02/25/2061 144A                                                             | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4796310 | PA      | $4817126.76   | 0.10%             | 2061-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A                                       | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4559000 | PA      | $4467386.03   | 0.10%             | 2026-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TR                                                                  | GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A                                                          | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1335801 | PA      | $1244920.56   | 0.03%             | 2066-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                           | COOPERATIEVE RABOBANK UA 1.98%/VAR 12/15/2027 144A                                                | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2686000 | PA      | $2627029.62   | 0.06%             | 2027-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-8                                                            | ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A                                                     | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2705674 | PA      | $2461224.67   | 0.05%             | 2066-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5673000 | PA      | $5557347.16   | 0.12%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                      | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1965000 | PA      | $1704637.50   | 0.04%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                     | VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032                                                    | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2812539.99   | 0.06%             | 2032-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                     | AIR LEASE CORP 2.2% 01/15/2027                                                                    | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2431000 | PA      | $2375077.79   | 0.05%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 2.35% 02/26/2027                                                         | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2529950.73   | 0.05%             | 2027-02-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B31 MORTGAGE TRUST                                                  | BENCHMARK 2021-B31 AAB MORTGAGE TRUST 2.615% 12/15/2054                                           | CUSIP: 08163MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7550059.20   | 0.16%             | 2054-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 2.475%/VAR 01/21/2028                                                              | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5778000 | PA      | $5670893.27   | 0.12%             | 2028-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2022-RPL1                                                 | BRAVO RESIDENTIAL FDG TR 2022-RPL1 2.75% 09/25/2061 144A                                          | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6055893 | PA      | $5618831.83   | 0.12%             | 2061-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 2.551%/VAR 02/04/2028                                                 | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4037115.15   | 0.09%             | 2028-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021                                                    | BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A                                   | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1487476 | PA      | $1400126.37   | 0.03%             | 2061-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 3.07%/VAR 02/24/2028                                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5682000 | PA      | $5610032.58   | 0.12%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028                                                       | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11415000 | PA      | $11260266.48  | 0.24%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C14                                                      | BBCMS Mortgage Trust 2022-C14 ASB 2.901% 02/15/2055                                               | CUSIP: 07336AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1246118.25   | 0.03%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2483475.45   | 0.05%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                   | PUGET ENERGY INC 4.224% 03/15/2032                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3029188.00   | 0.07%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4595000 | PA      | $4552955.75   | 0.10%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6680000 | PA      | $6631532.26   | 0.14%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                         | HUMANA INC 3.7% 03/23/2029                                                                        | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $983442.55    | 0.02%             | 2029-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1134546.52   | 0.02%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.21%/VAR 04/20/2028                                                               | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12636000 | PA      | $12655336.62  | 0.27%             | 2028-04-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 5.125% 05/15/2032                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    556000 | PA      | $560789.95    | 0.01%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028                                                 | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5419421.91   | 0.12%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7604000 | PA      | $6720696.93   | 0.14%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY STEP 08/01/2027                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3203880.54   | 0.07%             | 2027-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                    | BANK 2022-BNK41 ASB VAR 04/15/2065                                                                | CUSIP: 06540MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6700000 | PA      | $6590688.83   | 0.14%             | 2065-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                    | NXP B V/NXP FDG LLC/NXP USA INC 5% 01/15/2033                                                     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6356000 | PA      | $6467274.43   | 0.14%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A                                               | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7639000 | PA      | $7639826.85   | 0.16%             | 2027-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1224559.99   | 0.03%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                            | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   4044000 | PA      | $4192692.58   | 0.09%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.75% 06/09/2027                                                                    | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   6877000 | PA      | $6913369.77   | 0.15%             | 2027-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 4.677% 06/15/2027 144A                                                    | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5569000 | PA      | $5616396.81   | 0.12%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 2.4% 03/15/2029                                                                  | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2211000 | PA      | $2094405.68   | 0.05%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 5.017%/VAR 07/20/2028                                                  | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   8580000 | PA      | $8703790.01   | 0.19%             | 2028-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7187355.35   | 0.15%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.948%/VAR 07/22/2028                                                 | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5489000 | PA      | $5566204.93   | 0.12%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                                                | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3163000 | PA      | $3178774.67   | 0.07%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                               | WESTPAC BANKING CORP 5.405%/VAR 08/10/2033                                                        | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4101000 | PA      | $4256787.72   | 0.09%             | 2033-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 2.75% 08/15/2032                                                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 263566800 | PA      | $247701314.77 | 5.33%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                                                            | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9616000 | PA      | $9770707.30   | 0.21%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                               | DUKE ENERGY CORP NEW 4.5% 08/15/2032                                                              | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9506446.13   | 0.20%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                                               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3334000 | PA      | $3355739.11   | 0.07%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                           | EASTERN GAS TRANSMISSION and STORAGE INC 3% 11/15/2029                                            | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3319203.97   | 0.07%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 5.7% 04/01/2028                                                                          | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    339000 | PA      | $350047.19    | 0.01%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                              | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    642000 | PA      | $585158.88    | 0.01%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                                          | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10015000 | PA      | $10224717.30  | 0.22%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 12/31/2027                                                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 132778900 | PA      | $133774210.63 | 2.88%             | 2027-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 3.35% 