# EDGAR Filing Document

**Accession Number:** 0001696729
**File Stem:** 0000894189-26-004322
**Filing Date:** 2026-2
**Character Count:** 1115695
**Document Hash:** 932ed7f6b51c4d7f4564e7f3cae8e9f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-004322.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0000894189-26-004322

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PFM Multi-Manager Series Trust
- **CENTRAL INDEX KEY:** 0001696729

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23282
- **FILM NUMBER:** 26670312

**BUSINESS ADDRESS:**
- **STREET 1:** 213 MARKET STREET
- **CITY:** HARRISBURG
- **STATE:** PA
- **ZIP:** 17101
- **BUSINESS PHONE:** 215-567-6100

**MAIL ADDRESS:**
- **STREET 1:** 213 MARKET STREET
- **CITY:** HARRISBURG
- **STATE:** PA
- **ZIP:** 17101

## Series and Classes Contracts Data

### First American Multi-Manager Fixed-Income Fund (Series ID: S000059562)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000195101 | Institutional Class | FAFIX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **First American Multi-Manager Domestic Equity Fund** | **First American Multi-Manager Domestic Equity Fund** | **First American Multi-Manager Domestic Equity Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** |
| **Investments** | **Shares** | **Value** |
| **COMMON STOCKS - 22.1%** | **COMMON STOCKS - 22.1%** | |
| **COMMUNICATION SERVICES - 2.3%** | **COMMUNICATION SERVICES - 2.3%** | |
| Alphabet, Inc. - Class A | 25798 | $8074774 |
| Alphabet, Inc. - Class C | 21468 | 6736658 |
| AT&T, Inc. | 32971 | 819000 |
| Charter Communications, Inc. - Class A <sup>(b)</sup> | 1453 | 303314 |
| Electronic Arts, Inc. | 1944 | 397218 |
| Meta Platforms, Inc. - Class A | 12954 | 8550806 |
| Netflix, Inc. <sup>(b)</sup> | 21583 | 2023622 |
| New York Times Co. (The) - Class A | 4513 | 313292 |
| Universal Music Group NV | 16562 | 432690 |
| Walt Disney Co. | 6951 | 790815 |
| **Total Communication Services** |  | **28442189** |
| **CONSUMER DISCRETIONARY - 2.4%** | **CONSUMER DISCRETIONARY - 2.4%** |  |
| ADT, Inc. | 27444 | 221473 |
| Amazon.com, Inc. <sup>(b)</sup> | 45301 | 10456377 |
| Best Buy Co., Inc. | 5003 | 334851 |
| Birkenstock Holding PLC <sup>(b)</sup> | 17905 | 732315 |
| Cava Group, Inc. <sup>(b)</sup> | 7150 | 419633 |
| eBay, Inc. | 3187 | 277588 |
| Floor & Decor Holdings, Inc. - Class A <sup>(b)</sup> | 609 | 37082 |
| General Motors Co. | 30867 | 2510104 |
| Genius Sports Ltd. <sup>(b)</sup> | 66065 | 728036 |
| Graham Holdings Co. - Class B | 196 | 215326 |
| Hilton Worldwide Holdings, Inc. | 2844 | 816939 |
| Home Depot, Inc. (The) | 6303 | 2168862 |
| Life Time Group Holdings, Inc. <sup>(b)</sup> | 38485 | 1022931 |
| Lowe's Cos., Inc. | 5199 | 1253791 |
| Marriott International, Inc./MD - Class A | 5938 | 1842205 |
| McDonald's Corp. | 2390 | 730456 |
| NIKE, Inc. - Class B | 2076 | 132262 |
| O'Reilly Automotive, Inc. <sup>(b)</sup> | 18651 | 1701158 |
| PulteGroup, Inc. | 7094 | 831842 |
| Tesla, Inc. <sup>(b)</sup> | 5795 | 2606127 |
| Vail Resorts, Inc. | 1586 | 210621 |
| Viking Holdings Ltd. <sup>(b)</sup> | 10078 | 719670 |
| **Total Consumer Discretionary** |  | **29969649** |
| **CONSUMER STAPLES - 1.0%** | **CONSUMER STAPLES - 1.0%** |  |
| Casey's General Stores, Inc. | 588 | 324993 |
| Coca-Cola Co. (The) | 19723 | 1378835 |
| Costco Wholesale Corp. | 2905 | 2505098 |
| Darling Ingredients, Inc. <sup>(b)</sup> | 49400 | 1778400 |
| Hershey Co. (The) | 948 | 172517 |
| Keurig Dr Pepper, Inc. | 10290 | 288223 |
| Kimberly-Clark Corp. | 2396 | 241732 |
| Kroger Co. | 6760 | 422365 |
| Molson Coors Beverage Co. - Class B | 8929 | 416806 |
| Performance Food Group Co. <sup>(b)</sup> | 4535 | 407787 |
| Procter & Gamble Co. (The) | 5690 | 815434 |
| Target Corp. | 3745 | 366074 |
| Turning Point Brands, Inc. | 6600 | 715440 |
| Vital Farms, Inc. <sup>(b)</sup> | 26870 | 858228 |
| Walmart, Inc. | 14634 | 1630374 |
| **Total Consumer Staples** |  | **12322306** |
| **ENERGY - 0.6%** | **ENERGY - 0.6%** |  |
| Antero Resources Corp. <sup>(b)</sup> | 80582 | 2776856 |
| Baker Hughes Co. | 30250 | 1377585 |
| ConocoPhillips | 8401 | 786417 |
| Exxon Mobil Corp. | 10723 | 1290406 |
| Magnolia Oil & Gas Corp. - Class A | 25425 | 556553 |
| Permian Resources Corp. | 24126 | 338488 |
| **Total Energy** |  | **7126305** |
| **FINANCIALS - 3.2%** | **FINANCIALS - 3.2%** |  |
| Affirm Holdings, Inc. <sup>(b)</sup> | 3865 | 287672 |
| Ameriprise Financial, Inc. | 6145 | 3013139 |
| Apollo Global Management, Inc. | 7981 | 1155329 |
| Arch Capital Group Ltd. <sup>(b)</sup> | 7753 | 743668 |
| Assured Guaranty Ltd. | 3118 | 280215 |
| Axos Financial, Inc. <sup>(b)</sup> | 11365 | 979208 |
| Bank of America Corp. | 64618 | 3553990 |
| Bank of New York Mellon Corp. (The) | 11165 | 1296145 |
| Berkshire Hathaway, Inc. - Class B <sup>(b)</sup> | 4415 | 2219200 |
| Blackrock, Inc. | 702 | 751379 |
| Chime Financial, Inc. - Class A <sup>(b)</sup> | 33745 | 849362 |
| Chubb Ltd. | 8789 | 2743223 |
| Citigroup, Inc. | 15469 | 1805078 |
| Coinbase Global, Inc. - Class A <sup>(b)</sup> | 1678 | 379463 |
| Corebridge Financial, Inc. | 13092 | 394986 |
| Fifth Third Bancorp | 6923 | 324066 |
| Goldman Sachs Group, Inc. (The) | 2844 | 2499876 |
| Intercontinental Exchange, Inc. | 14252 | 2308254 |
| Jefferies Financial Group, Inc. | 2091 | 129579 |
| JPMorgan Chase & Co. | 16085 | 5182909 |
| KKR & Co., Inc. | 2347 | 299195 |
| Mastercard, Inc. - Class A | 4513 | 2576381 |
| Morgan Stanley | 2453 | 435481 |
| Palomar Holdings, Inc. <sup>(b)</sup> | 4635 | 624612 |
| PayPal Holdings, Inc. | 1799 | 105026 |
| Raymond James Financial, Inc. | 8070 | 1295961 |
| Starwood Property Trust, Inc. | 19796 | 356526 |
| TPG, Inc. | 4709 | 300622 |
| UMB Financial Corp. | 5196 | 597748 |
| Visa, Inc. - Class A | 9332 | 3272826 |
| **Total Financials** |  | **40761119** |
| **HEALTH CARE - 2.8%** | **HEALTH CARE - 2.8%** |  |
| AbbVie, Inc. | 5199 | 1187919 |
| Adaptive Biotechnologies Corp. <sup>(b)</sup> | 120538 | 1957537 |
| Amgen, Inc. | 1164 | 380989 |
| Artivion, Inc. <sup>(b)</sup> | 17790 | 811402 |
| AstraZeneca PLC - ADR | 3825 | 351632 |
| AtriCure, Inc. <sup>(b)</sup> | 16400 | 648784 |
| Becton Dickinson & Co. | 926 | 179709 |
| Bio-Rad Laboratories, Inc. - Class A <sup>(b)</sup> | 816 | 247240 |
| Bio-Techne Corp. | 34103 | 2005597 |
| Boston Scientific Corp. <sup>(b)</sup> | 13434 | 1280932 |
| Cigna Group (The) | 3033 | 834773 |
| CVS Health Corp. | 5381 | 427036 |
| Dexcom, Inc. <sup>(b)</sup> | 15478 | 1027275 |
| Eli Lilly & Co. | 3603 | 3872072 |
| Glaukos Corp. <sup>(b)</sup> | 8105 | 915136 |
| Guardant Health, Inc. <sup>(b)</sup> | 38470 | 3929326 |
| Guardian Pharmacy Services, Inc. - Class A <sup>(b)</sup> | 2433 | 73209 |
| HCA Healthcare, Inc. | 562 | 262375 |
| Hinge Health, Inc. - Class A <sup>(b)</sup> | 13885 | 644958 |
| Humana, Inc. | 900 | 230517 |
| Johnson & Johnson | 5200 | 1076140 |
| McKesson Corp. | 1316 | 1079502 |
| Medline, Inc. - Class A <sup>(b)</sup> | 555 | 23310 |
| Medtronic PLC | 4288 | 411905 |
| Merck & Co., Inc. | 7948 | 836606 |
| PROCEPT BioRobotics Corp. <sup>(b)</sup> | 19070 | 599942 |
| Regeneron Pharmaceuticals, Inc. | 783 | 604374 |
| Repligen Corp. <sup>(b)</sup> | 4360 | 714430 |
| Royalty Pharma PLC - Class A | 3259 | 125928 |
| Tenet Healthcare Corp. <sup>(b)</sup> | 3005 | 597154 |
| Thermo Fisher Scientific, Inc. | 4610 | 2671264 |
| Twist Bioscience Corp. <sup>(b)</sup> | 20640 | 654701 |
| uniQure NV <sup>(b)</sup> | 5440 | 130179 |
| UnitedHealth Group, Inc. | 2656 | 876772 |
| Vericel Corp. <sup>(b)</sup> | 25630 | 922936 |
| Vertex Pharmaceuticals, Inc. <sup>(b)</sup> | 2771 | 1256261 |
| Waystar Holding Corp. <sup>(b)</sup> | 20325 | 665644 |
| **Total Health Care** |  | **34515466** |
| **INDUSTRIALS - 1.9%** | **INDUSTRIALS - 1.9%** |  |
| AMETEK, Inc. | 12014 | 2466594 |
| Amprius Technologies, Inc. <sup>(b)</sup> | 37270 | 294060 |
| API Group Corp. <sup>(b)</sup> | 25970 | 993612 |
| Boeing Co. (The) <sup>(b)</sup> | 3379 | 733648 |
| Cardinal Infrastructure Group, Inc. - Class A <sup>(b)</sup> | 6620 | 160072 |
| Casella Waste Systems, Inc. - Class A <sup>(b)</sup> | 12785 | 1252163 |
| CECO Environmental Corp. <sup>(b)</sup> | 17800 | 1065330 |
| Cintas Corp. | 1079 | 202928 |
| Deere & Co. | 783 | 364541 |
| FedEx Corp. | 1717 | 495973 |
| General Electric Co. | 4415 | 1359952 |
| Honeywell International, Inc. | 7683 | 1498876 |
| Huron Consulting Group, Inc. <sup>(b)</sup> | 3905 | 675214 |
| Modine Manufacturing Co. <sup>(b)</sup> | 7105 | 948589 |
| Nextpower, Inc. - Class A <sup>(b)</sup> | 3970 | 345827 |
| Norfolk Southern Corp. | 7087 | 2046159 |
| Northrop Grumman Corp. | 783 | 446474 |
| Otis Worldwide Corp. | 11872 | 1037019 |
| Owens Corning | 1146 | 128249 |
| RTX Corp. | 3042 | 557903 |
| Snap-on, Inc. | 588 | 202625 |
| Southwest Airlines Co. | 25512 | 1054411 |
| SPX Technologies, Inc. <sup>(b)</sup> | 3787 | 757627 |
| Trane Technologies PLC | 5778 | 2248798 |
| Union Pacific Corp. | 5072 | 1173255 |
| United Rentals, Inc. | 741 | 599706 |
| VSE Corp. | 3805 | 657390 |
| **Total Industrials** |  | **23766995** |
| **INFORMATION TECHNOLOGY - 6.6%** | **INFORMATION TECHNOLOGY - 6.6%** |  |
| Adobe, Inc. <sup>(b)</sup> | 1011 | 353840 |
| Advanced Micro Devices, Inc. <sup>(b)</sup> | 573 | 122714 |
| Agilysys, Inc. <sup>(b)</sup> | 3325 | 395143 |
| Amphenol Corp. - Class A | 15302 | 2067912 |
| Analog Devices, Inc. | 9136 | 2477683 |
| Apple, Inc. | 58731 | 15966610 |
| Applied Materials, Inc. | 6966 | 1790192 |
| Braze, Inc. - Class A <sup>(b)</sup> | 5410 | 185509 |
| Broadcom, Inc. | 28095 | 9723680 |
| Cisco Systems, Inc. | 18840 | 1451245 |
| Crowdstrike Holdings, Inc. - Class A <sup>(b)</sup> | 2019 | 946426 |
| Fair Isaac Corp. <sup>(b)</sup> | 70 | 118343 |
| Gartner, Inc. <sup>(b)</sup> | 1045 | 263633 |
| GoDaddy, Inc. - Class A <sup>(b)</sup> | 1880 | 233270 |
| Guidewire Software, Inc. <sup>(b)</sup> | 3039 | 610869 |
| Intel Corp. <sup>(b)</sup> | 4939 | 182249 |
| International Business Machines Corp. | 2550 | 755336 |
| Lam Research Corp. | 11578 | 1981922 |
| Lattice Semiconductor Corp. <sup>(b)</sup> | 12800 | 941824 |
| MACOM Technology Solutions Holdings, Inc. <sup>(b)</sup> | 4870 | 834134 |
| Microsoft Corp. | 31627 | 15295450 |
| Novanta, Inc. <sup>(b)</sup> | 8115 | 965604 |
| NVIDIA Corp. | 89150 | 16626475 |
| Oracle Corp. | 9953 | 1939939 |
| Palantir Technologies, Inc. - Class A <sup>(b)</sup> | 1405 | 249739 |
| Qnity Electronics, Inc. | 2244 | 183223 |
| QUALCOMM, Inc. | 4317 | 738423 |
| Rambus, Inc. <sup>(b)</sup> | 7165 | 658392 |
| Salesforce, Inc. | 3043 | 806121 |
| ServiceTitan, Inc. - Class A <sup>(b)</sup> | 9270 | 987255 |
| Silicon Motion Technology Corp. - ADR | 4605 | 426883 |
| SiTime Corp. <sup>(b)</sup> | 2450 | 865315 |
| Synopsys, Inc. <sup>(b)</sup> | 2751 | 1292200 |
| Twilio, Inc. - Class A <sup>(b)</sup> | 4455 | 633679 |
| **Total Information Technology** |  | **83071232** |
| **MATERIALS - 0.3%** | **MATERIALS - 0.3%** |  |
| Amcor PLC | 34859 | 290724 |
| Avery Dennison Corp. | 10883 | 1979400 |
| DuPont de Nemours, Inc. | 5551 | 223150 |
| Eastman Chemical Co. | 2896 | 184852 |
| Freeport-McMoRan, Inc. | 13016 | 661083 |
| Nucor Corp. | 3648 | 595025 |
| Solstice Advanced Materials, Inc. <sup>(b)</sup> | 686 | 33326 |
| **Total Materials** |  | **3967560** |
| **REAL ESTATE - 0.5%** | **REAL ESTATE - 0.5%** |  |
| Armada Hoffler Properties, Inc. REIT | 36306 | 240346 |
| BXP, Inc. | 770 | 51960 |
| CBRE Group, Inc. - Class A <sup>(b)</sup> | 10434 | 1677683 |
| CoStar Group, Inc. <sup>(b)</sup> | 3380 | 227271 |
| FirstService Corp. | 8110 | 1261348 |
| Gaming and Leisure Properties, Inc. REIT | 20855 | 932010 |
| Prologis, Inc. REIT | 8572 | 1094301 |
| **Total Real Estate** |  | **5484919** |
| **UTILITIES - 0.5%** | **UTILITIES - 0.5%** |  |
| American Water Works Co., Inc. | 8624 | 1125432 |
| Constellation Energy Corp. | 3227 | 1140002 |
| NextEra Energy, Inc. | 23603 | 1894849 |
| NRG Energy, Inc. | 6864 | 1093023 |
| PG&E Corp. | 58808 | 945045 |
| **Total Utilities** |  | **6198351** |
| **TOTAL COMMON STOCKS** (Cost $221,225,225) | **TOTAL COMMON STOCKS** (Cost $221,225,225) | **275626091** |
| **EXCHANGE-TRADED FUNDS - 75.0%** | **EXCHANGE-TRADED FUNDS - 75.0%** |  |
| iShares Russell 1000 ETF | 5073 | 1894461 |
| Schwab US Large-Cap ETF <sup>(a)</sup> | 34706079 | 933940586 |
| **TOTAL EXCHANGE-TRADED FUNDS** (Cost $749,584,948) | **TOTAL EXCHANGE-TRADED FUNDS** (Cost $749,584,948) | **935835047** |
| **MUTUAL FUNDS - 2.4%** | **MUTUAL FUNDS - 2.4%** |  |
| PIMCO RAE US Small Fund - Institutional Class (Cost $28,764,327) | 2602317 | **30264941** |
| **SHORT-TERM INVESTMENTS - 0.6%** | **SHORT-TERM INVESTMENTS - 0.6%** |  |
| BlackRock Liquidity FedFund - Institutional Class, 3.65% <sup>(c)</sup> (Cost $7,655,759) | 7655759 | **7655759** |
| **TOTAL INVESTMENTS - 100.1% (**Cost $1,007,230,259**)** | **TOTAL INVESTMENTS - 100.1% (**Cost $1,007,230,259**)** | $**1249381838** |
| **OTHER ASSETS AND LIABILITIES, NET - (0.1)%** | **OTHER ASSETS AND LIABILITIES, NET - (0.1)%** | **(675120)** |
| **NET ASSETS - 100.0%** |  | $**1248706718** |

---

---

| | |
|:---|:---|
| (a) | *Fair value of this security exceeds 25% of the Fund's net assets. Additional information for this security, including the financial statements, is available from the SEC's EDGAR database at www.sec.gov.* |
| (b) | *Non-income producing security.* |
| (c) | *The rate shown represents the 7-day annualized effective yield as of December 31, 2025.* |
| *ADR* | *American Depositary Receipt* |
| *ETF* | *Exchange-Traded Fund* |
| *REIT* | *Real Estate Investment Trust* |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: |
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks\* | $275193401 | $432690 | $– | $275626091 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Exchange-Traded Funds | 935835047 | – | – | 935835047 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Mutual Funds | 30264941 | – | – | 30264941 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 7655759 | – | – | 7655759 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total Investments** | $1248949148 | $432690 | $– | $1249381838 |
| \**See Schedule of Investments for additional detailed categorizations.* | \**See Schedule of Investments for additional detailed categorizations.* | \**See Schedule of Investments for additional detailed categorizations.* | \**See Schedule of Investments for additional detailed categorizations.* | \**See Schedule of Investments for additional detailed categorizations.* |

---

------

---

| | | |
|:---|:---|:---|
| **First American Multi-Manager International Equity Fund** | **First American Multi-Manager International Equity Fund** | **First American Multi-Manager International Equity Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** |
| **Investments** | **Shares** | **Value** |
| **COMMON STOCKS - 44.2%** | **COMMON STOCKS - 44.2%** | |
| **AUSTRALIA - 1.1%** | **AUSTRALIA - 1.1%** | |
| Aeris Resources Ltd. <sup>(b)</sup> | 199327 | $79839 |
| ANZ Group Holdings Ltd. | 28559 | 691055 |
| Aristocrat Leisure Ltd. | 72955 | 2829210 |
| BHP Group Ltd. | 11623 | 350737 |
| BlueScope Steel Ltd. | 25008 | 400015 |
| Brambles Ltd. | 171990 | 2636319 |
| Capricorn Metals Ltd. <sup>(b)</sup> | 11583 | 110438 |
| Cogstate Ltd. | 15498 | 23198 |
| Fleetwood Ltd. | 7752 | 13735 |
| Genesis Minerals Ltd. <sup>(b)</sup> | 9070 | 43601 |
| GR Engineering Services Ltd. | 29714 | 88328 |
| Horizon Oil Ltd. | 215936 | 29486 |
| Macmahon Holdings Ltd. | 136065 | 60305 |
| Northern Star Resources Ltd. | 138632 | 2459120 |
| Pro Medicus Ltd. | 2572 | 376619 |
| Qantas Airways Ltd. | 44387 | 306224 |
| REA Group Ltd. | 106 | 12975 |
| South32 Ltd. | 43156 | 102455 |
| Vault Minerals Ltd. <sup>(b)</sup> | 96093 | 348348 |
| Whitehaven Coal Ltd. | 13388 | 69190 |
| **Total Australia** |  | **11031197** |
| **AUSTRIA - 0.4%** | **AUSTRIA - 0.4%** |  |
| Erste Group Bank AG | 30475 | 3666432 |
| Fabasoft AG | 1638 | 30621 |
| Palfinger AG | 231 | 9040 |
| Raiffeisen Bank International AG | 9646 | 431349 |
| Zumtobel Group AG | 1953 | 7791 |
| **Total Austria** |  | **4145233** |
| **BELGIUM - 0.3%** | **BELGIUM - 0.3%** |  |
| Home Invest Belgium SA | 1112 | 24021 |
| KBC Group NV | 5488 | 713346 |
| UCB SA | 6907 | 1926479 |
| **Total Belgium** |  | **2663846** |
| **BERMUDA - 0.3%** | **BERMUDA - 0.3%** |  |
| Arch Capital Group Ltd. <sup>(b)</sup> | 34990 | **3356241** |
| **BRAZIL - 0.9%** | **BRAZIL - 0.9%** |  |
| Banco BTG Pactual SA | 260002 | 2509039 |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP | 121260 | 2944684 |
| NU Holdings Ltd./Cayman Islands - Class A <sup>(b)</sup> | 188410 | 3153984 |
| **Total Brazil** |  | **8607707** |
| **BRITAIN - 5.7%** | **BRITAIN - 5.7%** |  |
| 3i Group PLC | 79400 | 3454471 |
| accesso Technology Group PLC <sup>(b)</sup> | 6576 | 29342 |
| Aon PLC - Class A | 5420 | 1912610 |
| Ashtead Group PLC | 28988 | 1977701 |
| AstraZeneca PLC | 48600 | 8951693 |
| AstraZeneca PLC - ADR | 5425 | 498720 |
| BAE Systems PLC | 251100 | 5772520 |
| Barclays PLC | 599551 | 3805966 |
| Barclays PLC - ADR | 59447 | 1512926 |
| BP PLC - ADR | 40001 | 1389235 |
| Coca-Cola Europacific Partners PLC | 23140 | 2098798 |
| Diageo PLC | 51524 | 1109859 |
| dotdigital group PLC | 46816 | 42528 |
| Endeavour Mining PLC | 636 | 32931 |
| Foxtons Group PLC | 31033 | 24820 |
| GSK PLC | 58198 | 1430242 |
| GSK PLC - ADR | 31616 | 1550449 |
| Haleon PLC | 354751 | 1795086 |
| Halfords Group PLC | 21670 | 41035 |
| International Consolidated Airlines Group SA | 60461 | 334774 |
| NatWest Group PLC | 147584 | 1287217 |
| Next PLC | 724 | 133204 |
| Odfjell Technology Ltd. | 6777 | 37960 |
| Rentokil Initial PLC | 194312 | 1160592 |
| Rolls-Royce Holdings PLC | 761593 | 11837503 |
| Sage Group PLC (The) | 7347 | 106984 |
| Speedy Hire PLC | 27025 | 9095 |
| Standard Chartered PLC | 27967 | 682980 |
| TechnipFMC PLC | 27635 | 1231416 |
| Unilever PLC | 18648 | 1222313 |
| **Total Britain** |  | **55474970** |
| **CANADA - 2.0%** | **CANADA - 2.0%** |  |
| B2Gold Corp. | 8700 | 39172 |
| Bonterra Energy Corp. <sup>(b)</sup> | 4600 | 15148 |
| Brookfield Corp. | 73113 | 3356950 |
| Cameco Corp. | 31807 | 2912465 |
| Canada Goose Holdings, Inc. <sup>(b)</sup> | 6004 | 77752 |
| Canadian Natural Resources Ltd. | 61670 | 2088841 |
| Canadian Pacific Kansas City Ltd. | 44590 | 3283162 |
| Centerra Gold, Inc. | 9100 | 131009 |
| CES Energy Solutions Corp. | 2100 | 18773 |
| Dexterra Group, Inc. | 2275 | 19293 |
| Dynacor Group, Inc. | 5600 | 23949 |
| Eldorado Gold Corp. <sup>(b)</sup> | 3300 | 118603 |
| Enerflex Ltd. | 3309 | 51013 |
| FirstService Corp. | 500 | 77757 |
| Fortuna Mining Corp. <sup>(b)</sup> | 20224 | 198181 |
| Hudbay Minerals, Inc. | 7000 | 138975 |
| Kinaxis, Inc. <sup>(b)</sup> | 600 | 75661 |
| Kinross Gold Corp. | 87333 | 2459869 |
| Martinrea International, Inc. | 6179 | 46639 |
| Melcor Developments Ltd. | 2000 | 22207 |
| Sangoma Technologies Corp. <sup>(b)</sup> | 1700 | 8534 |
| Saputo, Inc. | 800 | 24078 |
| Shopify, Inc. - Class A <sup>(b)</sup> | 18120 | 2916776 |
| Waste Connections, Inc. | 10960 | 1921946 |
| **Total Canada** |  | **20026753** |
| **CHINA - 1.8%** | **CHINA - 1.8%** |  |
| Carpenter Tan Holdings Ltd. | 41500 | 42156 |
| China Xinhua Education Group Ltd. <sup>(b)(c)</sup> | 150000 | 10739 |
| Contemporary Amperex Technology Co. Ltd. - Class A | 51321 | 2686769 |
| Eastroc Beverage Group Co. Ltd. | 38809 | 1483995 |
| Modern Land China Co., Ltd. <sup>(b)</sup> | 430000 | 774 |
| Natural Food International Holding Ltd. | 174681 | 24378 |
| New Hope Service Holdings Ltd. | 71000 | 17681 |
| Sany Heavy Industry Co. Ltd. - Class A | 464204 | 1401775 |
| Tencent Holdings Ltd. | 128000 | 9808286 |
| WuXi AppTec Co. Ltd. - Class A | 126921 | 1639483 |
| Xin Point Holdings Ltd. | 34000 | 16695 |
| Yangzijiang Shipbuilding Holdings Ltd. | 172100 | 465954 |
| **Total China** |  | **17598685** |
| **CURACAO - 0.1%** | **CURACAO - 0.1%** |  |
| HAL Trust | 2776 | **461318** |
| **DENMARK - 0.3%** | **DENMARK - 0.3%** |  |
| AP Moller - Maersk A/S - Class B | 292 | 673040 |
| Columbus A/S | 1227 | 1843 |
| Genmab A/S <sup>(b)</sup> | 1103 | 340843 |
| Novo Nordisk A/S | 36470 | 1858978 |
| **Total Denmark** |  | **2874704** |
| **FINLAND - 0.1%** | **FINLAND - 0.1%** |  |
| Kone Oyj - Class B | 2063 | 146324 |
| Nokia Oyj - ADR | 18389 | 118977 |
| Nordea Bank Abp | 10456 | 197099 |
| Orion Oyj | 309 | 22923 |
| Sampo Oyj | 8202 | 99420 |
| Wartsila OYJ Abp | 22113 | 782354 |
| **Total Finland** |  | **1367097** |
| **FRANCE - 2.7%** | **FRANCE - 2.7%** |  |
| AKWEL SADIR | 736 | 7093 |
| Amundi SA <sup>(c)</sup> | 12877 | 1064981 |
| BNP Paribas SA | 21037 | 1990636 |
| CBo Territoria | 4714 | 20157 |
| Cie de Saint-Gobain SA | 15722 | 1595986 |
| Cie Generale des Etablissements Michelin SCA | 40179 | 1332490 |
| Dassault Aviation SA | 48 | 15381 |
| Fountaine Pajot SA | 82 | 9977 |
| Gaztransport Et Technigaz SA | 723 | 132643 |
| Klepierre SA | 17439 | 690479 |
| LVMH Moet Hennessy Louis Vuitton SE | 2067 | 1558310 |
| Manitou BF SA | 530 | 11988 |
| NRJ Group | 1377 | 13037 |
| Orange SA | 195635 | 3264199 |
| Safran SA | 25815 | 8983118 |
| Sanofi SA | 2367 | 229641 |
| Societe Generale SA | 50739 | 4087928 |
| TotalEnergies SE | 22243 | 1449749 |
| **Total France** |  | **26457793** |
| **GERMANY - 4.9%** | **GERMANY - 4.9%** |  |
| Aumovio SE <sup>(b)</sup> | 1939 | 97710 |
| Commerzbank AG | 32631 | 1381467 |
| Deutsche Bank AG | 37948 | 1475972 |
| Deutsche Boerse AG | 8060 | 2117046 |
| Deutsche Lufthansa AG | 25997 | 257069 |
| E.ON SE | 139992 | 2653812 |
| Fresenius SE & Co. KGaA | 57248 | 3294926 |
| GEA Group AG | 4457 | 302601 |
| Gesco SE | 1042 | 17451 |
| HOCHTIEF AG | 950 | 376010 |
| Infineon Technologies AG | 45033 | 1995358 |
| KSB SE & Co. KGaA | 26 | 29466 |
| M1 Kliniken AG | 1141 | 25418 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3402 | 2246604 |
| Nemetschek SE | 19173 | 2090609 |
| Rheinmetall AG | 2951 | 5411248 |
| SAP SE | 18240 | 4462928 |
| Scout24 SE <sup>(c)</sup> | 3087 | 311156 |
| Siemens AG | 12178 | 3420017 |
| Siemens Energy AG <sup>(b)</sup> | 111248 | 15722403 |
| Symrise AG | 9539 | 771902 |
| Technotrans SE | 922 | 37128 |
| Zeal Network SE | 608 | 37541 |
| **Total Germany** |  | **48535842** |
| **GREECE - 0.2%** | **GREECE - 0.2%** |  |
| Alpha Bank SA | 409158 | **1720637** |
| **HONG KONG - 0.6%** | **HONG KONG - 0.6%** |  |
| AIA Group Ltd. | 383600 | 3940145 |
| APT Satellite Holdings Ltd. | 94000 | 33577 |
| Bank of East Asia Ltd. (The) | 86000 | 147031 |
| Chen Hsong Holdings | 38098 | 7683 |
| Futu Holdings Ltd. - ADR <sup>(b)</sup> | 1278 | 209860 |
| Giordano International Ltd. | 128000 | 23519 |
| Intron Technology Holdings Ltd. | 90000 | 22832 |
| Jardine Matheson Holdings Ltd. | 3000 | 204611 |
| Johnson Electric Holdings Ltd. | 13000 | 49257 |
| KLN Logistics Group Ltd. | 173038 | 157424 |
| Midland Holdings Ltd. <sup>(b)</sup> | 204000 | 60156 |
| PAX Global Technology Ltd. | 138000 | 89363 |
| PC Partner Group Ltd. | 16000 | 10709 |
| Pico Far East Holdings Ltd. | 264607 | 90991 |
| Sa Sa International Holdings Ltd. | 132000 | 10167 |
| Singamas Container Holdings Ltd. | 276253 | 24474 |
| SITC International Holdings Co., Ltd. | 116043 | 414589 |
| Techtronic Industries Co., Ltd. | 9000 | 103399 |
| VTech Holdings Ltd. | 3200 | 25161 |
| Wharf Real Estate Investment Co. Ltd. | 43000 | 135492 |
| Yue Yuen Industrial Holdings Ltd. | 107000 | 219371 |
| **Total Hong Kong** |  | **5979811** |
| **INDIA - 1.0%** | **INDIA - 1.0%** |  |
| Bharti Airtel Ltd. | 123054 | 2886738 |
| Hindustan Aeronautics Ltd. | 28629 | 1397900 |
| ICICI Bank Ltd. - ADR | 172192 | 5131322 |
| **Total India** |  | **9415960** |
| **IRELAND - 0.5%** | **IRELAND - 0.5%** |  |
| Accenture PLC - Class A | 6619 | 1775878 |
| Experian PLC | 77569 | 3508160 |
| Origin Enterprises PLC | 8956 | 43021 |
| **Total Ireland** |  | **5327059** |
| **ISRAEL - 0.3%** | **ISRAEL - 0.3%** |  |
| Check Point Software Technologies Ltd. <sup>(b)</sup> | 1728 | 320648 |
| Monday.com Ltd. <sup>(b)</sup> | 10080 | 1487405 |
| Nice Ltd. - ADR <sup>(b)</sup> | 1840 | 207994 |
| Teva Pharmaceutical Industries Ltd. - ADR <sup>(b)</sup> | 31610 | 986548 |
| Wix.com Ltd. <sup>(b)</sup> | 3559 | 369744 |
| **Total Israel** |  | **3372339** |
| **ITALY - 0.8%** | **ITALY - 0.8%** |  |
| A2A SpA | 180434 | 489288 |
| Banca Mediolanum SpA | 14793 | 336840 |
| Banca Monte dei Paschi di Siena SpA | 244940 | 2607542 |
| Cairo Communication SpA <sup>(b)</sup> | 7053 | 23285 |
| Emak SpA | 21988 | 23844 |
| Eni SpA | 17117 | 324677 |
| Ferrari NV | 5540 | 2062730 |
| Leonardo SpA | 1342 | 76877 |
| Orsero SpA | 3283 | 71393 |
| Piquadro SpA | 6750 | 19733 |
| Prysmian SpA | 13816 | 1377618 |
| **Total Italy** |  | **7413827** |
| **JAPAN - 5.4%** | **JAPAN - 5.4%** |  |
| Advantest Corp. | 5200 | 656469 |
| Aisin Corp. | 11000 | 205720 |
| Ajis Co., Ltd. | 800 | 15110 |
| Astellas Pharma, Inc. | 9900 | 132274 |
| Brother Industries Ltd. | 4400 | 87784 |
| CTS Co., Ltd. | 4600 | 30716 |
| Daihatsu Diesel Manufacturing Co., Ltd. | 1600 | 25930 |
| Dai-Ichi Cutter Kogyo KK | 2800 | 25031 |
| Dai-ichi Life Holdings, Inc. | 38000 | 315485 |
| Daiichi Sankyo Co., Ltd. | 1500 | 31946 |
| Daikin Industries Ltd. | 8800 | 1129683 |
| Denso Corp. | 43100 | 594538 |
| Eisai Co., Ltd. | 33000 | 979036 |
| ENEOS Holdings, Inc. | 102700 | 725749 |
| FANUC Corp. | 32400 | 1260998 |
| Fast Retailing Co., Ltd. | 5300 | 1922057 |
| Fujitsu Ltd. | 1000 | 27418 |
| GMO GlobalSign Holdings KK | 900 | 13542 |
| Honda Motor Co. Ltd. | 17300 | 169347 |
| Ichikoh Industries Ltd. | 4900 | 16092 |
| ID Holdings Corp. | 1600 | 22258 |
| Idemitsu Kosan Co., Ltd. | 40300 | 303986 |
| JAC Recruitment Co., Ltd. | 2200 | 14930 |
| Japan Exchange Group, Inc. | 37500 | 400250 |
| Japan Post Bank Co., Ltd. | 5700 | 80165 |
| Japan Post Holdings Co., Ltd. | 82800 | 870710 |
| Kanamoto Co., Ltd. | 900 | 22505 |
| Kita-Nippon Bank Ltd. (The) | 800 | 23103 |
| Kuriyama Holdings Corp. | 900 | 9532 |
| Lasertec Corp. | 100 | 18979 |
| Makiya Co., Ltd. | 1100 | 8491 |
| Mazda Motor Corp. | 52500 | 410015 |
| Mitsubishi Heavy Industries Ltd. | 182700 | 4474682 |
| Mizuho Financial Group, Inc. | 98200 | 3565809 |
| MonotaRO Co., Ltd. | 123300 | 1980294 |
| Murata Manufacturing Co., Ltd. | 9900 | 205520 |
| Nanyo Corp. | 1600 | 14698 |
| NEC Corp. | 9300 | 313587 |
| NEOJAPAN, Inc. | 1600 | 18512 |
| Nintendo Co., Ltd. | 103800 | 7011622 |
| Nippon Shinyaku Co., Ltd. | 7000 | 252210 |
| Nissan Motor Co., Ltd. <sup>(b)</sup> | 71700 | 178088 |
| Nomura Holdings, Inc. | 32200 | 267853 |
| Ono Pharmaceutical Co., Ltd. | 9900 | 137222 |
| ORIX Corp. | 15200 | 441892 |
| Otsuka Corp. | 11400 | 234682 |
| Otsuka Holdings Co., Ltd. | 23700 | 1338923 |
| Pan Pacific International Holdings Corp. | 666000 | 3968849 |
| Recruit Holdings Co., Ltd. | 55800 | 3183226 |
| Rheon Automatic Machinery Co., Ltd. | 3700 | 34371 |
| Ricoh Co., Ltd. | 25000 | 219479 |
| SCREEN Holdings Co., Ltd. | 200 | 19391 |
| Seiko Epson Corp. | 6100 | 77308 |
| Sekisui Kasei Co., Ltd. <sup>(b)</sup> | 5400 | 13796 |
| Sompo Holdings, Inc. | 99200 | 3377244 |
| Sony Group Corp. | 303100 | 7747284 |
| Sumitomo Electric Industries Ltd. | 1700 | 68831 |
| Sumitomo Mitsui Financial Group, Inc. | 34400 | 1107108 |
| Sysmex Corp. | 26700 | 263173 |
| Taiko Bank Ltd. (The) | 1500 | 19781 |
| Takaoka Toko Co., Ltd. | 1900 | 47244 |
| Tokyo Electron Ltd. | 3800 | 834547 |
| Toyokumo, Inc. | 900 | 15825 |
| Toyota Motor Corp. | 18600 | 397888 |
| Trend Micro, Inc./Japan <sup>(b)</sup> | 12900 | 534152 |
| Trinity Industrial Corp. | 1500 | 12419 |
| Yokogawa Electric Corp. | 4500 | 144321 |
| Yokowo Co., Ltd. | 2300 | 33072 |
| Yushin Precision Equipment Co., Ltd. | 5900 | 26783 |
| **Total Japan** |  | **53131535** |
| **MACAO - 0.0% <sup>(d)</sup>** | **MACAO - 0.0% <sup>(d)</sup>** |  |
| MGM China Holdings Ltd. | 45200 | **75867** |
| **MEXICO - 0.5%** | **MEXICO - 0.5%** |  |
| Grupo Mexico SAB de CV - Class B | 352118 | 3328085 |
| Wal-Mart de Mexico SAB de CV | 600832 | 1868810 |
| **Total Mexico** |  | **5196895** |
| **NETHERLANDS - 2.3%** | **NETHERLANDS - 2.3%** |  |
| ABN AMRO Bank NV <sup>(c)</sup> | 64478 | 2250603 |
| Adyen NV <sup>(b)(c)</sup> | 1990 | 3192896 |
| Akzo Nobel NV | 13613 | 945474 |
| Argenx SE - ADR <sup>(b)</sup> | 366 | 307788 |
| ASM International NV | 4020 | 2423328 |
| ASML Holding NV | 6446 | 6896318 |
| Euronext NV <sup>(c)</sup> | 735 | 110318 |
| Heineken NV | 13000 | 1063417 |
| ING Groep NV | 45743 | 1285889 |
| Koninklijke Ahold Delhaize NV | 30968 | 1270082 |
| Koninklijke Philips NV | 9388 | 254086 |
| Magnum Ice Cream Co. NV <sup>(b)</sup> | 4195 | 67126 |
| NN Group NV | 14189 | 1092316 |
| SBM Offshore NV | 39229 | 1125345 |
| Wolters Kluwer NV | 6142 | 637701 |
| **Total Netherlands** |  | **22922687** |
| **NEW ZEALAND - 0.0% <sup>(d)</sup>** | **NEW ZEALAND - 0.0% <sup>(d)</sup>** |  |
| Aroa Biosurgery Ltd. <sup>(b)</sup> | 35869 | 17711 |
| Fisher & Paykel Healthcare Corp. Ltd. | 15570 | 338713 |
| Scales Corp. Ltd. | 3335 | 11438 |
| **Total New Zealand** |  | **367862** |
| **NORWAY - 0.0% <sup>(d)</sup>** | **NORWAY - 0.0% <sup>(d)</sup>** |  |
| BW Offshore Ltd. | 13379 | 59940 |
| Noram Drilling AS | 6101 | 19969 |
| Yara International ASA | 6377 | 261284 |
| **Total Norway** |  | **341193** |
| **PERU - 0.3%** | **PERU - 0.3%** |  |
| Credicorp Ltd. | 9432 | **2706984** |
| **PORTUGAL - 0.2%** | **PORTUGAL - 0.2%** |  |
| Galp Energia SGPS SA | 115076 | 1960387 |
| Ibersol SGPS SA | 2340 | 27235 |
| Jeronimo Martins SGPS SA | 13321 | 317311 |
| **Total Portugal** |  | **2304933** |
| **SINGAPORE - 1.1%** | **SINGAPORE - 1.1%** |  |
| BRC Asia Ltd. | 14800 | 48178 |
| DBS Group Holdings Ltd. | 62300 | 2726520 |
| Far East Orchard Ltd. | 15300 | 14738 |
| Hafnia Ltd. | 3936 | 21207 |
| HRnetgroup Ltd. | 101100 | 58980 |
| Info-Tech Systems Integrators Pte Ltd. | 33500 | 20329 |
| OKP Holdings Ltd. | 53600 | 52848 |
| Raffles Medical Group Ltd. | 16900 | 13411 |
| Sea Ltd. - ADR <sup>(b)</sup> | 43330 | 5527608 |
| Singapore Exchange Ltd. | 57800 | 759498 |
| Singapore Technologies Engineering Ltd. | 7900 | 51542 |
| Singapore Telecommunications Ltd. | 155800 | 552007 |
| UMS Integration Ltd. | 180800 | 199072 |
| Venture Corp. Ltd. | 39100 | 459740 |
| **Total Singapore** |  | **10505678** |
| **SOUTH KOREA - 1.5%** | **SOUTH KOREA - 1.5%** |  |
| Korea Electric Power Corp. | 76246 | 2478184 |
| Samsung C&T Corp. | 13422 | 2211152 |
| Samsung Electronics Co., Ltd. | 60987 | 5082919 |
| Samsung Electronics Co., Ltd. - GDR <sup>(e)</sup> | 900 | 1840499 |
| Shinhan Financial Group Co. Ltd. | 50957 | 2719311 |
| **Total South Korea** |  | **14332065** |
| **SPAIN - 1.0%** | **SPAIN - 1.0%** |  |
| ACS Actividades de Construccion y Servicios SA | 1204 | 119411 |
| Banco Bilbao Vizcaya Argentaria SA | 94248 | 2204471 |
| Banco Santander SA | 386562 | 4536240 |
| CaixaBank SA | 103542 | 1264478 |
| Grupo Empresarial San Jose SA | 3607 | 31750 |
| Indra Sistemas SA | 27205 | 1542632 |
| Naturhouse Health SAU | 579 | 1494 |
| **Total Spain** |  | **9700476** |
| **SWEDEN - 0.9%** | **SWEDEN - 0.9%** |  |
| Assa Abloy AB - Class B | 40163 | 1557098 |
| Boliden AB <sup>(b)</sup> | 13167 | 728664 |
| Cloetta AB - Class B | 9157 | 40113 |
| Skandinaviska Enskilda Banken AB - Class A | 7890 | 166562 |
| Spotify Technology SA <sup>(b)</sup> | 8323 | 4833249 |
| Telefonaktiebolaget LM Ericsson - ADR | 101605 | 980488 |
| **Total Sweden** |  | **8306174** |
| **SWITZERLAND - 2.7%** | **SWITZERLAND - 2.7%** |  |
| ABB Ltd. | 27388 | 2024557 |
| Alcon AG | 18762 | 1490330 |
| Cie Financiere Richemont SA | 14701 | 3172714 |
| Coca-Cola HBC AG | 55015 | 2849034 |
| dormakaba Holding AG | 520 | 42047 |
| DSM-Firmenich AG | 9507 | 768262 |
| Galderma Group AG | 725 | 147163 |
| Klingelnberg AG | 360 | 5003 |
| Kongsberg Automotive ASA <sup>(b)</sup> | 94473 | 19435 |
| Logitech International SA | 10590 | 1078514 |
| Multitude AG | 1918 | 13208 |
| Novartis AG | 19021 | 2627527 |
| Roche Holding AG | 12993 | 5369592 |
| Schindler Holding AG | 2242 | 844921 |
| Sunrise Communications AG | 18032 | 964985 |
| Temenos AG | 459 | 45857 |
| Trifork Group AG <sup>(b)</sup> | 1308 | 18684 |
| UBS Group AG | 105421 | 4873303 |
| **Total Switzerland** |  | **26355136** |
| **TAIWAN - 2.1%** | **TAIWAN - 2.1%** |  |
| Accton Technology Corp. | 38000 | 1423305 |
| Taiwan Semiconductor Manufacturing Co., Ltd. | 196000 | 9575262 |
| Taiwan Semiconductor Manufacturing Co., Ltd. - ADR | 30690 | 9326384 |
| **Total Taiwan** |  | **20324951** |
| **UNITED ARAB EMIRATES - 0.2%** | **UNITED ARAB EMIRATES - 0.2%** |  |
| Aldar Properties PJSC | 629212 | **1490562** |
| **UNITED STATES - 1.7%** | **UNITED STATES - 1.7%** |  |
| Carnival PLC - ADR <sup>(b)</sup> | 2927 | 88776 |
| Coupang, Inc. <sup>(b)</sup> | 127170 | 2999940 |
| Ferguson Enterprises, Inc. | 12220 | 2720539 |
| Linde PLC | 5350 | 2281186 |
| Philip Morris International, Inc. | 31660 | 5078264 |
| Seagate Technology Holdings PLC | 14150 | 3896769 |
| **Total United States** |  | **17065474** |
| **URUGUAY - 0.3%** | **URUGUAY - 0.3%** |  |
| MercadoLibre, Inc. <sup>(b)</sup> | 1360 | 2739394 |
| **TOTAL COMMON STOCKS** (Cost $344,902,213) | **TOTAL COMMON STOCKS** (Cost $344,902,213) | **433698885** |
| **PREFERRED STOCKS - 0.0% <sup>(d)</sup>** | **PREFERRED STOCKS - 0.0% <sup>(d)</sup>** |  |
| **GERMANY - 0.0% <sup>(d)</sup>** | **GERMANY - 0.0% <sup>(d)</sup>** |  |
|  Henkel AG & Co. KGaA, 0.00% (Cost $505,161) | 6047 | **494216** |
| **EXCHANGE-TRADED FUNDS - 54.6%** | **EXCHANGE-TRADED FUNDS - 54.6%** |  |
| iShares Core MSCI EAFE ETF | 1629 | 145730 |
| Schwab Emerging Markets Equity ETF | 6504452 | 213020803 |
| Schwab International Equity ETF <sup>(a)</sup> | 13429121 | 322836069 |
| **TOTAL EXCHANGE-TRADED FUNDS** (Cost $447,466,727) | **TOTAL EXCHANGE-TRADED FUNDS** (Cost $447,466,727) | **536002602** |
| **SHORT-TERM INVESTMENTS - 1.1%** | **SHORT-TERM INVESTMENTS - 1.1%** |  |
| BlackRock Liquidity FedFund - Institutional Class, 3.65% <sup>(f)</sup> (Cost $10,797,808) | 10797808 | **10797808** |
| **TOTAL INVESTMENTS - 99.9% (**Cost $803,671,909**)** | **TOTAL INVESTMENTS - 99.9% (**Cost $803,671,909**)** | $**980993511** |
| **OTHER ASSETS AND LIABILITIES, NET** - 0.1% | **OTHER ASSETS AND LIABILITIES, NET** - 0.1% | **676164** |
| **NET ASSETS - 100.0%** |  | $**981669675** |