03/15/2032                                                                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   5013000 | PA      | $4703463.54   | 0.10%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 2.75% 03/15/2027                                                                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    491000 | PA      | $482278.05    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 6% 01/09/2028                                                            | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6317834.36   | 0.14%             | 2028-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5.25% 02/01/2028                                                               | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1979523.77   | 0.04%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $13838545.38  | 0.30%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.5% 02/15/2033                                                                         | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59782400 | PA      | $58607769.10  | 1.26%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV1                                             | FORD CREDIT AUTO OWNER TRUST 2023-REV1 4.85% 08/15/2035 144A                                      | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11603000 | PA      | $11824902.73  | 0.25%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                          | AMGEN INC 5.25% 03/02/2030                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1295999.39   | 0.03%             | 2030-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                          | AMGEN INC 5.15% 03/02/2028                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1399196.20   | 0.03%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                           | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5364000 | PA      | $5384351.12   | 0.12%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                             | ADVANCE AUTO PARTS INC 5.95% 03/09/2028                                                           | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   5890000 | PA      | $6019933.40   | 0.13%             | 2028-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                       | NISOURCE INC 5.25% 03/30/2028                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4191000 | PA      | $4299676.19   | 0.09%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                            | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/2028 144A                                      | CUSIP: 58769JAG2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   7608000 | PA      | $7732065.63   | 0.17%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                              | MICRON TECHNOLOGY INC 5.875% 09/15/2033                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5339885.90   | 0.11%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11251000 | PA      | $11794516.35  | 0.25%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2418000 | PA      | $2521345.92   | 0.05%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                   | GEORGIA POWER CO 4.65% 05/16/2028                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3548000 | PA      | $3604375.52   | 0.08%             | 2028-05-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032                                                          | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1241465.92   | 0.03%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                                | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5034040.55   | 0.11%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.85% 04/05/2029                                                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   6197000 | PA      | $6102832.19   | 0.13%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY 5.2% 06/15/2033                                                                  | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3677886.73   | 0.08%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.75% 05/31/2030                                                                        | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111573800 | PA      | $112332153.73 | 2.42%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1                                    | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 5.12% 04/11/2035 144A                             | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7253000 | PA      | $7456789.72   | 0.16%             | 2035-04-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1734510.12   | 0.04%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.75% 06/06/2028                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7897000 | PA      | $8187236.55   | 0.18%             | 2028-06-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1                                         | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028                                       | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1974412 | PA      | $1983792.53   | 0.04%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                          | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                    | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54982 | PA      | $54755.83     | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A                                            | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5924000 | PA      | $5961915.38   | 0.13%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.73% 06/15/2028 144A                                            | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4517000 | PA      | $4549276.68   | 0.10%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                               | VERIZON MASTER TRUST 5.16% 06/20/2029                                                             | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6694000 | PA      | $6734908.37   | 0.14%             | 2029-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027                                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2746398.85   | 0.06%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3                                  | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028                                | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    679924 | PA      | $684817.69    | 0.01%             | 2028-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                                              | HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028                                            | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    646186 | PA      | $650876.59    | 0.01%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10882282.32  | 0.23%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.449%/VAR 07/20/2029                                                              | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7193000 | PA      | $7433786.90   | 0.16%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                      | DLLAA 2023-1A 5.64% 02/22/2028 144A                                                               | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    443431 | PA      | $448118.44    | 0.01%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                          | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027                                                         | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1601000 | PA      | $1579869.31   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                                                    | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3450000 | PA      | $3491582.33   | 0.08%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                            | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $7358284.78   | 0.16%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2023-REV2                                                    | FORD CR AUTO OWNER TR 2023-REV2 5.28% 02/15/2036 144A                                             | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7988000 | PA      | $8255014.08   | 0.18%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 08/15/2033                                                                       | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61043400 | PA      | $61157856.38  | 1.32%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                        | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2123309.34   | 0.05%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 3.125% 03/15/2027                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8266000 | PA      | $8157459.57   | 0.18%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                              | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 02/02/2029                               | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3155000 | PA      | $3040630.62   | 0.07%             | 2029-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 08/31/2030                                                                       | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 151622500 | PA      | $155045851.00 | 3.34%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A                                                | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9813193.47   | 0.21%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                   | SOUTHERN COMPANY 5.5% 03/15/2029                                                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3579000 | PA      | $3720207.30   | 0.08%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                                  | CHASE ISSUANCE TR 5.08% 09/15/2030                                                                | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   8477000 | PA      | $8770746.70   | 0.19%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA PWR CO                                                                 | MONONGAHELA PWR CO 5.85% 02/15/2034 144A                                                          | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6085000 | PA      | $6482882.75   | 0.14%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.1% 01/15/2027                         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5500000 | PA      | $5605429.89   | 0.12%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                            | WESTERN GAS PARTNERS LP 6.35% 01/15/2029                                                          | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8441797.92   | 0.18%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                        | NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A                                         | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   6900000 | PA      | $7034975.52   | 0.15%             | 2027-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029                                                      | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $9000546.64   | 0.19%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                            | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   2723402 | PA      | $2756877.39   | 0.06%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                                                   | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                             | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    967897 | PA      | $980810.79    | 0.02%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                         | KENVUE INC 5% 03/22/2030                                                                          | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   7415000 | PA      | $7642036.33   | 0.16%             | 2030-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 6.25% 11/01/2028                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   4041000 | PA      | $4282932.20   | 0.09%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 6.407%/VAR 11/01/2029                                                              | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $9025255.38   | 0.19%             | 2029-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.5% 11/15/2033                                                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48645800 | PA      | $50768352.95  | 1.09%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2                                    | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 5.77% 08/11/2036 144A                             | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11424000 | PA      | $11980766.92  | 0.26%             | 2036-08-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                           | RTX CORP 5.75% 01/15/2029                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1653000 | PA      | $1734835.27   | 0.04%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                           | RTX CORP 6% 03/15/2031                                                                            | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $8541360.95   | 0.18%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 6% 11/15/2028                                                                        | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7927000 | PA      | $8333736.91   | 0.18%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                               | VERIZON MASTER TRUST 5.67% 11/20/2029                                                             | CUSIP: 92348KCD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10170210.00  | 0.22%             | 2029-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                                         | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028                                       | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5175168 | PA      | $5233579.61   | 0.11%             | 2028-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                                         | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 A4 5.57% 04/22/2030                                    | CUSIP: 92867YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4900000 | PA      | $5018632.43   | 0.11%             | 2030-04-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                            | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                          | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1587392 | PA      | $1587391.06   | 0.03%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028                                                    | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10500000 | PA      | $10646449.59  | 0.23%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                 | CREDIT AGRICOLE SA 6.251%/VAR 01/10/2035 144A                                                     | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  10500000 | PA      | $11172382.62  | 0.24%             | 2035-01-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.1% 01/19/2029                         | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4311000 | PA      | $4415543.00   | 0.10%             | 2029-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A                                                      | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2486000 | PA      | $2556450.03   | 0.06%             | 2029-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                               | VERIZON MASTER TRUST 4.83% 12/22/2031 144A                                                        | CUSIP: 92348KCH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7262000 | PA      | $7443016.24   | 0.16%             | 2031-12-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                           | MASSMUTUAL GLOBAL FDG II 4.85% 01/17/2029 144A                                                    | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10624824.29  | 0.23%             | 2029-01-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.634%/VAR 01/19/2030 144A                                                | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10410000 | PA      | $10758043.46  | 0.23%             | 2030-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 5.466%/VAR 01/18/2035                                                              | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6160000 | PA      | $6449958.78   | 0.14%             | 2035-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 5.75% 02/01/2034                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5266991.55   | 0.11%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035                                                 | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4089000 | PA      | $4300573.08   | 0.09%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 5.435%/VAR 01/24/2030                                                       | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7266149.87   | 0.16%             | 2030-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 5.711%/VAR 01/24/2035                                                       | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6098000 | PA      | $6448585.18   | 0.14%             | 2035-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                 | REALTY INCOME CORP 2.1% 03/15/2028                                                                | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $2861266.29   | 0.06%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                                  | CHASE ISSUANCE TR 24-A2 A 4.63% 01/15/2031                                                        | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13314733.90  | 0.29%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 02/15/2034                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25312100 | PA      | $25511828.16  | 0.55%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2024-REV1                                                    | FORD CR AUTO OWNER TR 24-1 A 4.87% 08/15/2036 144A                                                | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7176000 | PA      | $7357904.42   | 0.16%             | 2036-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 5.125% 02/13/2031                                                          | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5374000 | PA      | $5586426.91   | 0.12%             | 2031-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                             | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                           | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1444115 | PA      | $1444115.26   | 0.03%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                            | BRISTOL-MYERS SQUIBB CO 5.1% 02/22/2031                                                           | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3569000 | PA      | $3732657.07   | 0.08%             | 2031-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                        | EXELON CORP 5.15% 03/15/2029                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2001000 | PA      | $2060575.87   | 0.04%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1                                    | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 4.98% 12/11/2036 144A                             | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5692000 | PA      | $5859110.86   | 0.13%             | 2036-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3429000 | PA      | $3572015.15   | 0.08%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 5.75% 04/01/2034                                                               | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467010.42    | 0.01%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                         | HUMANA INC 5.375% 04/15/2031                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2327865.75   | 0.05%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 5.335%/VAR 03/19/2030                                                                | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5470000 | PA      | $5664986.57   | 0.12%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                                                  | NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A                                           | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3127000 | PA      | $3165497.44   | 0.07%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                          | BANK IRELAND GROUP PLC 5.601%/VAR 03/20/2030 144A                                                 | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   6702000 | PA      | $6979598.31   | 0.15%             | 2030-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A                                            | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10783000 | PA      | $10932810.38  | 0.24%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.06% 03/15/2031 144A                                            | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12352000 | PA      | $12758774.83  | 0.27%             | 