---

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| | |
|:---|:---|
| (a) | *Fair value of this security exceeds 25% of the Fund's net assets. Additional information for this security, including the financial statements, is available from the SEC's EDGAR database at www.sec.gov.* |
| (b) | *Non-income producing security.* |
| (c) | *Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional investors. As of December 31, 2025, the value of these securities total $6,940,693 or 0.7% of the Fund's net assets.* |
| (d) | *Represents less than 0.05% of net assets.* |
| (e) | *Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Such a security cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exempt registration. The security has been deemed liquid under guidelines approved by the Fund's Board of Trustees.. As of December 31, 2025, the value of these securities totaled $1,840,499 or 0.2% of the Fund's net assets.* |
| (f) | *The rate shown represents the 7-day annualized effective yield as of December 31, 2025.* |
| *ADR* | *American Depositary Receipt* |
| *ASA* | *Advanced Subscription Agreement* |
| *ETF* | *Exchange-Traded Fund* |
| *GDR* | *Global Depositary Receipt* |

---

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| | | | | |
|:---|:---|:---|:---|:---|
| The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: |
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks: |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Australia | $– | $11031197 | $– | $11031197 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Austria | – | 4145233 | – | 4145233 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Belgium | – | 2663846 | – | 2663846 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 3356241 | – | – | 3356241 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil | 8607707 | – | – | 8607707 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Britain | 10194154 | 45280816 | – | 55474970 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canada | 20026753 | – | – | 20026753 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China | 774 | 17598091 | – | 17598865 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Curacao | – | 461318 | – | 461318 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Denmark | – | 2874704 | – | 2874704 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Finland | 118977 | 1248120 | – | 1367097 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;France | – | 26457793 | – | 26457793 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Germany | – | 48535842 | – | 48535842 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greece | – | 1720637 | – | 1720637 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | 266956 | 5712855 | – | 5979811 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;India | 5131322 | 4284638 | – | 9415960 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ireland | 1775878 | 3551181 | – | 5327059 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel | 3372339 | – | – | 3372339 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Italy | – | 7413827 | – | 7413827 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan | – | 53131535 | – | 53131535 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Macao | – | 75687 | – | 75687 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico | 5196895 | – | – | 5196895 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Netherlands | 7271232 | 15651455 | – | 22922687 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Zealand | – | 367862 | – | 367862 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Norway | – | 341193 | – | 341193 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peru | 2706984 | – | – | 2706984 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Portugal. | – | 2304933 | – | 2304933 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Singapore | 5527608 | 4978070 | – | 10505678 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Korea | – | 14332065 | – | 14332065 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spain | – | 9700476 | – | 9700476 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweden | 5813737 | 2492437 | – | 8306174 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Switzerland | – | 26355136 | – | 26355136 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taiwan | 9326384 | 10998567 | – | 20324951 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | – | 1490562 | – | 1490562 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States | 17065474 | – | – | 17065474 |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Uruguay | 2739394 | – | – | 2739394 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Total Common Stocks | 108498809 | 325200076 | – | 433698885 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Preferred Stocks | – | 494216 | – | 494216 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Exchange-Traded Funds | 536002602 | – | – | 536002602 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 10797808 | – | – | 10797808 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total Investments**\* | $655299219 | $325694292 | $– | $980993511 |
| \**See Schedule of Investments for additional detailed categorizations.* | \**See Schedule of Investments for additional detailed categorizations.* | \**See Schedule of Investments for additional detailed categorizations.* | \**See Schedule of Investments for additional detailed categorizations.* | \**See Schedule of Investments for additional detailed categorizations.* |