2031-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                       | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                       | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5598761 | PA      | $5598760.64   | 0.12%             | 2041-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                     | BRUNSWICK CORP 5.85% 03/18/2029                                                                   | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   8511000 | PA      | $8784151.35   | 0.19%             | 2029-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.35% 03/15/2031 144A                                            | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1275000 | PA      | $1313333.51   | 0.03%             | 2031-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 5.125% 03/26/2029 144A                                                            | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2932000 | PA      | $3025833.97   | 0.07%             | 2029-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 5.25% 03/26/2031 144A                                                             | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    774000 | PA      | $808831.60    | 0.02%             | 2031-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                    | BAE SYSTEMS PLC 5.3% 03/26/2034 144A                                                              | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $9388515.24   | 0.20%             | 2034-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.33% 03/15/2029 144A                                            | CUSIP: 361886DC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5100000 | PA      | $5164482.36   | 0.11%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A                                                      | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $11057400.69  | 0.24%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                             | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A                                      | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1815332 | PA      | $1827745.02   | 0.04%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CRDT AUTO OWNER TRUST 2024                                                    | FORD CRDT AUTO OWNER TRUST 2024-A A4 5.01% 09/15/2029                                             | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2855578.04   | 0.06%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                           | AMPHENOL CORPORATION NEW 5.05% 04/05/2029                                                         | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2400566.91   | 0.05%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.25% 04/05/2027                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4591000 | PA      | $4652009.94   | 0.10%             | 2027-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.3% 04/05/2029                                                                      | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3837000 | PA      | $3960709.79   | 0.09%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 5.258%/VAR 04/17/2030                                                  | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   8500000 | PA      | $8794024.61   | 0.19%             | 2030-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                         | NUVEEN LLC 5.55% 01/15/2030 144A                                                                  | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1891000 | PA      | $1976596.91   | 0.04%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A                               | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027                             | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4080000 | PA      | $4108704.43   | 0.09%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                                     | AMERICAN EXPRESS CR ACC MST TR 5.24% 04/15/2031                                                   | CUSIP: 02582JKF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10741000 | PA      | $11222362.21  | 0.24%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                        | CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029                                                       | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1265005.00   | 0.03%             | 2029-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2                                                      | CHASE AUTO OWNER TRUST 2024-2A A4 5.48% 11/26/2029 144A                                           | CUSIP: 16144CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1546878.30   | 0.03%             | 2029-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                  | ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A                                           | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1144000 | PA      | $1163482.21   | 0.03%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                        | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029                                     | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   3472000 | PA      | $3625601.42   | 0.08%             | 2029-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.375% 05/15/2034                                                                       | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108406400 | PA      | $112073584.71 | 2.41%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                           | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                  | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470398 | PA      | $470691.38    | 0.01%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                     | FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A                                              | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   8539000 | PA      | $8684366.23   | 0.19%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                                              | PALMER SQUARE LOAN FUNDING 2024-3 LTD A1 TSFR3M+108 08/08/2032 144A                               | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3417421 | PA      | $3418924.60   | 0.07%             | 2032-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                   | DLLAD 2024-1 LLC 5.3% 07/20/2029 144A                                                             | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    546000 | PA      | $557546.21    | 0.01%             | 2029-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                     | FORD CR FLOORPLN MAST OWN TR A 5.48% 04/15/2029 144A                                              | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   5501000 | PA      | $5590774.67   | 0.12%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 5.55% 06/01/2031                                                                  | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  11017000 | PA      | $11578174.47  | 0.25%             | 2031-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                                 | INGERSOLL RAND INC 5.176% 06/15/2029                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $11507213.38  | 0.25%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.75% 11/15/2029 144A                                                 | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  11100000 | PA      | $11540998.34  | 0.25%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.85% 05/17/2027                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9428898.19   | 0.20%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                                              | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 02/15/2030                                            | CUSIP: 58770JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6065000 | PA      | $6165770.58   | 0.13%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                 | RGA GLOBAL FUNDING 5.448% 05/24/2029 144A                                                         | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   5525000 | PA      | $5729190.41   | 0.12%             | 2029-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 05/31/2031                                                                       | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53424900 | PA      | $55977191.25  | 1.20%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                 | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                            | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    804124 | PA      | $794032.25    | 0.02%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                 | PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A                                                         | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3442610 | PA      | $3367732.54   | 0.07%             | 2054-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                              | SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A                                                      | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2656170 | PA      | $2686390.04   | 0.06%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                              | SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A                                                      | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2814570 | PA      | $2877214.17   | 0.06%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                       | ARI FLEET LEASE TRUST 2024-B 5.26% 04/15/2033 144A                                                | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    861000 | PA      | $878073.20    | 0.02%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                        | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1946623 | PA      | $2003174.62   | 0.04%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 5.25% 07/01/2029                                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1121841.28   | 0.02%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                                   | KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A                                            | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1492000 | PA      | $1516787.64   | 0.03%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                       | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  12900000 | PA      | $13261855.45  | 0.29%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                         | PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A                                                 | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    471194 | PA      | $482769.60    | 0.01%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 5.5% 02/01/2030 144A                                                  | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  11100000 | PA      | $11546702.74  | 0.25%             | 2030-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A                                                | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2992000 | PA      | $3054439.78   | 0.07%             | 2027-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                        | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1725416 | PA      | $1775540.98   | 0.04%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 5.05% 07/12/2029                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6867000 | PA      | $7095812.29   | 0.15%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 5.15% 11/15/2031                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $9495543.42   | 0.20%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN                 | NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN AR TSFR3M+125 07/23/2036 144A  | CUSIP: 64134VAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  12218000 | PA      | $12221567.66  | 0.26%             | 2036-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                       | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7717252.95   | 0.17%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                              | ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A                                       | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5914000 | PA      | $5994565.83   | 0.13%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                         | CITIZENS FINANCIAL GRP INC 5.718%/VAR 07/23/2032                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   5236000 | PA      | $5491699.85   | 0.12%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 5.375% 01/01/2032                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3619104.72   | 0.08%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 5.2% 08/01/2029                                                         | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2786000 | PA      | $2855404.83   | 0.06%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC                                            | MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A                            | CUSIP: 55954HAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8952000 | PA      | $8954327.52   | 0.19%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                   | EQT TR 2024-EXTR A VAR 07/05/2041 144A                                                            | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10131000 | PA      | $10387602.02  | 0.22%             | 2041-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                                                   | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                                            | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3427000 | PA      | $3457313.19   | 0.07%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4.8% 11/15/2029                                                                  | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4930000 | PA      | $5027611.09   | 0.11%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 4.964%/VAR 08/15/2030                                                           | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  12000000 | PA      | $12277171.80  | 0.26%             | 2030-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                             | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                            | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3794000 | PA      | $3875386.57   | 0.08%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                             | ROPER TECHNOLOGIES INC 4.5% 10/15/2029                                                            | CUSIP: 776696AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   3337000 | PA      | $3372572.82   | 0.07%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                                          | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A                          | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7174000 | PA      | $7188175.82   | 0.15%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC                                            | DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A                            | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5695000 | PA      | $5704345.50   | 0.12%             | 2034-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                  | COLUMBIA PIPELINES HOLDING CO LLC 5.097% 10/01/2031 144A                                          | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9253000 | PA      | $9434797.58   | 0.20%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.4% 10/15/2029                                                                         | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    965000 | PA      | $968005.42    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.75% 10/15/2031                                                                        | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   6165000 | PA      | $6193592.16   | 0.13%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                      | INTERCONTINENTAL EXCHANGE INC 3.625% 09/01/2028                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9408396.25   | 0.20%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 4.6% 10/01/2029 144A                                                 | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3187000 | PA      | $3207596.05   | 0.07%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 4.721% 10/08/2029 144A                                                      | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3801050.47   | 0.08%             | 2029-10-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                              | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A                                       | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2139000 | PA      | $2160540.80   | 0.05%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.654%/VAR 10/18/2030                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9640190.08   | 0.21%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.8% 09/19/2039 144A                                             | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   5987582 | PA      | $6036276.11   | 0.13%             | 2039-09-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                              | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                              | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1171934 | PA      | $1172309.34   | 0.03%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 11/15/2034                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71862500 | PA      | $73473792.35  | 1.58%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC                                          | FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC X TSFR3M+100 01/15/2038 144A                            | CUSIP: 33888AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1949600 | PA      | $1949523.97   | 0.04%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                                    | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A                    | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  19121000 | PA      | $19114116.44  | 0.41%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                              | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                              | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8752283.75   | 0.19%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SER 2018-A / AIMCO CLO SER 2018-A LLC                                    | AIMCO CLO SER 2018-A / AIMCO CLO SER 2018-A LLC XR TSFR3M+100 10/17/2037 144A                     | CUSIP: 00900GAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1530000 | PA      | $1530078.03   | 0.03%             | 2037-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.298% 05/01/2029                                                                       | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1112474.86   | 0.02%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARTWICK PARK CLO LTD                                                              | HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A                                               | CUSIP: 417403AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   7202000 | PA      | $7199839.40   | 0.15%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                                  | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                                  | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8184000 | PA      | $8167722.02   | 0.18%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                    | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                    | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8203000 | PA      | $8207331.18   | 0.18%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A                                       | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   6566000 | PA      | $6762781.05   | 0.15%             | 2029-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 5.15% 01/15/2030 144A                                                 | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    307000 | PA      | $312510.56    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.95% 01/15/2028 144A                                                 | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6243000 | PA      | $6316630.50   | 0.14%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                           | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793027 | PA      | $787785.54    | 0.02%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                  | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3086000 | PA      | $3085998.15   | 0.07%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                       | GALLAGHER (ARTHUR J.) and CO 5% 02/15/2032                                                        | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1129836.40   | 0.02%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.875% 11/07/2029                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  