---

------

---

| | | |
|:---|:---|:---|
| **First American Multi-Manager Fixed-Income Fund** | **First American Multi-Manager Fixed-Income Fund** | **First American Multi-Manager Fixed-Income Fund** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** | **December 31, 2025 (Unaudited)** |
| **Investments** | **Principal Amount** | **Value** |
| **U.S. CORPORATE BONDS - 22.9%** | **U.S. CORPORATE BONDS - 22.9%** | **U.S. CORPORATE BONDS - 22.9%** |
| **BASIC MATERIALS - 0.4%** | **BASIC MATERIALS - 0.4%** | **BASIC MATERIALS - 0.4%** |
|  Air Products and Chemicals, Inc., 4.80%, 03/03/2033 | $1000000 | $1019829 |
| CF Industries, Inc. | CF Industries, Inc. | CF Industries, Inc. |
| &nbsp;&nbsp; 5.30%, 11/26/2035 | 131000 | 130546 |
| &nbsp;&nbsp; 5.38%, 03/15/2044 | 181000 | 169537 |
|  Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. LP, 4.75%, 05/15/2030 <sup>(a)</sup> | 370000 | 374767 |
| Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. |
| &nbsp;&nbsp; 6.88%, 11/01/2029 <sup>(a)</sup> | 115000 | 119107 |
| &nbsp;&nbsp; 7.38%, 05/01/2033 <sup>(a)</sup> | 70000 | 72802 |
| Dow Chemical Co. | Dow Chemical Co. | Dow Chemical Co. |
| &nbsp;&nbsp; 5.65%, 03/15/2036 | 135000 | 134404 |
| &nbsp;&nbsp; 5.60%, 02/15/2054 | 2500000 | 2172476 |
| DuPont de Nemours, Inc. | DuPont de Nemours, Inc. | DuPont de Nemours, Inc. |
| &nbsp;&nbsp; 4.73%, 11/15/2028 <sup>(a)</sup> | 312000 | 315949 |
| &nbsp;&nbsp; 5.42%, 11/15/2048 | 15000 | 14264 |
|  Eastman Chemical Co., 5.75%, 03/08/2033 | 114000 | 119461 |
| Ecolab, Inc. | Ecolab, Inc. | Ecolab, Inc. |
| &nbsp;&nbsp; 5.25%, 01/15/2028 | 105000 | 107807 |
| &nbsp;&nbsp; 4.30%, 06/15/2028 | 58000 | 58607 |
| &nbsp;&nbsp; 2.70%, 12/15/2051 | 175000 | 108032 |
| Georgia-Pacific LLC | Georgia-Pacific LLC | Georgia-Pacific LLC |
| &nbsp;&nbsp; 0.95%, 05/15/2026 <sup>(a)</sup> | 434000 | 429152 |
| &nbsp;&nbsp; 4.40%, 06/30/2028 <sup>(a)</sup> | 51000 | 51605 |
|  Mosaic Co., 4.60%, 11/15/2030 | 103000 | 103203 |
|  Novelis Corp., 6.88%, 01/30/2030 <sup>(a)</sup> | 125000 | 129794 |
| Nucor Corp. | Nucor Corp. | Nucor Corp. |
| &nbsp;&nbsp; 4.30%, 05/23/2027 | 123000 | 123766 |
| &nbsp;&nbsp; 5.10%, 06/01/2035 | 139000 | 142034 |
|  PPG Industries, Inc., 4.38%, 03/15/2031 | 153000 | 152817 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. | Steel Dynamics, Inc. |
| &nbsp;&nbsp; 4.00%, 12/15/2028 | 73000 | 72916 |
| &nbsp;&nbsp; 5.38%, 08/15/2034 | 70000 | 72519 |
|  Westlake Corp., 3.38%, 08/15/2061 | 199000 | 116834 |
| **Total Basic Materials** | **Total Basic Materials** | **6312228** |
| **COMMUNICATIONS - 1.3%** | **COMMUNICATIONS - 1.3%** | **COMMUNICATIONS - 1.3%** |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| &nbsp;&nbsp; 1.10%, 08/15/2030 | 2500000 | 2203548 |
| &nbsp;&nbsp; 4.10%, 11/15/2030 | 425000 | 426304 |
| &nbsp;&nbsp; 5.35%, 11/15/2045 | 89000 | 88438 |
| &nbsp;&nbsp; 5.25%, 05/15/2055 | 6000 | 5747 |
| &nbsp;&nbsp; 5.30%, 05/15/2065 | 89000 | 83703 |
| &nbsp;&nbsp; 5.70%, 11/15/2075 | 89000 | 87598 |
| Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. |
| &nbsp;&nbsp; 3.90%, 11/20/2028 | 236000 | 236722 |
| &nbsp;&nbsp; 4.10%, 11/20/2030 | 157000 | 157171 |
| &nbsp;&nbsp; 4.65%, 11/20/2035 | 305000 | 303767 |
| &nbsp;&nbsp; 4.05%, 08/22/2047 | 78000 | 64072 |
| &nbsp;&nbsp; 5.55%, 11/20/2065 | 271000 | 262869 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| &nbsp;&nbsp; 2.25%, 02/01/2032 | 1320000 | 1157648 |
| &nbsp;&nbsp; 2.55%, 12/01/2033 | 280000 | 238972 |
| &nbsp;&nbsp; 5.40%, 02/15/2034 | 51000 | 52880 |
| &nbsp;&nbsp; 4.50%, 05/15/2035 | 115000 | 110466 |
| &nbsp;&nbsp; 4.90%, 08/15/2037 | 159000 | 154571 |
| &nbsp;&nbsp; 4.75%, 05/15/2046 | 407000 | 352639 |
| &nbsp;&nbsp; 3.50%, 09/15/2053 | 630000 | 421611 |
| &nbsp;&nbsp; 5.70%, 11/01/2054 | 180000 | 172650 |
| &nbsp;&nbsp; 6.05%, 08/15/2056 | 107000 | 107629 |
| &nbsp;&nbsp; 3.65%, 09/15/2059 | 28000 | 18465 |
| &nbsp;&nbsp; 3.85%, 06/01/2060 | 62000 | 42536 |
|  Beignet Investor LLC, 6.58%, 05/30/2049 <sup>(a)</sup> | 1423000 | 1503393 |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital |
| &nbsp;&nbsp; 6.38%, 10/23/2035 | 57000 | 58827 |
| &nbsp;&nbsp; 3.50%, 06/01/2041 | 92000 | 65439 |
| &nbsp;&nbsp; 3.50%, 03/01/2042 | 430000 | 298309 |
| &nbsp;&nbsp; 5.38%, 05/01/2047 | 400000 | 329498 |
| &nbsp;&nbsp; 4.80%, 03/01/2050 | 503000 | 377853 |
| &nbsp;&nbsp; 6.70%, 12/01/2055 | 62000 | 59445 |
| &nbsp;&nbsp; 3.85%, 04/01/2061 | 58000 | 34563 |
|  Cisco Systems, Inc., 5.10%, 02/24/2035 | 232000 | 238366 |
| Comcast Corp. | Comcast Corp. | Comcast Corp. |
| &nbsp;&nbsp; 1.95%, 01/15/2031 | 90000 | 80224 |
| &nbsp;&nbsp; 4.65%, 02/15/2033 | 2500000 | 2509220 |
| &nbsp;&nbsp; 5.17%, 01/15/2037 <sup>(a)</sup> | 143000 | 140993 |
| &nbsp;&nbsp; 4.60%, 10/15/2038 | 103000 | 95894 |
| &nbsp;&nbsp; 4.00%, 03/01/2048 | 252000 | 189554 |
| &nbsp;&nbsp; 5.50%, 05/15/2064 | 101000 | 90309 |
| Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. |
| &nbsp;&nbsp; 2.60%, 06/15/2031 <sup>(a)</sup> | 625000 | 556649 |
| &nbsp;&nbsp; 5.45%, 09/01/2034 <sup>(a)</sup> | 1320000 | 1298824 |
| &nbsp;&nbsp; 5.95%, 09/01/2054 <sup>(a)</sup> | 88000 | 77036 |
|  Fox Corp., 5.58%, 01/25/2049 | 114000 | 109641 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |
| &nbsp;&nbsp; 4.60%, 11/15/2032 | 590000 | 594743 |
| &nbsp;&nbsp; 4.88%, 11/15/2035 | 765000 | 763975 |
| &nbsp;&nbsp; 5.50%, 11/15/2045 | 89000 | 86421 |
| &nbsp;&nbsp; 5.63%, 11/15/2055 | 180000 | 172759 |
| &nbsp;&nbsp; 5.55%, 08/15/2064 | 59000 | 54728 |
|  Motorola Solutions, Inc., 5.55%, 08/15/2035 | 185000 | 192252 |
| Paramount Global | Paramount Global | Paramount Global |
| &nbsp;&nbsp; 5.85%, 09/01/2043 | 27000 | 22230 |
| &nbsp;&nbsp; 5.25%, 04/01/2044 | 71000 | 53596 |
|  Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC, 5.15%, 03/20/2028 <sup>(a)</sup> | 225000 | 226926 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| &nbsp;&nbsp; 6.55%, 05/01/2037 | 4000 | 4082 |
| &nbsp;&nbsp; 5.50%, 09/01/2041 | 217000 | 190451 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| &nbsp;&nbsp; 3.88%, 04/15/2030 | 150000 | 147506 |
| &nbsp;&nbsp; 3.00%, 02/15/2041 | 1481000 | 1103564 |
| &nbsp;&nbsp; 3.60%, 11/15/2060 | 102000 | 67765 |
|  Uber Technologies, Inc., 4.80%, 09/15/2035 | 250000 | 248680 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| &nbsp;&nbsp; 2.55%, 03/21/2031 | 477000 | 435593 |
| &nbsp;&nbsp; 4.50%, 08/10/2033 | 177000 | 174196 |
| &nbsp;&nbsp; 5.25%, 04/02/2035 | 183000 | 185999 |
| &nbsp;&nbsp; 5.40%, 07/02/2037 <sup>(a)</sup> | 21000 | 21225 |
| &nbsp;&nbsp; 3.40%, 03/22/2041 | 117000 | 91613 |
| &nbsp;&nbsp; 2.85%, 09/03/2041 | 84000 | 60540 |
| &nbsp;&nbsp; 5.75%, 11/30/2045 | 71000 | 70493 |
| &nbsp;&nbsp; 3.88%, 03/01/2052 | 117000 | 86679 |
| &nbsp;&nbsp; 5.88%, 11/30/2055 | 250000 | 247000 |
| &nbsp;&nbsp; 3.00%, 11/20/2060 | 219000 | 127613 |
| &nbsp;&nbsp; 6.00%, 11/30/2065 | 135000 | 133238 |
|  WULF Compute LLC, 7.75%, 10/15/2030 <sup>(a)</sup> | 990000 | 1019946 |
| **Total Communications** | **Total Communications** | **21447856** |
| **CONSUMER, CYCLICAL - 1.1%** | **CONSUMER, CYCLICAL - 1.1%** | **CONSUMER, CYCLICAL - 1.1%** |
|  AutoNation, Inc., 4.45%, 01/15/2029 | 1110000 | 1113054 |
|  AutoZone, Inc., 5.10%, 07/15/2029 | 46000 | 47321 |
|  BMW US Capital LLC, 4.50%, 08/11/2030 <sup>(a)</sup> | 52000 | 52261 |
|  Caesars Entertainment, Inc., 7.00%, 02/15/2030 <sup>(a)</sup> | 150000 | 155348 |
| Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC | Daimler Truck Finance North America LLC |
| &nbsp;&nbsp; 5.13%, 01/19/2028 <sup>(a)</sup> | 159000 | 162018 |
| &nbsp;&nbsp; 4.65%, 10/12/2030 <sup>(a)</sup> | 150000 | 151061 |
|  Dana, Inc., 5.38%, 11/15/2027 | 75000 | 74876 |
|  Darden Restaurants, Inc., 4.35%, 10/15/2027 | 77000 | 77359 |
|  Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.75%, 10/20/2028 <sup>(a)</sup> | 1950000 | 1961842 |
|  Dick's Sporting Goods, Inc., 4.00%, 10/01/2029 <sup>(a)</sup> | 350000 | 343233 |
|  Ford Motor Co., 4.75%, 01/15/2043 | 156000 | 123541 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| &nbsp;&nbsp; 5.85%, 05/17/2027 | 1200000 | 1218230 |
| &nbsp;&nbsp; 5.11%, 05/03/2029 | 1500000 | 1502315 |
| &nbsp;&nbsp; 5.88%, 11/07/2029 | 400000 | 410606 |
| &nbsp;&nbsp; 6.05%, 11/05/2031 | 205000 | 209986 |
| Gap, Inc. | Gap, Inc. | Gap, Inc. |
| &nbsp;&nbsp; 3.63%, 10/01/2029 <sup>(a)</sup> | 50000 | 47373 |
| &nbsp;&nbsp; 3.88%, 10/01/2031 <sup>(a)</sup> | 125000 | 115538 |
| General Motors Co. | General Motors Co. | General Motors Co. |
| &nbsp;&nbsp; 5.35%, 04/15/2028 | 110000 | 112682 |
| &nbsp;&nbsp; 6.60%, 04/01/2036 | 840000 | 914184 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| &nbsp;&nbsp; 2.40%, 10/15/2028 | 1155000 | 1101330 |
| &nbsp;&nbsp; 2.70%, 06/10/2031 | 112000 | 101417 |
| &nbsp;&nbsp; 5.60%, 06/18/2031 | 311000 | 324108 |
| &nbsp;&nbsp; 3.10%, 01/12/2032 | 60000 | 54689 |
|  Home Depot, Inc., 4.90%, 04/15/2029 | 90000 | 92595 |
| Hyundai Capital America | Hyundai Capital America | Hyundai Capital America |
| &nbsp;&nbsp; 4.85%, 03/25/2027 <sup>(a)</sup> | 92000 | 92811 |
| &nbsp;&nbsp; 4.88%, 11/01/2027 <sup>(a)</sup> | 184000 | 186411 |
| &nbsp;&nbsp; 4.55%, 09/26/2029 <sup>(a)</sup> | 445000 | 447214 |
| &nbsp;&nbsp; 4.50%, 09/18/2030 <sup>(a)</sup> | 454000 | 454041 |
| &nbsp;&nbsp; 5.40%, 06/23/2032 <sup>(a)</sup> | 111000 | 115072 |
|  Lennar Corp., 5.20%, 07/30/2030 | 73000 | 75049 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. | Lowe's Cos., Inc. |
| &nbsp;&nbsp; 2.80%, 09/15/2041 | 1250000 | 898550 |
| &nbsp;&nbsp; 5.75%, 07/01/2053 | 1150000 | 1137912 |
| Marriott International, Inc./MD | Marriott International, Inc./MD | Marriott International, Inc./MD |
| &nbsp;&nbsp; 2.85%, 04/15/2031 | 151000 | 139990 |
| &nbsp;&nbsp; 3.50%, 10/15/2032 | 899000 | 839365 |
| &nbsp;&nbsp; 5.50%, 04/15/2037 | 58000 | 59374 |
|  Mattel, Inc., 5.45%, 11/01/2041 | 200000 | 188056 |
| McDonald's Corp. | McDonald's Corp. | McDonald's Corp. |
| &nbsp;&nbsp; 4.80%, 08/14/2028 | 279000 | 284895 |
| &nbsp;&nbsp; 3.63%, 09/01/2049 | 136000 | 100081 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |
| &nbsp;&nbsp; 6.38%, 05/15/2030 | 60000 | 58594 |
| &nbsp;&nbsp; 6.63%, 05/15/2032 | 35000 | 33956 |
|  O'Reilly Automotive, Inc., 3.60%, 09/01/2027 | 175000 | 173970 |
| Qnity Electronics, Inc. | Qnity Electronics, Inc. | Qnity Electronics, Inc. |
| &nbsp;&nbsp; 5.75%, 08/15/2032 <sup>(a)</sup> | 35000 | 35786 |
| &nbsp;&nbsp; 6.25%, 08/15/2033 <sup>(a)</sup> | 20000 | 20731 |
|  Ross Stores, Inc., 4.70%, 04/15/2027 | 395000 | 397147 |
|  Southwest Airlines Co., 5.25%, 11/15/2035 | 216000 | 211238 |
|  Taylor Morrison Communities, Inc., 5.13%, 08/01/2030 <sup>(a)</sup> | 100000 | 100603 |
|  Tenneco, Inc., 8.00%, 11/17/2028 <sup>(a)</sup> | 200000 | 200640 |
| United Airlines, Inc. | United Airlines, Inc. | United Airlines, Inc. |
| &nbsp;&nbsp; 4.38%, 04/15/2026 <sup>(a)</sup> | 185000 | 184769 |
| &nbsp;&nbsp; 4.63%, 04/15/2029 <sup>(a)</sup> | 35000 | 34848 |
|  Volkswagen Group of America Finance LLC, 5.05%, 03/27/2028 <sup>(a)</sup> | 380000 | 385728 |
|  Walmart, Inc., 1.80%, 09/22/2031 | 1175000 | 1047045 |
|  Whirlpool Corp., 6.13%, 06/15/2030 | 40000 | 39951 |
|  Wolverine World Wide, Inc., 4.00%, 08/15/2029 <sup>(a)</sup> | 150000 | 138653 |
| **Total Consumer, Cyclical** | **Total Consumer, Cyclical** | **18549447** |
| **CONSUMER, NON-CYCLICAL - 3.4%** | **CONSUMER, NON-CYCLICAL - 3.4%** | **CONSUMER, NON-CYCLICAL - 3.4%** |
|  180 Medical, Inc., 3.88%, 10/15/2029 <sup>(a)</sup> | 400000 | 389335 |
| AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. |
| &nbsp;&nbsp; 4.95%, 03/15/2031 | 119000 | 123045 |
| &nbsp;&nbsp; 4.55%, 03/15/2035 | 380000 | 374101 |
| &nbsp;&nbsp; 4.05%, 11/21/2039 | 207000 | 184782 |
| &nbsp;&nbsp; 4.75%, 03/15/2045 | 150000 | 136571 |
| &nbsp;&nbsp; 4.25%, 11/21/2049 | 377000 | 310480 |
| Agilent Technologies, Inc. | Agilent Technologies, Inc. | Agilent Technologies, Inc. |
| &nbsp;&nbsp; 2.75%, 09/15/2029 | 178000 | 169915 |
| &nbsp;&nbsp; 2.30%, 03/12/2031 | 272000 | 246063 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| &nbsp;&nbsp; 5.15%, 03/02/2028 | 119000 | 121783 |
| &nbsp;&nbsp; 5.25%, 03/02/2030 | 53000 | 54973 |
| &nbsp;&nbsp; 5.25%, 03/02/2033 | 140000 | 144923 |
| &nbsp;&nbsp; 5.15%, 11/15/2041 | 55000 | 53217 |
| &nbsp;&nbsp; 4.40%, 05/01/2045 | 46000 | 39343 |
| &nbsp;&nbsp; 5.65%, 03/02/2053 | 165000 | 161568 |
| &nbsp;&nbsp; 5.75%, 03/02/2063 | 87000 | 84884 |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. |
| &nbsp;&nbsp; 4.70%, 02/01/2036 | 120000 | 118781 |
| &nbsp;&nbsp; 4.90%, 02/01/2046 | 235000 | 217349 |
| Ascension Health | Ascension Health | Ascension Health |
| &nbsp;&nbsp; 2.53%, 11/15/2029 | 630000 | 595507 |
| &nbsp;&nbsp; 3.11%, 11/15/2039 | 120000 | 95489 |
| Astrazeneca Finance LLC | Astrazeneca Finance LLC | Astrazeneca Finance LLC |
| &nbsp;&nbsp; 4.88%, 03/03/2028 | 161000 | 164468 |
| &nbsp;&nbsp; 4.85%, 02/26/2029 | 194000 | 199183 |
| &nbsp;&nbsp; 4.90%, 03/03/2030 | 175000 | 180701 |
|  Automatic Data Processing, Inc., 4.45%, 09/09/2034 | 1000000 | 996980 |
| BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. |
| &nbsp;&nbsp; 6.34%, 08/02/2030 | 130000 | 140604 |
| &nbsp;&nbsp; 2.73%, 03/25/2031 | 620000 | 571628 |
| &nbsp;&nbsp; 5.35%, 08/15/2032 | 200000 | 207799 |
| &nbsp;&nbsp; 4.39%, 08/15/2037 | 730000 | 672447 |
|  Baxter International, Inc., 5.65%, 12/15/2035 | 62000 | 62745 |
| Becton Dickinson & Co. | Becton Dickinson & Co. | Becton Dickinson & Co. |
| &nbsp;&nbsp; 4.69%, 02/13/2028 | 155000 | 157050 |
| &nbsp;&nbsp; 4.30%, 08/22/2032 | 70000 | 68876 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |
| &nbsp;&nbsp; 5.75%, 02/01/2031 | 173000 | 185042 |
| &nbsp;&nbsp; 3.25%, 08/01/2042 | 64000 | 49156 |
|  Bunge Ltd. Finance Corp., 2.75%, 05/14/2031 | 1450000 | 1331376 |
|  Capital Impact Partners, 5.34%, 08/01/2030 | 1000000 | 1024212 |
| Cardinal Health, Inc. | Cardinal Health, Inc. | Cardinal Health, Inc. |
| &nbsp;&nbsp; 4.50%, 09/15/2030 | 75000 | 75711 |
| &nbsp;&nbsp; 4.60%, 03/15/2043 | 312000 | 273654 |
| &nbsp;&nbsp; 4.50%, 11/15/2044 | 265000 | 228081 |
| &nbsp;&nbsp; 5.75%, 11/15/2054 | 59000 | 58857 |
|  Cargill, Inc., 4.13%, 10/23/2030 <sup>(a)</sup> | 405000 | 403245 |
| Cencora, Inc. | Cencora, Inc. | Cencora, Inc. |
| &nbsp;&nbsp; 5.13%, 02/15/2034 | 137000 | 140525 |
| &nbsp;&nbsp; 4.30%, 12/15/2047 | 89000 | 74516 |
| Cigna Group (The) | Cigna Group (The) | Cigna Group (The) |
| &nbsp;&nbsp; 4.38%, 10/15/2028 | 76000 | 76691 |
| &nbsp;&nbsp; 2.40%, 03/15/2030 | 374000 | 347106 |
| &nbsp;&nbsp; 2.38%, 03/15/2031 | 218000 | 197308 |
| &nbsp;&nbsp; 3.88%, 10/15/2047 | 66000 | 50806 |
| &nbsp;&nbsp; 3.40%, 03/15/2050 | 259000 | 181109 |
|  CommonSpirit Health, 5.32%, 12/01/2034 | 1030000 | 1049177 |
|  Conagra Brands, Inc., 7.00%, 10/01/2028 | 188000 | 200418 |
|  Conservation Fund A Nonprofit Corp., 3.47%, 12/15/2029 | 1000000 | 959169 |
|  Constellation Brands, Inc., 4.35%, 05/09/2027 | 80000 | 80296 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| &nbsp;&nbsp; 5.55%, 06/01/2031 | 156000 | 163264 |
| &nbsp;&nbsp; 4.78%, 03/25/2038 | 365000 | 344528 |
| &nbsp;&nbsp; 2.70%, 08/21/2040 | 745000 | 531382 |
| &nbsp;&nbsp; 5.13%, 07/20/2045 | 616000 | 556129 |
|  Dcli Bidco LLC, 7.75%, 11/15/2029 <sup>(a)</sup> | 155000 | 159327 |
|  Duke University Health System, Inc., 3.92%, 06/01/2047 | 70000 | 56273 |
| Elevance Health, Inc. | Elevance Health, Inc. | Elevance Health, Inc. |
| &nbsp;&nbsp; 6.10%, 10/15/2052 | 19000 | 19586 |
| &nbsp;&nbsp; 5.70%, 09/15/2055 | 63000 | 61721 |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |
| &nbsp;&nbsp; 3.10%, 05/15/2027 | 52000 | 51552 |
| &nbsp;&nbsp; 4.75%, 02/12/2030 | 102000 | 104885 |
| &nbsp;&nbsp; 4.60%, 08/14/2034 | 106000 | 106307 |
| &nbsp;&nbsp; 5.00%, 02/09/2054 | 335000 | 312935 |
| &nbsp;&nbsp; 5.20%, 08/14/2064 | 125000 | 117619 |
| &nbsp;&nbsp; 5.65%, 10/15/2065 | 62000 | 62472 |
| EMD Finance LLC | EMD Finance LLC | EMD Finance LLC |
| &nbsp;&nbsp; 4.13%, 08/15/2028 <sup>(a)</sup> | 400000 | 400879 |
| &nbsp;&nbsp; 5.00%, 10/15/2035 <sup>(a)</sup> | 150000 | 150763 |
|  Flowers Foods, Inc., 6.20%, 03/15/2055 | 200000 | 187720 |
|  Ford Foundation (The), 2.82%, 06/01/2070 | 1201000 | 677077 |
|  GE HealthCare Technologies, Inc., 5.65%, 11/15/2027 | 200000 | 205887 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. |
| &nbsp;&nbsp; 4.80%, 11/15/2029 | 122000 | 125526 |
| &nbsp;&nbsp; 5.10%, 06/15/2035 | 80000 | 81984 |
|  GlaxoSmithKline Capital, Inc., 4.50%, 04/15/2030 | 106000 | 107737 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| &nbsp;&nbsp; 5.20%, 11/15/2032 | 100000 | 100047 |
| &nbsp;&nbsp; 5.55%, 11/15/2035 | 175000 | 173938 |
|  Haleon US Capital LLC, 4.00%, 03/24/2052 | 250000 | 196302 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. |
| &nbsp;&nbsp; 3.38%, 03/15/2029 | 66000 | 64299 |
| &nbsp;&nbsp; 3.50%, 09/01/2030 | 151000 | 145210 |
| &nbsp;&nbsp; 5.45%, 04/01/2031 | 102000 | 106457 |
| &nbsp;&nbsp; 5.50%, 03/01/2032 | 112000 | 116712 |
| &nbsp;&nbsp; 7.75%, 07/15/2036 | 150000 | 175763 |
| &nbsp;&nbsp; 3.50%, 07/15/2051 | 173000 | 117260 |
| &nbsp;&nbsp; 4.63%, 03/15/2052 | 192000 | 156799 |
|  Henry J Kaiser Family Foundation/CA, 4.21%, 12/01/2030 | 750000 | 750698 |
| Herc Holdings, Inc. | Herc Holdings, Inc. | Herc Holdings, Inc. |
| &nbsp;&nbsp; 7.00%, 06/15/2030 <sup>(a)</sup> | 80000 | 84194 |
| &nbsp;&nbsp; 5.75%, 03/15/2031 <sup>(a)</sup> | 125000 | 126856 |
| &nbsp;&nbsp; 7.25%, 06/15/2033 <sup>(a)</sup> | 40000 | 42415 |
|  Hershey Co., 4.55%, 02/24/2028 | 84000 | 85320 |
|  Hormel Foods Corp., 4.80%, 03/30/2027 | 137000 | 138472 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. |
| &nbsp;&nbsp; 4.88%, 04/01/2030 | 165000 | 167327 |
| &nbsp;&nbsp; 5.88%, 03/01/2033 | 55000 | 57773 |
|  Kaiser Foundation Hospitals, 2.81%, 06/01/2041 | 2500000 | 1856634 |
|  Kellanova, 7.45%, 04/01/2031 | 226000 | 258571 |
|  Kenvue, Inc., 4.85%, 05/22/2032 | 108000 | 110438 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |
| &nbsp;&nbsp; 5.20%, 03/15/2032 | 76000 | 78153 |
| &nbsp;&nbsp; 4.38%, 06/01/2046 | 160000 | 132179 |
| &nbsp;&nbsp; 4.88%, 10/01/2049 | 90000 | 77431 |
| Kroger Co. | Kroger Co. | Kroger Co. |
| &nbsp;&nbsp; 5.00%, 09/15/2034 | 68000 | 68376 |
| &nbsp;&nbsp; 3.88%, 10/15/2046 | 42000 | 32631 |
| &nbsp;&nbsp; 5.50%, 09/15/2054 | 128000 | 121895 |
| &nbsp;&nbsp; 5.65%, 09/15/2064 | 221000 | 210812 |
| Lamb Weston Holdings, Inc. | Lamb Weston Holdings, Inc. | Lamb Weston Holdings, Inc. |
| &nbsp;&nbsp; 4.13%, 01/31/2030 <sup>(a)</sup> | 75000 | 72549 |
| &nbsp;&nbsp; 4.38%, 01/31/2032 <sup>(a)</sup> | 225000 | 214352 |
| Mars, Inc. | Mars, Inc. | Mars, Inc. |
| &nbsp;&nbsp; 4.65%, 04/20/2031 <sup>(a)</sup> | 2687000 | 2743073 |
| &nbsp;&nbsp; 5.20%, 03/01/2035 <sup>(a)</sup> | 1320000 | 1356735 |
| &nbsp;&nbsp; 5.65%, 05/01/2045 <sup>(a)</sup> | 110000 | 110882 |
| &nbsp;&nbsp; 5.70%, 05/01/2055 <sup>(a)</sup> | 284000 | 282900 |
| Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology |
| &nbsp;&nbsp; 4.68%, 07/01/2114 | 150000 | 124152 |
| &nbsp;&nbsp; 3.89%, 07/01/2116 | 75000 | 51634 |
|  Mather Foundation, 2.68%, 10/01/2031 | 1000000 | 899164 |
|  McKesson Corp., 4.95%, 05/30/2032 | 189000 | 194245 |
|  Medline Borrower LP, 3.88%, 04/01/2029 <sup>(a)</sup> | 175000 | 170854 |
|  Merck & Co., Inc., 5.70%, 12/04/2065 | 63000 | 62324 |
| Mylan, Inc. | Mylan, Inc. | Mylan, Inc. |
| &nbsp;&nbsp; 5.40%, 11/29/2043 | 180000 | 154612 |
| &nbsp;&nbsp; 5.20%, 04/15/2048 | 135000 | 109695 |
|  NBM US Holdings, Inc., 6.63%, 08/06/2029 <sup>(a)</sup> | 800000 | 808800 |
|  Novartis Capital Corp., 4.00%, 09/18/2031 | 99000 | 98491 |
|  Orlando Health Obligated Group, 4.09%, 10/01/2048 | 50000 | 40621 |
| PepsiCo, Inc. | PepsiCo, Inc. | PepsiCo, Inc. |
| &nbsp;&nbsp; 4.45%, 02/07/2028 | 122000 | 123783 |
| &nbsp;&nbsp; 3.60%, 02/18/2028 | 98000 | 97782 |
| &nbsp;&nbsp; 4.65%, 07/23/2032 | 108000 | 110075 |
| &nbsp;&nbsp; 2.88%, 10/15/2049 | 1000000 | 657734 |
|  Pfizer, Inc., 3.88%, 11/15/2027 | 121000 | 121397 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |
| &nbsp;&nbsp; 5.25%, 09/07/2028 | 575000 | 593649 |
| &nbsp;&nbsp; 5.13%, 02/15/2030 | 1165000 | 1204232 |
| &nbsp;&nbsp; 5.50%, 09/07/2030 | 480000 | 504710 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. |
| &nbsp;&nbsp; 3.50%, 03/01/2032 | 520000 | 480374 |
| &nbsp;&nbsp; 6.25%, 07/01/2033 | 310000 | 331393 |
| President and Fellows of Harvard College | President and Fellows of Harvard College | President and Fellows of Harvard College |
| &nbsp;&nbsp; 5.63%, 10/01/2038 | 210000 | 221356 |
| &nbsp;&nbsp; 6.50%, 01/15/2039 <sup>(a)</sup> | 105000 | 120024 |
| Procter & Gamble Co. | Procter & Gamble Co. | Procter & Gamble Co. |
| &nbsp;&nbsp; 1.20%, 10/29/2030 | 1150000 | 1012363 |
| &nbsp;&nbsp; 4.55%, 01/29/2034 | 1000000 | 1015422 |
|  Providence St. Joseph Health Obligated Group, 2.53%, 10/01/2029 | 110000 | 103443 |
| Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. |
| &nbsp;&nbsp; 2.90%, 10/01/2030 | 116000 | 108572 |
| &nbsp;&nbsp; 2.35%, 01/15/2032 | 123000 | 108325 |
| &nbsp;&nbsp; 5.25%, 08/09/2034 | 138000 | 141492 |
| &nbsp;&nbsp; 3.05%, 10/01/2041 | 104000 | 77018 |
|  Regeneron Pharmaceuticals, Inc., 2.80%, 09/15/2050 | 600000 | 365925 |
|  RELX Capital, Inc., 5.25%, 03/27/2035 | 115000 | 118691 |
| Roche Holdings, Inc. | Roche Holdings, Inc. | Roche Holdings, Inc. |
| &nbsp;&nbsp; 4.91%, 03/08/2031 <sup>(a)</sup> | 200000 | 206865 |
| &nbsp;&nbsp; 4.37%, 12/02/2032 <sup>(a)</sup> | 200000 | 199228 |
| &nbsp;&nbsp; 5.59%, 11/13/2033 <sup>(a)</sup> | 980000 | 1047727 |
| &nbsp;&nbsp; 4.59%, 09/09/2034 <sup>(a)</sup> | 410000 | 409031 |
|  Rollins, Inc., 5.25%, 02/24/2035 | 380000 | 387701 |
| S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. |
| &nbsp;&nbsp; 2.70%, 03/01/2029 | 155000 | 148965 |
| &nbsp;&nbsp; 4.25%, 01/15/2031 <sup>(a)</sup> | 74000 | 73981 |
|  SSM Health Care Corp., 4.89%, 06/01/2028 | 450000 | 457324 |
| Sutter Health | Sutter Health | Sutter Health |
| &nbsp;&nbsp; 5.16%, 08/15/2033 | 409000 | 420623 |
| &nbsp;&nbsp; 4.09%, 08/15/2048 | 125000 | 101702 |
| Sysco Corp. | Sysco Corp. | Sysco Corp. |
| &nbsp;&nbsp; 2.40%, 02/15/2030 | 2500000 | 2326686 |
| &nbsp;&nbsp; 5.10%, 09/23/2030 | 151000 | 155913 |
| &nbsp;&nbsp; 4.50%, 04/01/2046 | 113000 | 97072 |
| &nbsp;&nbsp; 4.45%, 03/15/2048 | 101000 | 85502 |
|  Tenet Healthcare Corp., 4.38%, 01/15/2030 | 200000 | 196235 |
| Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. |
| &nbsp;&nbsp; 5.00%, 01/31/2029 | 91000 | 93677 |
| &nbsp;&nbsp; 4.47%, 10/07/2032 | 107000 | 107341 |
|  Trustees of Boston College, 3.13%, 07/01/2052 | 169000 | 114862 |
|  Trustees of Dartmouth College, 4.27%, 06/01/2030 | 1000000 | 1008800 |
| Trustees of Princeton University (The) | Trustees of Princeton University (The) | Trustees of Princeton University (The) |
| &nbsp;&nbsp; 5.70%, 03/01/2039 | 495000 | 534471 |
| &nbsp;&nbsp; 2.52%, 07/01/2050 | 90000 | 56337 |
| Unilever Capital Corp. | Unilever Capital Corp. | Unilever Capital Corp. |
| &nbsp;&nbsp; 2.13%, 09/06/2029 | 675000 | 634175 |
| &nbsp;&nbsp; 4.63%, 08/12/2034 | 1950000 | 1963648 |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |
| &nbsp;&nbsp; 5.25%, 01/15/2030 | 45000 | 45617 |
| &nbsp;&nbsp; 3.88%, 02/15/2031 | 62000 | 59130 |
| &nbsp;&nbsp; 3.75%, 01/15/2032 | 50000 | 46909 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| &nbsp;&nbsp; 4.90%, 04/15/2031 | 106000 | 108839 |
| &nbsp;&nbsp; 4.50%, 04/15/2033 | 1560000 | 1551063 |
| &nbsp;&nbsp; 5.00%, 04/15/2034 | 470000 | 477583 |
| &nbsp;&nbsp; 5.30%, 06/15/2035 | 75000 | 77653 |
| &nbsp;&nbsp; 4.25%, 06/15/2048 | 192000 | 157118 |
| &nbsp;&nbsp; 4.75%, 05/15/2052 | 695000 | 599382 |
| &nbsp;&nbsp; 4.95%, 05/15/2062 | 64000 | 55409 |
| &nbsp;&nbsp; 5.75%, 07/15/2064 | 275000 | 268485 |
|  University of Chicago (The), 2.76%, 04/01/2045 | 100000 | 79045 |
|  Utah Acquisition Sub, Inc., 5.25%, 06/15/2046 | 140000 | 114988 |
|  Viatris, Inc., 3.85%, 06/22/2040 | 35000 | 26868 |
|  Zoetis, Inc., 2.00%, 05/15/2030 | 675000 | 617539 |
| **Total Consumer, Non-Cyclical** | **Total Consumer, Non-Cyclical** | **54595897** |
| **ENERGY - 2.0%** | **ENERGY - 2.0%** | **ENERGY - 2.0%** |
| APA Corp. | APA Corp. | APA Corp. |
| &nbsp;&nbsp; 6.10%, 02/15/2035 | 300000 | 308383 |
| &nbsp;&nbsp; 5.35%, 07/01/2049 | 390000 | 324148 |
|  BP Capital Markets America, Inc., 3.54%, 04/06/2027 | 314000 | 313071 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| &nbsp;&nbsp; 5.95%, 06/30/2033 | 500000 | 530186 |
| &nbsp;&nbsp; 5.55%, 10/30/2035 <sup>(a)</sup> | 85000 | 86902 |
|  Chevron Corp., 2.24%, 05/11/2030 | 259000 | 240185 |
| Civitas Resources, Inc. | Civitas Resources, Inc. | Civitas Resources, Inc. |
| &nbsp;&nbsp; 8.63%, 11/01/2030 <sup>(a)</sup> | 25000 | 26202 |
| &nbsp;&nbsp; 8.75%, 07/01/2031 <sup>(a)</sup> | 145000 | 150423 |
|  Colonial Enterprises, Inc., 3.25%, 05/15/2030 <sup>(a)</sup> | 510000 | 478900 |
|  Columbia Pipelines Operating Co. LLC, 5.93%, 08/15/2030 <sup>(a)</sup> | 215000 | 227439 |
| ConocoPhillips Co. | ConocoPhillips Co. | ConocoPhillips Co. |
| &nbsp;&nbsp; 5.05%, 09/15/2033 | 750000 | 771568 |
| &nbsp;&nbsp; 5.30%, 05/15/2053 | 950000 | 884972 |
|  Continental Wind LLC, 6.00%, 02/28/2033 <sup>(a)</sup> | 846145 | 866336 |
| DCP Midstream Operating LP | DCP Midstream Operating LP | DCP Midstream Operating LP |
| &nbsp;&nbsp; 5.13%, 05/15/2029 | 320000 | 327325 |
| &nbsp;&nbsp; 6.75%, 09/15/2037 <sup>(a)</sup> | 550000 | 598009 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. |
| &nbsp;&nbsp; 3.50%, 12/01/2029 | 93000 | 90217 |
| &nbsp;&nbsp; 6.25%, 03/15/2033 | 1395000 | 1503052 |
| &nbsp;&nbsp; 5.55%, 04/01/2035 | 975000 | 1002136 |
| &nbsp;&nbsp; 4.40%, 03/24/2051 | 117000 | 93775 |
| &nbsp;&nbsp; 6.25%, 03/15/2053 | 53000 | 53506 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| &nbsp;&nbsp; 6.50% to 11/15/2026 then 5 yr. CMT Rate + 5.69%, Perpetual | 500000 | 502202 |
| &nbsp;&nbsp; 4.95%, 05/15/2028 | 197000 | 200184 |
| &nbsp;&nbsp; 4.95%, 06/15/2028 | 115000 | 116901 |
| &nbsp;&nbsp; 7.38%, 02/01/2031 <sup>(a)</sup> | 600000 | 623377 |
| &nbsp;&nbsp; 6.55%, 12/01/2033 | 760000 | 832980 |
| &nbsp;&nbsp; 5.15%, 02/01/2043 | 135000 | 121502 |
| &nbsp;&nbsp; 5.30%, 04/15/2047 | 110000 | 97611 |
| &nbsp;&nbsp; 5.40%, 10/01/2047 | 264000 | 237242 |
| &nbsp;&nbsp; 5.00%, 05/15/2050 | 850000 | 711151 |
| Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC |
| &nbsp;&nbsp; 4.60%, 01/15/2031 | 400000 | 404915 |
| &nbsp;&nbsp; 4.85%, 08/15/2042 | 200000 | 185151 |
| &nbsp;&nbsp; 3.70%, 01/31/2051 | 47000 | 34465 |
|  EOG Resources, Inc., 4.40%, 01/15/2031 | 154000 | 154599 |
|  Expand Energy Corp., 4.75%, 02/01/2032 | 274000 | 270303 |
|  Florida Gas Transmission Co. LLC, 2.30%, 10/01/2031 <sup>(a)</sup> | 355000 | 314677 |
|  Gray Oak Pipeline LLC, 3.45%, 10/15/2027 <sup>(a)</sup> | 192000 | 189757 |
|  Hess Corp., 4.30%, 04/01/2027 | 400000 | 401692 |
|  HF Sinclair Corp., 5.00%, 02/01/2028 | 100000 | 100018 |
| Hilcorp Energy I LP / Hilcorp Finance Co. | Hilcorp Energy I LP / Hilcorp Finance Co. | Hilcorp Energy I LP / Hilcorp Finance Co. |
| &nbsp;&nbsp; 6.00%, 04/15/2030 <sup>(a)</sup> | 125000 | 121463 |
| &nbsp;&nbsp; 6.25%, 04/15/2032 <sup>(a)</sup> | 100000 | 94138 |
|  Kinder Morgan Energy Partners LP, 5.50%, 03/01/2044 | 102000 | 97715 |
| MPLX LP | MPLX LP | MPLX LP |
| &nbsp;&nbsp; 1.75%, 03/01/2026 | 1655000 | 1648473 |
| &nbsp;&nbsp; 4.80%, 02/15/2031 | 180000 | 181890 |
| &nbsp;&nbsp; 5.40%, 09/15/2035 | 720000 | 725357 |
| &nbsp;&nbsp; 4.70%, 04/15/2048 | 245000 | 203625 |
| &nbsp;&nbsp; 5.95%, 04/01/2055 | 200000 | 192906 |
|  Murray Energy Corp., 12.00%, 04/15/2024 <sup>(a)(b)</sup> | 180991 | 0 |
|  Northwest Pipeline LLC, 4.00%, 04/01/2027 | 1655000 | 1653845 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| &nbsp;&nbsp; 6.13%, 01/01/2031 | 146000 | 154311 |
| &nbsp;&nbsp; 6.45%, 09/15/2036 | 170000 | 181173 |
| &nbsp;&nbsp; 6.20%, 03/15/2040 | 380000 | 385873 |
| &nbsp;&nbsp; 4.40%, 04/15/2046 | 192000 | 151646 |
| &nbsp;&nbsp; 6.05%, 10/01/2054 | 675000 | 645606 |
|  ONEOK Partners LP, 6.65%, 10/01/2036 | 124000 | 134955 |
| ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. |
| &nbsp;&nbsp; 3.10%, 03/15/2030 | 610000 | 580011 |
| &nbsp;&nbsp; 4.75%, 10/15/2031 | 203000 | 204079 |
| &nbsp;&nbsp; 5.20%, 07/15/2048 | 300000 | 270296 |
| Ovintiv, Inc. | Ovintiv, Inc. | Ovintiv, Inc. |
| &nbsp;&nbsp; 7.38%, 11/01/2031 | 231000 | 257640 |
| &nbsp;&nbsp; 6.25%, 07/15/2033 | 220000 | 233358 |
|  Pioneer Natural Resources Co., 7.20%, 01/15/2028 | 400000 | 424354 |
| Plains All American Pipeline LP / PAA Finance Corp. | Plains All American Pipeline LP / PAA Finance Corp. | Plains All American Pipeline LP / PAA Finance Corp. |
| &nbsp;&nbsp; 5.60%, 01/15/2036 | 61000 | 61706 |
| &nbsp;&nbsp; 4.30%, 01/31/2043 | 450000 | 367266 |
|  Repsol E&P Capital Markets US LLC, 5.98%, 09/16/2035 <sup>(a)</sup> | 350000 | 356958 |
|  Sabine Pass Liquefaction LLC, 5.90%, 09/15/2037 | 65150 | 68442 |
|  Shell Finance US, Inc., 4.13%, 11/06/2030 | 81000 | 80989 |
|  Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp., 6.00%, 12/31/2030 <sup>(a)</sup> | 175000 | 176415 |
| Targa Resources Corp. | Targa Resources Corp. | Targa Resources Corp. |
| &nbsp;&nbsp; 6.50%, 03/30/2034 | 860000 | 938593 |
| &nbsp;&nbsp; 5.50%, 02/15/2035 | 150000 | 153653 |
| &nbsp;&nbsp; 5.40%, 07/30/2036 | 55000 | 55063 |
|  Targa Resources Partners LP / Targa Resources Partners Finance Corp., 4.88%, 02/01/2031 | 380000 | 382323 |
| Topaz Solar Farms LLC | Topaz Solar Farms LLC | Topaz Solar Farms LLC |
| &nbsp;&nbsp; 4.88%, 09/30/2039 <sup>(a)</sup> | 263174 | 234554 |
| &nbsp;&nbsp; 5.75%, 09/30/2039 <sup>(a)</sup> | 828978 | 833910 |
| Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC | Transcontinental Gas Pipe Line Co. LLC |
| &nbsp;&nbsp; 3.95%, 05/15/2050 | 230000 | 176610 |
| &nbsp;&nbsp; 5.75%, 03/15/2056 <sup>(a)</sup> | 71000 | 70252 |
|  Valero Energy Partners LP, 4.50%, 03/15/2028 | 350000 | 352380 |
| Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC | Venture Global Calcasieu Pass LLC |
| &nbsp;&nbsp; 3.88%, 08/15/2029 <sup>(a)</sup> | 25000 | 23436 |
| &nbsp;&nbsp; 6.25%, 01/15/2030 <sup>(a)</sup> | 400000 | 404966 |
| &nbsp;&nbsp; 4.13%, 08/15/2031 <sup>(a)</sup> | 25000 | 22749 |
| Western Midstream Operating LP | Western Midstream Operating LP | Western Midstream Operating LP |
| &nbsp;&nbsp; 4.05%, 02/01/2030 <sup>(c)</sup> | 1210000 | 1185413 |
| &nbsp;&nbsp; 5.50%, 12/15/2035 | 877000 | 872336 |
| &nbsp;&nbsp; 5.30%, 03/01/2048 | 56000 | 48285 |
| Williams Cos., Inc. | Williams Cos., Inc. | Williams Cos., Inc. |
| &nbsp;&nbsp; 4.63%, 06/30/2030 | 119000 | 120165 |
| &nbsp;&nbsp; 3.50%, 11/15/2030 | 1220000 | 1170329 |
| &nbsp;&nbsp; 5.75%, 06/24/2044 | 262000 | 260330 |
| &nbsp;&nbsp; 4.90%, 01/15/2045 | 200000 | 178987 |
| **Total Energy** | **Total Energy** | **31514286** |
| **FINANCIAL - 8.0%** | **FINANCIAL - 8.0%** | **FINANCIAL - 8.0%** |
|  200 Park Funding Trust, 5.74%, 02/15/2055 <sup>(a)</sup> | 2425000 | 2412072 |
|  Alexandria Real Estate Equities, Inc., 4.75%, 04/15/2035 | 135000 | 129932 |
|  Ally Financial, Inc., 5.54% to 01/17/2030 then SOFR + 1.73%, 01/17/2031 | 210000 | 214869 |
| American Express Co. | American Express Co. | American Express Co. |
| &nbsp;&nbsp; 5.10% to 02/16/2027 then SOFR + 1.00%, 02/16/2028 | 316000 | 319670 |
| &nbsp;&nbsp; 5.09% to 01/30/2030 then SOFR + 1.02%, 01/30/2031 | 103000 | 106168 |
| &nbsp;&nbsp; 4.92% to 07/20/2032 then SOFR + 1.22%, 07/20/2033 | 73000 | 74292 |
| &nbsp;&nbsp; 5.67% to 04/25/2035 then SOFR + 1.79%, 04/25/2036 | 86000 | 90804 |
| American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP |
| &nbsp;&nbsp; 4.95%, 06/15/2030 | 190000 | 193802 |
| &nbsp;&nbsp; 5.50%, 02/01/2034 | 1750000 | 1807039 |
| American Tower Corp. | American Tower Corp. | American Tower Corp. |
| &nbsp;&nbsp; 5.20%, 02/15/2029 | 240000 | 246998 |
| &nbsp;&nbsp; 2.30%, 09/15/2031 | 156000 | 138559 |
| &nbsp;&nbsp; 4.70%, 12/15/2032 | 50000 | 50011 |
|  American Tower Trust #1, 5.49%, 03/15/2028 <sup>(a)</sup> | 1815000 | 1845394 |
|  Americold Realty Operating Partnership LP, 5.60%, 05/15/2032 | 350000 | 352367 |
| Aon North America, Inc. | Aon North America, Inc. | Aon North America, Inc. |
| &nbsp;&nbsp; 5.30%, 03/01/2031 | 191000 | 199120 |
| &nbsp;&nbsp; 5.75%, 03/01/2054 | 17000 | 16914 |
| Arthur J Gallagher & Co. | Arthur J Gallagher & Co. | Arthur J Gallagher & Co. |
| &nbsp;&nbsp; 4.85%, 12/15/2029 | 300000 | 306982 |
| &nbsp;&nbsp; 5.75%, 03/02/2053 | 16000 | 15696 |
| Assurant, Inc. | Assurant, Inc. | Assurant, Inc. |
| &nbsp;&nbsp; 2.65%, 01/15/2032 | 420000 | 371879 |
| &nbsp;&nbsp; 5.55%, 02/15/2036 | 138000 | 140215 |
|  Athene Global Funding, 5.32%, 11/13/2031 <sup>(a)</sup> | 509000 | 516038 |
|  Athene Holding Ltd., 3.45%, 05/15/2052 | 54000 | 34144 |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp; 4.45%, 03/03/2026 | 1525000 | 1526099 |
| &nbsp;&nbsp; 3.82% to 01/20/2027 then 3 mo. Term SOFR + 1.84%, 01/20/2028 | 1367000 | 1363722 |
| &nbsp;&nbsp; 3.42% to 12/20/2027 then 3 mo. Term SOFR + 1.30%, 12/20/2028 | 544000 | 537158 |
| &nbsp;&nbsp; 3.19% to 07/23/2029 then 3 mo. Term SOFR + 1.44%, 07/23/2030 | 445000 | 429816 |
| &nbsp;&nbsp; 5.16% to 01/24/2030 then SOFR + 1.00%, 01/24/2031 | 221000 | 228150 |
| &nbsp;&nbsp; 2.65% to 03/11/2031 then SOFR + 1.22%, 03/11/2032 | 1675000 | 1538638 |
| &nbsp;&nbsp; 2.30% to 07/21/2031 then SOFR + 1.22%, 07/21/2032 | 555000 | 496258 |
| &nbsp;&nbsp; 4.57% to 04/27/2032 then SOFR + 1.83%, 04/27/2033 | 82000 | 81799 |
| &nbsp;&nbsp; 5.29% to 04/25/2033 then SOFR + 1.91%, 04/25/2034 | 745000 | 767012 |
| &nbsp;&nbsp; 5.43% to 08/15/2034 then SOFR + 1.91%, 08/15/2035 | 101000 | 103295 |
| &nbsp;&nbsp; 5.52% to 10/25/2034 then SOFR + 1.74%, 10/25/2035 | 345000 | 353357 |
| &nbsp;&nbsp; 5.74% to 02/12/2035 then SOFR + 1.70%, 02/12/2036 | 55000 | 57310 |
| &nbsp;&nbsp; 3.85% to 03/08/2032 then 5 yr. CMT Rate + 2.00%, 03/08/2037 | 432000 | 406830 |
| &nbsp;&nbsp; 4.08% to 04/23/2039 then 3 mo. Term SOFR + 1.58%, 04/23/2040 | 83000 | 74108 |
| &nbsp;&nbsp; 3.31% to 04/22/2041 then SOFR + 1.58%, 04/22/2042 | 111000 | 87568 |
|  Bank of New York Mellon Corp., 4.94% to 02/11/2030 then SOFR + 0.89%, 02/11/2031 | 177000 | 182008 |
|  BankUnited, Inc., 5.13%, 06/11/2030 | 292000 | 293419 |
|  Blackstone Secured Lending Fund, 2.85%, 09/30/2028 | 1300000 | 1229564 |
|  Blue Owl Credit Income Corp., 7.75%, 09/16/2027 | 1375000 | 1429641 |
| Bridge Housing Corp. | Bridge Housing Corp. | Bridge Housing Corp. |
| &nbsp;&nbsp; 3.25%, 07/15/2030 | 500000 | 470585 |
| &nbsp;&nbsp; 5.32%, 07/15/2035 | 600000 | 599657 |
|  Brixmor Operating Partnership LP, 4.05%, 07/01/2030 | 625000 | 616169 |
|  Broadstone Net Lease LLC, 2.60%, 09/15/2031 | 515000 | 455735 |
|  Cantor Fitzgerald LP, 4.50%, 04/14/2027 <sup>(a)</sup> | 1225000 | 1223139 |
|  Capital One Financial Corp., 7.62% to 10/30/2030 then SOFR + 3.07%, 10/30/2031 | 260000 | 293838 |
|  CBRE Services, Inc., 4.90%, 01/15/2033 | 445000 | 447138 |
|  Chubb INA Holdings LLC, 4.65%, 08/15/2029 | 210000 | 214639 |
|  Citibank NA, 4.91%, 05/29/2030 | 252000 | 259235 |
| Citigroup, Inc. | Citigroup, Inc. | Citigroup, Inc. |
| &nbsp;&nbsp; 1.12% to 01/28/2026 then SOFR + 0.77%, 01/28/2027 | 820000 | 818127 |
| &nbsp;&nbsp; 4.45%, 09/29/2027 | 1569000 | 1579093 |
| &nbsp;&nbsp; 3.98% to 03/20/2029 then 3 mo. Term SOFR + 1.60%, 03/20/2030 | 610000 | 604470 |
| &nbsp;&nbsp; 4.54% to 09/19/2029 then SOFR + 1.34%, 09/19/2030 | 306000 | 308433 |
| &nbsp;&nbsp; 2.98% to 11/05/2029 then SOFR + 1.42%, 11/05/2030 | 160000 | 152380 |
| &nbsp;&nbsp; 2.56% to 05/01/2031 then SOFR + 1.17%, 05/01/2032 | 300000 | 272258 |
| &nbsp;&nbsp; 3.06% to 01/25/2032 then SOFR + 1.35%, 01/25/2033 | 1880000 | 1722201 |
| &nbsp;&nbsp; 5.88%, 02/22/2033 | 278000 | 296981 |
| &nbsp;&nbsp; 6.00%, 10/31/2033 | 243000 | 261314 |
| &nbsp;&nbsp; 5.17% to 09/11/2035 then SOFR + 1.49%, 09/11/2036 | 104000 | 104972 |
| &nbsp;&nbsp; 5.41% to 09/19/2034 then 5 yr. CMT Rate + 1.73%, 09/19/2039 | 271000 | 272711 |
| &nbsp;&nbsp; 2.90% to 11/03/2041 then SOFR + 1.38%, 11/03/2042 | 58000 | 42873 |
| Citizens Financial Group, Inc. | Citizens Financial Group, Inc. | Citizens Financial Group, Inc. |
| &nbsp;&nbsp; 5.72% to 07/23/2031 then SOFR + 1.91%, 07/23/2032 | 384000 | 402589 |
| &nbsp;&nbsp; 6.65% to 04/25/2034 then SOFR + 2.33%, 04/25/2035 | 200000 | 219914 |
|  Comerica, Inc., 5.98% to 01/30/2029 then SOFR + 2.16%, 01/30/2030 | 701000 | 731296 |
|  Community Preservation Corp., 2.87%, 02/01/2030 | 1000000 | 934396 |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |
| &nbsp;&nbsp; 5.00%, 01/11/2028 | 108000 | 109688 |
| &nbsp;&nbsp; 5.60%, 06/01/2029 | 92000 | 95464 |
|  Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin, 5.95%, 09/17/2030 <sup>(a)</sup> | 665000 | 634303 |
|  Equitable America Global Funding, 4.30%, 12/15/2028 <sup>(a)</sup> | 101000 | 101409 |
|  Everest Reinsurance Holdings, Inc., 3.13%, 10/15/2052 | 590000 | 373893 |
|  F&G Global Funding, 2.00%, 09/20/2028 <sup>(a)</sup> | 400000 | 374719 |
|  Fidus Investment Corp., 6.75%, 03/19/2030 | 680000 | 671713 |
|  First Citizens BancShares, Inc./NC, 5.60% to 09/05/2030 then 5 yr. CMT Rate + 1.85%, 09/05/2035 | 195000 | 194661 |
|  First Horizon Corp., 5.51% to 03/07/2030 then SOFR + 1.77%, 03/07/2031 | 113000 | 116729 |
|  FNB Corp./PA, 5.72% to 12/11/2029 then SOFR + 1.93%, 12/11/2030 | 259000 | 264318 |
|  Fortitude Global Funding, 4.63%, 10/06/2028 <sup>(a)</sup> | 380000 | 380075 |
|  Franklin BSP Capital Corp., 6.00%, 10/02/2030 <sup>(a)</sup> | 930000 | 921440 |
|  GA Global Funding Trust, 4.50%, 09/18/2030 <sup>(a)</sup> | 400000 | 395222 |
|  GCM Grosvenor Diversified Alternatives Issuer LLC, 6.00%, 11/15/2031 <sup>(a)</sup> | 940000 | 768234 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |
| &nbsp;&nbsp; 1.54% to 09/10/2026 then SOFR + 0.82%, 09/10/2027 | 99000 | 97265 |
| &nbsp;&nbsp; 3.81% to 04/23/2028 then 3 mo. Term SOFR + 1.42%, 04/23/2029 | 925000 | 919575 |
| &nbsp;&nbsp; 4.22% to 05/01/2028 then 3 mo. Term SOFR + 1.56%, 05/01/2029 | 1216000 | 1218530 |
| &nbsp;&nbsp; 4.69% to 10/23/2029 then SOFR + 1.14%, 10/23/2030 | 69000 | 69941 |
| &nbsp;&nbsp; 5.21% to 01/28/2030 then SOFR + 1.08%, 01/28/2031 | 965000 | 996503 |
| &nbsp;&nbsp; 4.37% to 10/21/2030 then SOFR + 1.06%, 10/21/2031 | 107000 | 106745 |
| &nbsp;&nbsp; 2.62% to 04/22/2031 then SOFR + 1.28%, 04/22/2032 | 770000 | 702096 |
| &nbsp;&nbsp; 2.38% to 07/21/2031 then SOFR + 1.25%, 07/21/2032 | 142000 | 127177 |
| &nbsp;&nbsp; 6.75%, 10/01/2037 | 531000 | 592796 |
| &nbsp;&nbsp; 3.21% to 04/22/2041 then SOFR + 1.51%, 04/22/2042 | 156000 | 120539 |
| &nbsp;&nbsp; 5.73% to 01/28/2055 then SOFR + 1.70%, 01/28/2056 | 87000 | 87930 |
|  Goodman US Finance Six LLC, 5.13%, 10/07/2034 <sup>(a)</sup> | 58000 | 58235 |
| HA Sustainable Infrastructure Capital, Inc. | HA Sustainable Infrastructure Capital, Inc. | HA Sustainable Infrastructure Capital, Inc. |
| &nbsp;&nbsp; 6.15%, 01/15/2031 | 1250000 | 1284885 |
| &nbsp;&nbsp; 6.38%, 07/01/2034 | 2000000 | 2037628 |
| &nbsp;&nbsp; 6.75%, 07/15/2035 | 1025000 | 1070852 |
| &nbsp;&nbsp; 8.00% to 06/01/2031 then 5 yr. CMT Rate + 4.30%, 06/01/2056 | 650000 | 679289 |
|  HAT Holdings I LLC / HAT Holdings II LLC, 3.75%, 09/15/2030 <sup>(a)</sup> | 1000000 | 925547 |
|  HNA 2015 LLC, 2.37%, 09/18/2027 | 99273 | 96945 |
|  Huntington Bancshares, Inc./OH, 6.21% to 08/21/2028 then SOFR + 2.02%, 08/21/2029 | 145000 | 152077 |
|  Intercontinental Exchange, Inc., 4.95%, 06/15/2052 | 105000 | 96522 |
|  Jackson National Life Global Funding, 5.55%, 07/02/2027 <sup>(a)</sup> | 500000 | 510309 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |
| &nbsp;&nbsp; 6.07% (SOFR + 1.33%), 10/22/2027 | 2500000 | 2539305 |
| &nbsp;&nbsp; 3.78% to 02/01/2027 then 3 mo. Term SOFR + 1.60%, 02/01/2028 | 300000 | 299331 |
| &nbsp;&nbsp; 5.57% to 04/22/2027 then SOFR + 0.93%, 04/22/2028 | 1875000 | 1912299 |
| &nbsp;&nbsp; 3.54% to 05/01/2027 then 3 mo. Term SOFR + 1.64%, 05/01/2028 | 182000 | 180974 |
| &nbsp;&nbsp; 4.01% to 04/23/2028 then 3 mo. Term SOFR + 1.38%, 04/23/2029 | 1240000 | 1238805 |
| &nbsp;&nbsp; 2.07% to 06/01/2028 then SOFR + 1.02%, 06/01/2029 | 830000 | 792572 |
| &nbsp;&nbsp; 6.88% to 06/01/2029 then 5 yr. CMT Rate + 2.74%, Perpetual | 1250000 | 1325645 |
| &nbsp;&nbsp; 5.00% to 07/22/2029 then SOFR + 1.13%, 07/22/2030 | 2000000 | 2053273 |
| &nbsp;&nbsp; 2.74% to 10/15/2029 then 3 mo. Term SOFR + 1.51%, 10/15/2030 | 2250000 | 2134454 |
| &nbsp;&nbsp; 2.58% to 04/22/2031 then 3 mo. Term SOFR + 1.25%, 04/22/2032 | 405000 | 370191 |
| &nbsp;&nbsp; 2.55% to 11/08/2031 then SOFR + 1.18%, 11/08/2032 | 667000 | 601899 |
| &nbsp;&nbsp; 4.91% to 07/25/2032 then SOFR + 2.08%, 07/25/2033 | 86000 | 87609 |
| &nbsp;&nbsp; 5.77% to 04/22/2034 then SOFR + 1.49%, 04/22/2035 | 800000 | 852474 |
| &nbsp;&nbsp; 5.58% to 07/23/2035 then SOFR + 1.64%, 07/23/2036 | 2156000 | 2230272 |
| &nbsp;&nbsp; 2.53% to 11/19/2040 then 3 mo. Term SOFR + 1.51%, 11/19/2041 | 686000 | 493482 |
| &nbsp;&nbsp; 5.53% to 11/29/2044 then SOFR + 1.55%, 11/29/2045 | 54000 | 54823 |
|  KeyBank NA/Cleveland OH, 4.90%, 08/08/2032 | 250000 | 249479 |
| KeyCorp | KeyCorp | KeyCorp |
| &nbsp;&nbsp; 5.12% to 04/04/2030 then SOFR + 1.23%, 04/04/2031 | 140000 | 143782 |
| &nbsp;&nbsp; 6.40% to 03/06/2034 then SOFR + 2.42%, 03/06/2035 | 185000 | 200946 |
| Kimco Realty OP LLC | Kimco Realty OP LLC | Kimco Realty OP LLC |
| &nbsp;&nbsp; 2.25%, 12/01/2031 | 1100000 | 975695 |
| &nbsp;&nbsp; 4.60%, 02/01/2033 | 135000 | 134909 |
| Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. |
| &nbsp;&nbsp; 4.57%, 02/01/2029 <sup>(a)</sup> | 700000 | 703201 |
| &nbsp;&nbsp; 3.95%, 10/15/2050 <sup>(a)</sup> | 120000 | 88738 |
| &nbsp;&nbsp; 3.95%, 05/15/2060 <sup>(a)</sup> | 85000 | 58896 |
|  Lincoln Financial Global Funding, 4.63%, 08/18/2030 <sup>(a)</sup> | 380000 | 382263 |
|  Low Income Investment Fund, 3.39%, 07/01/2026 | 1000000 | 994162 |
|  Lseg US Fin Corp., 5.30%, 03/28/2034 <sup>(a)</sup> | 590000 | 609524 |
|  M&T Bank Corp., 5.40% to 07/30/2030 then 5 yr. CMT Rate + 1.43%, 07/30/2035 | 100000 | 100986 |
|  Marsh & McLennan Cos., Inc., 4.55%, 11/08/2027 | 111000 | 112308 |
| Mastercard, Inc. | Mastercard, Inc. | Mastercard, Inc. |
| &nbsp;&nbsp; 1.90%, 03/15/2031 | 1000000 | 897153 |
| &nbsp;&nbsp; 4.35%, 01/15/2032 | 148000 | 148735 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |
| &nbsp;&nbsp; 3.95%, 04/23/2027 | 950000 | 949327 |
| &nbsp;&nbsp; 3.59%, 07/22/2028 <sup>(d)</sup> | 420000 | 417126 |
| &nbsp;&nbsp; 3.77% to 01/24/2028 then 3 mo. Term SOFR + 1.40%, 01/24/2029 | 1155000 | 1148476 |
| &nbsp;&nbsp; 5.17% to 01/16/2029 then SOFR + 1.45%, 01/16/2030 | 323000 | 331581 |
| &nbsp;&nbsp; 4.43% to 01/23/2029 then 3 mo. Term SOFR + 1.89%, 01/23/2030 | 440000 | 442438 |
| &nbsp;&nbsp; 4.65% to 10/18/2029 then SOFR + 1.10%, 10/18/2030 | 51000 | 51617 |
| &nbsp;&nbsp; 3.62% to 04/01/2030 then SOFR + 3.12%, 04/01/2031 | 55000 | 53439 |
| &nbsp;&nbsp; 2.24% to 07/21/2031 then SOFR + 1.18%, 07/21/2032 | 210000 | 186603 |
| &nbsp;&nbsp; 2.94% to 01/21/2032 then SOFR + 1.29%, 01/21/2033 | 2450000 | 2236098 |
| &nbsp;&nbsp; 5.32% to 07/19/2034 then SOFR + 1.56%, 07/19/2035 | 84000 | 86470 |
| &nbsp;&nbsp; 2.48% to 09/16/2031 then SOFR + 1.36%, 09/16/2036 | 143000 | 125742 |
| &nbsp;&nbsp; 5.30% to 04/20/2032 then SOFR + 2.62%, 04/20/2037 | 200000 | 203440 |
| &nbsp;&nbsp; 5.94% to 02/07/2034 then 5 yr. CMT Rate + 1.80%, 02/07/2039 | 231000 | 242774 |
| &nbsp;&nbsp; 3.22% to 04/22/2041 then SOFR + 1.49%, 04/22/2042 | 156000 | 122227 |
|  Morgan Stanley Direct Lending Fund, 4.50%, 02/11/2027 | 1310000 | 1308251 |
| Morgan Stanley Private Bank NA | Morgan Stanley Private Bank NA | Morgan Stanley Private Bank NA |
| &nbsp;&nbsp; 4.73% to 07/18/2030 then SOFR + 1.08%, 07/18/2031 | 1505000 | 1525615 |
| &nbsp;&nbsp; 4.47% to 11/19/2030 then SOFR + 1.02%, 11/19/2031 | 2525000 | 2531610 |
| MPT Operating Partnership LP / MPT Finance Corp. | MPT Operating Partnership LP / MPT Finance Corp. | MPT Operating Partnership LP / MPT Finance Corp. |
| &nbsp;&nbsp; 5.00%, 10/15/2027 | 150000 | 144807 |
| &nbsp;&nbsp; 3.50%, 03/15/2031 | 200000 | 145418 |
|  National Community Renaissance of California, 3.27%, 12/01/2032 | 1000000 | 882850 |
| National Health Investors, Inc. | National Health Investors, Inc. | National Health Investors, Inc. |
| &nbsp;&nbsp; 3.00%, 02/01/2031 | 118000 | 107110 |
| &nbsp;&nbsp; 5.35%, 02/01/2033 | 32000 | 31955 |
| New York Life Global Funding | New York Life Global Funding | New York Life Global Funding |
| &nbsp;&nbsp; 4.85%, 01/09/2028 <sup>(a)</sup> | 77000 | 78393 |
| &nbsp;&nbsp; 4.55%, 01/28/2033 <sup>(a)</sup> | 1000000 | 996869 |
|  Northern Trust Corp., 5.12% to 11/19/2035 then 5 yr. CMT Rate + 1.05%, 11/19/2040 | 400000 | 399450 |
|  Northwestern Mutual Global Funding, 4.35%, 09/15/2027 <sup>(a)</sup> | 103000 | 103778 |
|  Northwestern Mutual Life Insurance Co., 6.17%, 05/29/2055 <sup>(a)</sup> | 62000 | 65801 |
|  OFS Capital Corp., 4.75%, 02/10/2026 | 164000 | 163549 |
|  Omnis Funding Trust, 6.72%, 05/15/2055 <sup>(a)</sup> | 3375000 | 3509502 |
|  OneMain Finance Corp., 3.88%, 09/15/2028 | 100000 | 97463 |
|  Pacific Life Insurance Co., 5.95%, 09/15/2055 <sup>(a)</sup> | 133000 | 133285 |
|  PennyMac Financial Services, Inc., 4.25%, 02/15/2029 <sup>(a)</sup> | 225000 | 220056 |
|  PNC Bank NA, 4.54% to 05/13/2026 then SOFR + 0.63%, 05/13/2027 | 1125000 | 1126637 |
|  Preservation Of Affordable Housing, Inc., 4.48%, 12/01/2032 | 1000000 | 947580 |
|  Private Export Funding Corp., 4.30%, 12/15/2028 | 1000000 | 1017577 |
|  Protective Life Corp., 4.70%, 01/15/2031 <sup>(a)</sup> | 750000 | 752363 |
|  Prudential Financial, Inc., 5.70% to 09/15/2028 then 3 mo. LIBOR USD + 2.67%, 09/15/2048 <sup>(e)</sup> | 81000 | 81815 |
|  Realty Income Corp., 3.25%, 01/15/2031 | 285000 | 271328 |
| Regions Financial Corp. | Regions Financial Corp. | Regions Financial Corp. |
| &nbsp;&nbsp; 5.72% to 06/06/2029 then SOFR + 1.49%, 06/06/2030 | 119000 | 124061 |
| &nbsp;&nbsp; 5.50% to 09/06/2034 then SOFR + 2.06%, 09/06/2035 | 90000 | 92704 |
| &nbsp;&nbsp; 7.38%, 12/10/2037 | 204000 | 232985 |
|  Reinvestment Fund, Inc., 3.88%, 02/15/2027 | 500000 | 494047 |
|  Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/2026 <sup>(a)</sup> | 425000 | 418801 |
|  Sculptor Alternative Solutions LLC, Series B, 6.00%, 05/15/2029 <sup>(a)</sup> | 1720000 | 1567092 |
|  Securian Financial Group, Inc., 4.80%, 04/15/2048 <sup>(a)</sup> | 250000 | 217197 |
|  Signature Bank, 9.33% (3 mo. AMERIBOR + 3.89%), 10/15/2030 | 150000 | 108000 |
| Starwood Property Trust, Inc. | Starwood Property Trust, Inc. | Starwood Property Trust, Inc. |
| &nbsp;&nbsp; 5.25%, 10/15/2028 <sup>(a)</sup> | 720000 | 725236 |
| &nbsp;&nbsp; 7.25%, 04/01/2029 <sup>(a)</sup> | 1000000 | 1056102 |
| &nbsp;&nbsp; 6.00%, 04/15/2030 <sup>(a)</sup> | 1445000 | 1483151 |
| &nbsp;&nbsp; 6.50%, 10/15/2030 <sup>(a)</sup> | 2105000 | 2194660 |
|  Stellantis Financial Services US Corp., 4.95%, 09/15/2028 <sup>(a)</sup> | 202000 | 204776 |
|  Sun Communities Operating LP, 2.70%, 07/15/2031 | 475000 | 431646 |
| Synchrony Financial | Synchrony Financial | Synchrony Financial |
| &nbsp;&nbsp; 5.15%, 03/19/2029 | 200000 | 202684 |
| &nbsp;&nbsp; 5.45% to 03/06/2030 then SOFR + 1.68%, 03/06/2031 | 63000 | 64594 |
|  Synovus Bank/Columbus GA, 5.96% to 01/15/2031 then 5 yr. CMT Rate + 2.30%, 01/15/2036 | 252000 | 253398 |
|  Teachers Insurance & Annuity Association of America, 3.30%, 05/15/2050 <sup>(a)</sup> | 210000 | 143891 |
|  Thirax 2 LLC, 2.32%, 01/22/2034 | 716689 | 658150 |
| Travelers Cos., Inc. | Travelers Cos., Inc. | Travelers Cos., Inc. |
| &nbsp;&nbsp; 5.05%, 07/24/2035 | 1650000 | 1675790 |
| &nbsp;&nbsp; 5.70%, 07/24/2055 | 1475000 | 1506280 |
|  Truist Bank, 4.14% to 10/23/2028 then SOFR + 0.91%, 10/23/2029 | 745000 | 744432 |
|  Truist Financial Corp., 7.16% to 10/30/2028 then SOFR + 2.45%, 10/30/2029 | 300000 | 323633 |
| Unum Group | Unum Group | Unum Group |
| &nbsp;&nbsp; 5.25%, 12/15/2035 | 75000 | 74437 |
| &nbsp;&nbsp; 6.00%, 06/15/2054 | 130000 | 128372 |
|  US Bancorp, 2.49% to 11/03/2031 then 5 yr. CMT Rate + 0.95%, 11/03/2036 | 195000 | 170190 |
| USAA Capital Corp. | USAA Capital Corp. | USAA Capital Corp. |
| &nbsp;&nbsp; 4.38%, 06/01/2028 <sup>(a)</sup> | 154000 | 155889 |
| &nbsp;&nbsp; 2.13%, 05/01/2030 <sup>(a)</sup> | 2500000 | 2305949 |
|  VICI Properties LP / VICI Note Co., Inc., 5.75%, 02/01/2027 <sup>(a)</sup> | 1100000 | 1112346 |
|  Visa, Inc., 1.90%, 04/15/2027 | 1000000 | 979445 |
|  W R Berkley Corp., 4.00%, 05/12/2050 | 160000 | 122253 |
|  Webster Financial Corp., 5.78% to 09/11/2030 then 5 yr. CMT Rate + 2.13%, 09/11/2035 | 160000 | 159904 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp; 5.71% to 04/22/2027 then SOFR + 1.07%, 04/22/2028 | 735000 | 750214 |
| &nbsp;&nbsp; 5.57% to 07/25/2028 then SOFR + 1.74%, 07/25/2029 | 1160000 | 1201617 |
| &nbsp;&nbsp; 4.08% to 09/15/2028 then SOFR + 0.88%, 09/15/2029 | 214000 | 213828 |
| &nbsp;&nbsp; 2.88% to 10/30/2029 then 3 mo. Term SOFR + 1.43%, 10/30/2030 | 50000 | 47565 |
| &nbsp;&nbsp; 2.57% to 02/11/2030 then 3 mo. Term SOFR + 1.26%, 02/11/2031 | 779000 | 727574 |
| &nbsp;&nbsp; 5.39% to 04/24/2033 then SOFR + 2.02%, 04/24/2034 | 435000 | 452588 |
| &nbsp;&nbsp; 6.49% to 10/23/2033 then SOFR + 2.06%, 10/23/2034 | 380000 | 420639 |
| &nbsp;&nbsp; 5.50% to 01/23/2034 then SOFR + 1.78%, 01/23/2035 | 50000 | 52169 |
| &nbsp;&nbsp; 5.21% to 12/03/2034 then SOFR + 1.38%, 12/03/2035 | 650000 | 663995 |
| &nbsp;&nbsp; 3.07% to 04/30/2040 then SOFR + 2.53%, 04/30/2041 | 843000 | 653823 |
| &nbsp;&nbsp; 5.61%, 01/15/2044 | 100000 | 99080 |
| &nbsp;&nbsp; 4.75%, 12/07/2046 | 46000 | 40418 |
|  Western Alliance Bank, 6.54% to 11/15/2030 then 5 yr. CMT Rate + 2.85%, 11/15/2035 | 172000 | 172377 |
|  Weyerhaeuser Co., 4.00%, 03/09/2052 | 78000 | 60171 |
| Willis North America, Inc. | Willis North America, Inc. | Willis North America, Inc. |
| &nbsp;&nbsp; 4.65%, 06/15/2027 | 214000 | 215663 |
| &nbsp;&nbsp; 4.55%, 03/15/2031 | 105000 | 105131 |
| &nbsp;&nbsp; 5.90%, 03/05/2054 | 103000 | 102816 |
|  Wynnton Funding Trust II, 5.99%, 08/15/2055 <sup>(a)</sup> | 2700000 | 2716484 |
| Zions Bancorp NA | Zions Bancorp NA | Zions Bancorp NA |
| &nbsp;&nbsp; 4.70% to 08/18/2027 then SOFR + 1.16%, 08/18/2028 | 2000000 | 1999997 |
| &nbsp;&nbsp; 6.82% to 11/19/2034 then SOFR + 2.83%, 11/19/2035 | 250000 | 265502 |
| **Total Financial** | **Total Financial** | **128728465** |
| **INDUSTRIAL - 1.3%** | **INDUSTRIAL - 1.3%** | **INDUSTRIAL - 1.3%** |
|  AECOM, 6.00%, 08/01/2033 <sup>(a)</sup> | 30000 | 30746 |
|  AGCO Corp., 5.45%, 03/21/2027 | 364000 | 368910 |
| Allegion US Holding Co., Inc. | Allegion US Holding Co., Inc. | Allegion US Holding Co., Inc. |
| &nbsp;&nbsp; 5.41%, 07/01/2032 | 95000 | 98938 |
| &nbsp;&nbsp; 5.60%, 05/29/2034 | 95000 | 99158 |
| Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. |
| &nbsp;&nbsp; 5.10%, 03/17/2030 | 56000 | 57483 |
| &nbsp;&nbsp; 2.69%, 05/25/2031 | 76000 | 69491 |
| Amphenol Corp. | Amphenol Corp. | Amphenol Corp. |
| &nbsp;&nbsp; 3.90%, 11/15/2028 | 99000 | 98891 |
| &nbsp;&nbsp; 4.13%, 11/15/2030 | 104000 | 103455 |
| &nbsp;&nbsp; 5.30%, 11/15/2055 | 89000 | 85023 |
|  Amrize Finance US LLC, 5.40%, 04/07/2035 | 300000 | 309373 |
|  AptarGroup, Inc., 4.75%, 03/30/2031 | 104000 | 104734 |
| Ball Corp. | Ball Corp. | Ball Corp. |
| &nbsp;&nbsp; 6.00%, 06/15/2029 | 275000 | 282669 |
| &nbsp;&nbsp; 3.13%, 09/15/2031 | 100000 | 92031 |
| &nbsp;&nbsp; 5.50%, 09/15/2033 | 190000 | 193685 |
|  Berry Global, Inc., 1.57%, 01/15/2026 | 1010000 | 1008988 |
| Boeing Co. | Boeing Co. | Boeing Co. |
| &nbsp;&nbsp; 2.75%, 02/01/2026 | 460000 | 459459 |
| &nbsp;&nbsp; 2.20%, 02/04/2026 | 2040000 | 2036117 |
| &nbsp;&nbsp; 5.15%, 05/01/2030 | 114000 | 117136 |
| &nbsp;&nbsp; 3.60%, 05/01/2034 | 149000 | 135373 |
| &nbsp;&nbsp; 5.71%, 05/01/2040 | 1305000 | 1332115 |
| &nbsp;&nbsp; 3.38%, 06/15/2046 | 87000 | 61529 |
| &nbsp;&nbsp; 3.63%, 03/01/2048 | 565000 | 403411 |
| &nbsp;&nbsp; 3.75%, 02/01/2050 | 149000 | 108361 |
| &nbsp;&nbsp; 5.81%, 05/01/2050 | 65000 | 63934 |
| &nbsp;&nbsp; 5.93%, 05/01/2060 | 558000 | 547150 |
| Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC |
| &nbsp;&nbsp; 4.45%, 03/15/2043 | 31000 | 27565 |
| &nbsp;&nbsp; 4.15%, 12/15/2048 | 141000 | 115420 |
| &nbsp;&nbsp; 4.45%, 01/15/2053 | 85000 | 71673 |
| &nbsp;&nbsp; 5.80%, 03/15/2056 | 53000 | 54112 |
| Carlisle Cos., Inc. | Carlisle Cos., Inc. | Carlisle Cos., Inc. |
| &nbsp;&nbsp; 2.20%, 03/01/2032 | 382000 | 333290 |
| &nbsp;&nbsp; 5.55%, 09/15/2040 | 43000 | 43576 |
|  Carrier Global Corp., 3.38%, 04/05/2040 | 213000 | 172101 |
| Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. |
| &nbsp;&nbsp; 4.40%, 03/03/2028 | 94000 | 95016 |
| &nbsp;&nbsp; 4.10%, 08/15/2028 | 117000 | 117759 |
| &nbsp;&nbsp; 3.95%, 11/14/2028 | 235000 | 235552 |
|  CNH Industrial Capital LLC, 4.50%, 10/16/2030 | 115000 | 115004 |
|  CRH America Finance, Inc., 5.60%, 02/09/2056 | 44000 | 43362 |
|  Deere & Co., 5.45%, 01/16/2035 | 87000 | 91749 |
|  Flowserve Corp., 2.80%, 01/15/2032 | 245000 | 219103 |
|  GATX Corp., 3.25%, 09/15/2026 | 122000 | 121361 |
|  GXO Logistics, Inc., 6.25%, 05/06/2029 | 95000 | 100048 |
|  Huntington Ingalls Industries, Inc., 4.20%, 05/01/2030 | 1700000 | 1683815 |
| John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. |
| &nbsp;&nbsp; 4.90%, 03/07/2031 | 93000 | 96011 |
| &nbsp;&nbsp; 4.40%, 09/08/2031 | 148000 | 149455 |
| L3Harris Technologies, Inc. | L3Harris Technologies, Inc. | L3Harris Technologies, Inc. |
| &nbsp;&nbsp; 5.25%, 06/01/2031 | 103000 | 107163 |
| &nbsp;&nbsp; 5.40%, 07/31/2033 | 107000 | 111445 |
|  Lockheed Martin Corp., 4.70%, 12/15/2031 | 119000 | 121958 |
|  Martin Marietta Materials, Inc., 2.40%, 07/15/2031 | 93000 | 83912 |
|  MasTec, Inc., 5.90%, 06/15/2029 | 95000 | 98975 |
|  Nature Conservancy (The), 1.51%, 07/01/2029 | 300000 | 273799 |
|  Otis Worldwide Corp., 5.13%, 09/04/2035 | 71000 | 72353 |
|  Owens Corning, 5.50%, 06/15/2027 | 449000 | 458213 |
|  Packaging Corp. of America, 5.70%, 12/01/2033 | 151000 | 159292 |
| Penske Truck Leasing Co. LP / PTL Finance Corp. | Penske Truck Leasing Co. LP / PTL Finance Corp. | Penske Truck Leasing Co. LP / PTL Finance Corp. |
| &nbsp;&nbsp; 3.40%, 11/15/2026 <sup>(a)</sup> | 1450000 | 1440155 |
| &nbsp;&nbsp; 6.05%, 08/01/2028 <sup>(a)</sup> | 133000 | 138570 |
| &nbsp;&nbsp; 5.35%, 03/30/2029 <sup>(a)</sup> | 68000 | 69973 |
| &nbsp;&nbsp; 5.25%, 02/01/2030 <sup>(a)</sup> | 156000 | 160636 |
| &nbsp;&nbsp; 6.20%, 06/15/2030 <sup>(a)</sup> | 98000 | 104622 |
|  Quikrete Holdings, Inc., 6.38%, 03/01/2032 <sup>(a)</sup> | 300000 | 312264 |
|  RTX Corp., 5.38%, 02/27/2053 | 140000 | 134543 |
|  Sealed Air Corp./Sealed Air Corp. US, 6.13%, 02/01/2028 <sup>(a)</sup> | 25000 | 25415 |
| Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. |
| &nbsp;&nbsp; 4.60%, 09/01/2029 | 130000 | 131043 |
| &nbsp;&nbsp; 5.00%, 09/01/2034 | 153000 | 151562 |
| Standard Industries, Inc./NY | Standard Industries, Inc./NY | Standard Industries, Inc./NY |
| &nbsp;&nbsp; 4.75%, 01/15/2028 <sup>(a)</sup> | 125000 | 124663 |
| &nbsp;&nbsp; 4.38%, 07/15/2030 <sup>(a)</sup> | 175000 | 168823 |
|  Stanley Black & Decker, Inc., 6.71% to 03/15/2030 then 5 yr. CMT Rate + 2.66%, 03/15/2060 | 200000 | 200321 |
|  Star Leasing Co. LLC, 7.63%, 02/15/2030 <sup>(a)</sup> | 250000 | 232556 |
|  Textron, Inc., 3.00%, 06/01/2030 | 1900000 | 1797244 |
|  Tote Shipholdings LLC, 3.40%, 10/16/2040 | 812000 | 730233 |
|  Trimble, Inc., 6.10%, 03/15/2033 | 74000 | 79679 |
|  Vontier Corp., 2.95%, 04/01/2031 | 223000 | 204570 |
|  Waste Management, Inc., 4.95%, 07/03/2027 | 149000 | 151513 |
|  Weir Group, Inc., 5.35%, 05/06/2030 <sup>(a)</sup> | 1580000 | 1623644 |
| **Total Industrial** | **Total Industrial** | **21623271** |
| **TECHNOLOGY - 0.8%** | **TECHNOLOGY - 0.8%** | **TECHNOLOGY - 0.8%** |
|  Accenture Capital, Inc., 4.50%, 10/04/2034 | 82000 | 80833 |
|  Adobe, Inc., 4.75%, 01/17/2028 | 111000 | 113200 |
| Apple, Inc. | Apple, Inc. | Apple, Inc. |
| &nbsp;&nbsp; 3.00%, 06/20/2027 | 1000000 | 991447 |
| &nbsp;&nbsp; 1.40%, 08/05/2028 | 291000 | 274949 |
| &nbsp;&nbsp; 4.38%, 05/13/2045 | 110000 | 98062 |
| &nbsp;&nbsp; 2.65%, 05/11/2050 | 220000 | 137530 |
| &nbsp;&nbsp; 2.70%, 08/05/2051 | 88000 | 54772 |
| &nbsp;&nbsp; 2.80%, 02/08/2061 | 10000 | 5868 |
|  Applied Materials, Inc., 4.60%, 01/15/2036 | 87000 | 85671 |
| Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. |
| &nbsp;&nbsp; 4.00%, 07/01/2029 <sup>(a)</sup> | 102000 | 99657 |
| &nbsp;&nbsp; 5.95%, 04/15/2035 | 166000 | 171990 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| &nbsp;&nbsp; 5.05%, 07/12/2029 | 556000 | 572445 |
| &nbsp;&nbsp; 2.45%, 02/15/2031 | 237000 | 216779 |
| &nbsp;&nbsp; 4.90%, 07/15/2032 | 733000 | 748394 |
| &nbsp;&nbsp; 3.42%, 04/15/2033 | 809000 | 748863 |
| &nbsp;&nbsp; 3.14%, 11/15/2035 <sup>(a)</sup> | 194000 | 167070 |
| &nbsp;&nbsp; 3.19%, 11/15/2036 <sup>(a)</sup> | 584000 | 495286 |
|  CDW LLC / CDW Finance Corp., 2.67%, 12/01/2026 | 815000 | 804174 |
| Dell International LLC / EMC Corp. | Dell International LLC / EMC Corp. | Dell International LLC / EMC Corp. |
| &nbsp;&nbsp; 4.75%, 04/01/2028 | 172000 | 174450 |
| &nbsp;&nbsp; 4.35%, 02/01/2030 | 203000 | 203109 |
| &nbsp;&nbsp; 8.10%, 07/15/2036 | 128000 | 155101 |
| &nbsp;&nbsp; 3.38%, 12/15/2041 | 197000 | 149807 |
|  Fiserv, Inc., 5.60%, 03/02/2033 | 2000000 | 2064356 |
| Foundry JV Holdco LLC | Foundry JV Holdco LLC | Foundry JV Holdco LLC |
| &nbsp;&nbsp; 6.15%, 01/25/2032 <sup>(a)</sup> | 340000 | 360294 |
| &nbsp;&nbsp; 5.88%, 01/25/2034 <sup>(a)</sup> | 200000 | 205389 |
|  Hewlett Packard Enterprise Co., 4.40%, 10/15/2030 | 106000 | 105676 |
| Intel Corp. | Intel Corp. | Intel Corp. |
| &nbsp;&nbsp; 4.15%, 08/05/2032 | 84000 | 80997 |
| &nbsp;&nbsp; 3.73%, 12/08/2047 | 195000 | 138761 |
| &nbsp;&nbsp; 5.70%, 02/10/2053 | 86000 | 80062 |
|  Kyndryl Holdings, Inc., 3.15%, 10/15/2031 | 106000 | 96750 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |
| &nbsp;&nbsp; 4.45%, 09/26/2030 | 101000 | 98812 |
| &nbsp;&nbsp; 6.25%, 11/09/2032 | 2120000 | 2209910 |
| &nbsp;&nbsp; 5.50%, 08/03/2035 | 95000 | 93089 |
| &nbsp;&nbsp; 5.20%, 09/26/2035 | 400000 | 383232 |
| &nbsp;&nbsp; 3.80%, 11/15/2037 | 251000 | 202643 |
| &nbsp;&nbsp; 6.50%, 04/15/2038 | 174000 | 177388 |
| &nbsp;&nbsp; 5.88%, 09/26/2045 | 91000 | 82184 |
| &nbsp;&nbsp; 4.00%, 11/15/2047 | 218000 | 149699 |
| &nbsp;&nbsp; 5.95%, 09/26/2055 | 184000 | 163027 |
|  QUALCOMM, Inc., 4.75%, 05/20/2032 | 78000 | 79672 |
|  Roper Technologies, Inc., 4.25%, 09/15/2028 | 84000 | 84298 |
|  Texas Instruments, Inc., 4.60%, 02/15/2028 | 107000 | 108675 |
| **Total Technology** | **Total Technology** | **13514371** |
| **UTILITIES - 4.6%** | **UTILITIES - 4.6%** | **UTILITIES - 4.6%** |
| AEP Texas, Inc. | AEP Texas, Inc. | AEP Texas, Inc. |
| &nbsp;&nbsp; 5.45%, 05/15/2029 | 290000 | 300225 |
| &nbsp;&nbsp; 5.85%, 10/15/2055 | 159000 | 156036 |
| AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC |
| &nbsp;&nbsp; 4.25%, 09/15/2048 | 425000 | 349143 |
| &nbsp;&nbsp; 4.50%, 06/15/2052 | 60000 | 50861 |
| AES Corp. | AES Corp. | AES Corp. |
| &nbsp;&nbsp; 5.45%, 06/01/2028 | 106000 | 108402 |
| &nbsp;&nbsp; 2.45%, 01/15/2031 | 5065000 | 4592124 |
| &nbsp;&nbsp; 7.60% to 01/15/2030 then 5 yr. CMT Rate + 3.20%, 01/15/2055 | 1000000 | 1018408 |
|  Alabama Power Co., 3.75%, 03/01/2045 | 170000 | 133727 |
|  Ameren Corp., 5.70%, 12/01/2026 | 65000 | 65888 |
|  American Water Capital Corp., 5.25%, 03/01/2035 | 1200000 | 1237042 |
| Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. |
| &nbsp;&nbsp; 6.35%, 12/15/2032 | 630000 | 687391 |
| &nbsp;&nbsp; 3.75%, 05/15/2046 | 500000 | 378955 |
|  Avangrid, Inc., 3.80%, 06/01/2029 | 1000000 | 986913 |
|  Basin Electric Power Cooperative, 5.85%, 10/15/2055 <sup>(a)</sup> | 66000 | 64642 |
|  Boston Gas Co., 5.84%, 01/10/2035 <sup>(a)</sup> | 415000 | 437379 |
|  Calpine Corp., 3.75%, 03/01/2031 <sup>(a)</sup> | 275000 | 265472 |
|  CMS Energy Corp., 4.75% to 06/01/2030 then 5 yr. CMT Rate + 4.12%, 06/01/2050 | 135000 | 132790 |
| Commonwealth Edison Co. | Commonwealth Edison Co. | Commonwealth Edison Co. |
| &nbsp;&nbsp; 3.70%, 08/15/2028 | 320000 | 318765 |
| &nbsp;&nbsp; 2.75%, 09/01/2051 | 1000000 | 613260 |
| &nbsp;&nbsp; 5.95%, 06/01/2055 | 30000 | 31179 |
| Connecticut Light and Power Co. | Connecticut Light and Power Co. | Connecticut Light and Power Co. |
| &nbsp;&nbsp; 4.65%, 01/01/2029 | 1000000 | 1018573 |
| &nbsp;&nbsp; 4.00%, 04/01/2048 | 105000 | 83606 |
| Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. |
| &nbsp;&nbsp; 4.45%, 03/15/2044 | 65000 | 56664 |
| &nbsp;&nbsp; 4.50%, 12/01/2045 | 89000 | 76577 |
| &nbsp;&nbsp; 4.13%, 05/15/2049 | 110000 | 87376 |
|  Consumers Energy Co., 4.60%, 05/30/2029 | 1000000 | 1016241 |
| Dominion Energy, Inc. | Dominion Energy, Inc. | Dominion Energy, Inc. |
| &nbsp;&nbsp; 3.38%, 04/01/2030 | 230000 | 221913 |
| &nbsp;&nbsp; 4.90%, 08/01/2041 | 2000000 | 1843184 |
| &nbsp;&nbsp; 7.00% to 06/01/2034 then 5 yr. CMT Rate + 2.51%, 06/01/2054 | 625000 | 676719 |
| DTE Electric Co. | DTE Electric Co. | DTE Electric Co. |
| &nbsp;&nbsp; 1.90%, 04/01/2028 | 1000000 | 958438 |
| &nbsp;&nbsp; 5.25%, 05/15/2035 | 200000 | 205548 |
| &nbsp;&nbsp; 3.95%, 03/01/2049 | 2482000 | 1948867 |
|  DTE Energy Co., 4.88%, 06/01/2028 | 122000 | 124113 |
| Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC |
| &nbsp;&nbsp; 2.85%, 03/15/2032 | 1000000 | 915775 |
| &nbsp;&nbsp; 3.55%, 03/15/2052 | 58000 | 41670 |
| &nbsp;&nbsp; 5.40%, 01/15/2054 | 42000 | 40655 |
|  Duke Energy Corp., 5.80%, 06/15/2054 | 88000 | 87013 |
| Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC |
| &nbsp;&nbsp; 3.80%, 07/15/2028 | 550000 | 549413 |
| &nbsp;&nbsp; 2.50%, 12/01/2029 | 1000000 | 943848 |
| &nbsp;&nbsp; 4.20%, 12/01/2030 | 225000 | 225079 |
| &nbsp;&nbsp; 4.20%, 07/15/2048 | 50000 | 40636 |
| &nbsp;&nbsp; 3.00%, 12/15/2051 | 1000000 | 647065 |
| &nbsp;&nbsp; 5.95%, 11/15/2052 | 58000 | 59951 |
|  Duke Energy Indiana LLC, 2.75%, 04/01/2050 | 930000 | 580936 |
| Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. |
| &nbsp;&nbsp; 5.65%, 04/01/2053 | 40000 | 39504 |
| &nbsp;&nbsp; 5.55%, 03/15/2054 | 200000 | 195451 |
|  Duke Energy Progress LLC, 4.00%, 04/01/2052 | 90000 | 69767 |
| Emera US Finance LP | Emera US Finance LP | Emera US Finance LP |
| &nbsp;&nbsp; 3.55%, 06/15/2026 | 225000 | 224273 |
| &nbsp;&nbsp; 4.75%, 06/15/2046 | 135000 | 115224 |
|  Entergy Mississippi LLC, 3.85%, 06/01/2049 | 66000 | 50324 |
| Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. |
| &nbsp;&nbsp; 5.25%, 04/15/2035 | 61000 | 62562 |
| &nbsp;&nbsp; 4.50%, 03/30/2039 | 488000 | 452812 |
|  Essential Utilities, Inc., 3.35%, 04/15/2050 | 300000 | 206236 |
| Evergy Kansas Central, Inc. | Evergy Kansas Central, Inc. | Evergy Kansas Central, Inc. |
| &nbsp;&nbsp; 4.70%, 03/13/2028 | 39000 | 39596 |
| &nbsp;&nbsp; 5.25%, 03/15/2035 | 1395000 | 1422014 |
|  FirstEnergy Corp., 4.85%, 07/15/2047 <sup>(c)</sup> | 110000 | 96837 |
|  FirstEnergy Pennsylvania Electric Co., 5.20%, 04/01/2028 <sup>(a)</sup> | 181000 | 184793 |
| Florida Power & Light Co. | Florida Power & Light Co. | Florida Power & Light Co. |
| &nbsp;&nbsp; 5.15%, 06/15/2029 | 151000 | 156792 |
| &nbsp;&nbsp; 2.88%, 12/04/2051 | 570000 | 363304 |
| &nbsp;&nbsp; 5.60%, 02/15/2066 | 61000 | 60043 |
|  Georgia Power Co., 3.25%, 03/15/2051 | 208000 | 141749 |
|  Indiana Michigan Power Co., 5.63%, 04/01/2053 | 51000 | 50463 |
|  Interstate Power and Light Co., 3.50%, 09/30/2049 | 109000 | 77706 |
|  ITC Holdings Corp., 4.95%, 09/22/2027 <sup>(a)</sup> | 450000 | 455987 |
|  Jersey Central Power & Light Co., 2.75%, 03/01/2032 <sup>(a)</sup> | 70000 | 62879 |
|  Kentucky Power Co., 7.00%, 11/15/2033 <sup>(a)</sup> | 224000 | 244622 |
|  Kentucky Utilities Co., 5.85%, 08/15/2055 | 44000 | 44339 |
|  KeySpan Gas East Corp., 5.99%, 03/06/2033 <sup>(a)</sup> | 140000 | 147710 |
|  Liberty Utilities Finance GP 1, 2.05%, 09/15/2030 <sup>(a)</sup> | 94000 | 85235 |
| MidAmerican Energy Co. | MidAmerican Energy Co. | MidAmerican Energy Co. |
| &nbsp;&nbsp; 5.35%, 01/15/2034 | 875000 | 913435 |
| &nbsp;&nbsp; 5.85%, 09/15/2054 | 975000 | 1002988 |
| &nbsp;&nbsp; 5.30%, 02/01/2055 | 1050000 | 994842 |
|  Narragansett Electric Co., 5.35%, 05/01/2034 <sup>(a)</sup> | 99000 | 102001 |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp. |
| &nbsp;&nbsp; 4.12%, 09/16/2027 | 107000 | 107493 |
| &nbsp;&nbsp; 3.95%, 12/10/2027 | 177000 | 177665 |
| &nbsp;&nbsp; 4.75%, 02/07/2028 | 55000 | 55834 |
| &nbsp;&nbsp; 4.15%, 08/25/2028 | 52000 | 52