15700000 | PA      | $16061179.76  | 0.35%             | 2029-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 01/15/2028                                                                        | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64859100 | PA      | $65839587.34  | 1.42%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                      | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   8249000 | PA      | $8379198.34   | 0.18%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                       | MEXICO UNITED MEXICAN STATES 6% 05/13/2030                                                        | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4380000 | PA      | $4602285.00   | 0.10%             | 2030-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A                                                | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   5621000 | PA      | $5829464.62   | 0.13%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                            | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                                      | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   6601000 | PA      | $6787355.54   | 0.15%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                              | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4595390.06   | 0.10%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5343000 | PA      | $5551869.41   | 0.12%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                 | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                   | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2620000 | PA      | $2614891.00   | 0.06%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 01/31/2030                                                                        | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72516100 | PA      | $74411149.46  | 1.60%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                              | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.82% 02/20/2029 144A                                       | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5650000 | PA      | $5745231.32   | 0.12%             | 2029-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AASET 2025-1 LTD / AASET 2025-1 LLC                                                | AASET 2025-1 LTD / AASET 2025-1 LLC 5.943% 02/16/2050 144A                                        | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1610455 | PA      | $1642481.62   | 0.04%             | 2050-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                       | FIRSTENERGY TRANSMISSION LLC 4.55% 01/15/2030                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5670925.18   | 0.12%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                              | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.25% 03/15/2030 144A                                       | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7177000 | PA      | $7344270.18   | 0.16%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC                        | PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC A1A5 TSFR3M+105 05/21/2034 144A       | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   6860000 | PA      | $6860260.68   | 0.15%             | 2034-05-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 02/15/2035                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71057100 | PA      | $74651566.04  | 1.61%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                                             | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                               | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7600000 | PA      | $7585985.60   | 0.16%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD AVIATION LLC                                                                | GILEAD AVIATION LLC 0% 03/15/2050 144A                                                            | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3813668 | PA      | $3890610.06   | 0.08%             | 2050-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                            | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7938040 | PA      | $7923156.60   | 0.17%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                      | DTE ENERGY CO 5.2% 04/01/2030                                                                     | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   6298000 | PA      | $6513196.30   | 0.14%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TR                                                                    | ALTDE 2025-1 TR 5.9% 08/15/2050 144A                                                              | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2236997 | PA      | $2293591.06   | 0.05%             | 2050-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.367%/VAR 02/25/2031                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10565000 | PA      | $10946191.96  | 0.24%             | 2031-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.899%/VAR 03/03/2029                                                           | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8453000 | PA      | $8580113.26   | 0.18%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                                     | CHEVRON PHIL CHEM LLC /CHEV LP 4.75% 05/15/2030 144A                                              | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1627707.76   | 0.04%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2025-VTT                                                   | WELLS FARGO COML MTG TR 2025-VTT A VAR 03/15/2038 144A                                            | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2183000 | PA      | $2194504.85   | 0.05%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 5% 03/01/2032 144A                                                                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2139276.15   | 0.05%             | 2032-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 4.8% 03/01/2030 144A                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2757000 | PA      | $2824219.02   | 0.06%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                | PUBLIC SVC ENTERPRISE GRP INC 4.9% 03/15/2030                                                     | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2951000 | PA      | $3022740.76   | 0.07%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 03/15/2028                                                                       | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69022500 | PA      | $69607573.36  | 1.50%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 4.9% 03/15/2030                                                               | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10130583.08  | 0.22%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 4.858%/VAR 03/25/2029                                                                | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4061842.88   | 0.09%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                             | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                              | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5689179 | PA      | $5689177.51   | 0.12%             | 2040-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 5% 03/27/2030 144A                                        | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   5316000 | PA      | $5449267.81   | 0.12%             | 2030-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 5.186% 04/01/2030 144A                                                           | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6052000 | PA      | $6234614.74   | 0.13%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                                                   | FLATIRON CLO LTD AR2 TSFR3M+118 11/16/2034 144A                                                   | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5559511 | PA      | $5560833.72   | 0.12%             | 2034-11-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2018-1                                                              | TOWD PT MTG TR 2018-1 3.25% 01/25/2058 144A                                                       | CUSIP: 89176EAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3281112 | PA      | $3207435.29   | 0.07%             | 2058-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.75% 04/01/2028                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    674000 | PA      | $681396.73    | 0.01%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 5% 04/01/2030                                                                  | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4396000 | PA      | $4505861.62   | 0.10%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                       | FORTITUDE GROUP HOLDINGS LLC 6.25% 04/01/2030 144A                                                | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   6558000 | PA      | $6824325.04   | 0.15%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                   | LPL HOLDINGS INC 4.9% 04/03/2028                                                                  | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4287000 | PA      | $4348083.32   | 0.09%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                              | AMRIZE FINANCE US LLC 4.7% 04/07/2028 144A                                                        | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2707070.03   | 0.06%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                        | PAYCHEX INC 5.1% 04/15/2030                                                                       | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    374000 | PA      | $384350.96    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                        | PAYCHEX INC 5.35% 04/15/2032                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    341000 | PA      | $354632.39    | 0.01%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                       | AUTOZONE INC 5.165% 06/15/2030                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2111578.19   | 0.05%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                  | JAPAN TOBACCO INC 4.85% 05/15/2028 144A                                                           | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   5679000 | PA      | $5786828.65   | 0.12%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                  | JAPAN TOBACCO INC 5.21% 06/15/2030 144A                                                           | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   4267000 | PA      | $4440707.27   | 0.10%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                              | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7389000 | PA      | $7536476.76   | 0.16%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTST LINE CO                                                      | TRANS-ALLEGHENY INTST LINE CO 5.2% 01/15/2031 144A                                                | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4713000 | PA      | $4855818.18   | 0.10%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.97%/VAR 04/23/2029                                                       | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10196173.20  | 0.22%             | 2029-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                    | WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A                                              | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1263352.67   | 0.03%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 05/15/2035                                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59661000 | PA      | $60891508.13  | 1.31%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.75% 05/15/2028                                                                        | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42391800 | PA      | $42654226.44  | 0.92%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                           | AMERICAN HOMES 4 RENT LP 4.95% 06/15/2030                                                         | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $3602674.92   | 0.08%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                          | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                              | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8783000 | PA      | $8799327.60   | 0.19%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                         | PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $2152337.54   | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                           | AGREE LP 5.6% 06/15/2035                                                                          | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   2853000 | PA      | $3005831.04   | 0.06%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                    | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9085000 | PA      | $9119030.59   | 0.20%             | 2040-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1                                                                        | SLAM 2025-1 5.807% 05/15/2050 144A                                                                | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2017616 | PA      | $2077788.43   | 0.04%             | 2050-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 5.071%/VAR 05/20/2031                                                       | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   9922000 | PA      | $10211851.29  | 0.22%             | 2031-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.63% 04/15/2030                                                                  | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6710000 | PA      | $6805157.87   | 0.15%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.84% 04/15/2030                                                                  | CUSIP: 34529BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3385000 | PA      | $3432617.13   | 0.07%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                 | AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A                                               | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1626673.92   | 0.04%             | 2029-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                      | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207553.60    | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 5.115%/VAR 05/23/2031                                                           | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  12530000 | PA      | $12898213.72  | 0.28%             | 2031-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 5.45% 07/15/2030                                                         | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $13110066.90  | 0.28%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                                | FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A                                              | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10932000 | PA      | $10942800.82  | 0.24%             | 2036-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                        | VENTAS RLTY LTD PARTNERSHIP 5.1% 07/15/2032                                                       | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |  11621000 | PA      | $11947290.84  | 0.26%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                   | EQUITABLE AMERICA GLOBAL FUNDING 4.95% 06/09/2030 144A                                            | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   6539000 | PA      | $6673453.02   | 0.14%             | 2030-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                   | EQUITABLE AMERICA GLOBAL FUNDING 4.65% 06/09/2028 144A                                            | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   4832000 | PA      | $4884784.09   | 0.11%             | 2028-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                     | TARGA RES CORP 4.9% 09/15/2030                                                                    | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1582957.14   | 0.03%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                | BROWN and BROWN INC 4.9% 06/23/2030                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4446000 | PA      | $4504108.78   | 0.10%             | 2030-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 10YR NOTE FUT (CBT)MAR26 TYH6                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       154 | NC      | $80138.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 10YR ULTRA FUT MAR26 UXYH6                                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       264 | NC      | $209882.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 4.9% 06/20/2030                                                                      | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9819000 | PA      | $10049517.52  | 0.22%             | 2030-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                           | ARES CLO AR2 TSFR3M+131 07/15/2038 144A                                                           | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5627000 | PA      | $5631856.10   | 0.12%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 06/30/2030                                                                       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34041100 | PA      | $34451986.63  | 0.74%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 5YR NOTE (CBT) FUT MAR26 FVH6                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1417 | NC      | $407334.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC                  | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                     | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12680000 | PA      | $12678098.00  | 0.27%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 2YR NOTE (CBT) FUT MAR26 TUH6                                                                  | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       817 | NC      | $89863.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                         | MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031                                                       | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   8338000 | PA      | $8462394.12   | 0.18%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4.625% 06/30/2030                                                                | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2433467.81   | 0.05%             | 2030-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                           | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                        | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1811509.01   | 0.04%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                               | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                                        | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2474000 | PA      | $2517612.91   | 0.05%             | 2040-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                               | CENT TRUST 2025-CITY VAR 07/10/2040 144A                                                          | CUSIP: 12517TAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  86588000 | PA      | $604730.59    | 0.01%             | 2040-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                            | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $598231.62    | 0.01%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 4.876% 07/16/2030 144A                                                           | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1553000 | PA      | $1586570.75   | 0.03%             | 2030-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXII LTD                                               | BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A                               | CUSIP: 08186UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13300000 | PA      | $13313552.70  | 0.29%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT VAR 07/25/2030                                                     | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12375000 | PA      | $12531318.53  | 0.27%             | 2030-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                                               | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  10800000 | PA      | $10956599.89  | 0.24%             | 2031-08-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FEDERAL HOME LN MTG MLT CTF GT K545 A2 4.29% 07/25/2030                                           | CUSIP: 3137HMCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9451000 | PA      | $9579830.36   | 0.21%             | 2030-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 08/15/2035                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44790500 | PA      | $45658315.94  | 0.98%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 08/15/2028                                                                       | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 164933500 | PA      | $165500458.91 | 3.56%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-5 LTD                                                 | BAIN CAPITAL CREDIT CLO 2020-5 LTD ARR TSFR3M+115 04/20/2034 144A                                 | CUSIP: 05683FBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12740000 | PA      | $12734241.52  | 0.27%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                           | MSCI INC 5.25% 09/01/2035                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2582000 | PA      | $2610867.84   | 0.06%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                  | HEALTHPEAK OP LLC 4.75% 01/15/2033                                                                | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |  12645000 | PA      | $12635146.76  | 0.27%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                             | EXTRA SPACE STORAGE LP 4.95% 01/15/2033                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   5909000 | PA      | $5980333.68   | 0.13%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 4.93% 07/25/2055 144A                                                | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13150000 | PA      | $13222353.93  | 0.28%             | 2055-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                             | ROPER TECHNOLOGIES INC 4.45% 09/15/2030                                                           | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1956864.28   | 0.04%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                               | VERISK ANALYTICS INC 4.5% 08/15/2030                                                              | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1054472.41   | 0.02%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                          | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   2316000 | PA      | $2333660.43   | 0.05%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 5% 09/15/2032                                                                     | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1298346.44   | 0.03%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                    | NXP B V/NXP FDG LLC/NXP USA INC 4.85% 08/19/2032                                                  | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1296000 | PA      | $1307527.89   | 0.03%             | 2032-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                          | INVITATION HOMES OPERATING PARTNERSHIP LP 4.95% 01/15/2033                                        | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   5481000 | PA      | $5547431.36   | 0.12%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                                          | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A                          | CUSIP: 33884EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17426000 | PA      | $17449228.86  | 0.38%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 08/31/2027                                                                       | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13244300 | PA      | $13265511.54  | 0.29%             | 2027-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 08/31/2030                                                                       | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86181600 | PA      | $86269127.76  | 1.86%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                   | BRIXMOR OPERATING PARTNERSHIP LP 4.85% 02/15/2033                                                 | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   3708000 | PA      | $3719918.96   | 0.08%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 7 LP                                                         | PK ALIFT LOAN FUNDING 7 LP 4.75% 03/15/2043 144A                                                  | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3380000 | PA      | $3351003.99   | 0.07%             | 2043-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                 | AVIS BUDGET RENTCAR FDG AE LLC 4.17% 02/20/2030 144A                                              | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   5800000 | PA      | $5801627.48   | 0.12%             | 2030-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                              | UBER TECHNOLOGIES INC 4.15% 01/15/2031                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2100756.30   | 0.05%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC                            | INVESCO CLO 2021-3A A1R TSFR3M+108 10/22/2034 144A                                                | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $10996997.00  | 0.24%             | 2034-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                  | SOUTHERN POWER CO 4.25% 10/01/2030                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   4159000 | PA      | $4152198.87   | 0.09%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 09/30/2032                                                                       | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25052000 | PA      | $25189003.13  | 0.54%             | 2032-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                                        | JUNIPER VALLEY PARK CLO LLC 1A ARR TSFR3M+108 07/20/2036 144A                                     | CUSIP: 48206KAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $9989940.00   | 0.22%             | 2036-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 4.15% 02/15/2029                                                               | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8211000 | PA      | $8199863.26   | 0.18%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 4.375% 09/30/2030 144A                                                       | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   8940000 | PA      | $8927812.99   | 0.19%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                         | COPT DEFENSE PROPERTIES LP 4.5% 10/15/2030                                                        | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    429000 | PA      | $427259.23    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.45% 09/26/2030                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1586449.71   | 0.03%             | 2030-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                               | EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A                                          | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6025000 | PA      | $6034401.41   | 0.13%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                  | DB MASTER FIN LLC 4.891% 08/20/2055 144A                                                          | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |   2475000 | PA      | $2492654.18   | 0.05%             | 2055-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                            | CRH AMER FIN INC 4.4% 02/09/2031                                                                  | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |  11330000 | PA      | $11355625.17  | 0.24%             | 2031-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RR 16 LTD                                                                          | RR 16 LTD A1R TSFR3M+105 07/15/2036 144A                                                          | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   8397000 | PA      | $8396806.87   | 0.18%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA                                           | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA VAR 11/05/2037 144A                                      | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1776000 | PA      | $1790569.59   | 0.04%             | 2037-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 4.2% 10/27/2028                                                          | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5178000 | PA      | $5181115.86   | 0.11%             | 2028-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.5% 10/31/2027                                                                         | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27796400 | PA      | $27789885.08  | 0.60%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 4.425%/VAR 11/04/2031                                                    | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   9787000 | PA      | $9806923.69   | 0.21%             | 2031-11-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                 | META PLATFORMS INC 4.2% 11/15/2030                                                                | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6457000 | PA      | $6501885.32   | 0.14%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                 | META PLATFORMS INC 4.6% 11/15/2032                                                                | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6985000 | PA      | $7089417.02   | 0.15%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.619%/VAR 11/06/2031                                                           | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  13685000 | PA      | $13774014.49  | 0.30%             | 2031-11-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                | GLOBAL PAYMENTS INC 4.5% 11/15/2028                                                               | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  10540000 | PA      | $10575199.91  | 0.23%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                         | VERIZON COMMUNICATIONS INC 4.75% 01/15/2033                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2510173.19   | 0.05%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                     | CANADIAN NATL RESOURCES LTD 5% 12/15/2029                                                         | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2867000 | PA      | $2936258.52   | 0.06%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                  | COLUMBIA PIPELINES HOLDING CO LLC 4.999% 11/17/2032 144A                                          | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6902000 | PA      | $6916952.84   | 0.15%             | 2032-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 4.65% 03/20/2031                                                               | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    911000 | PA      | $913755.36    | 0.02%             | 2031-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer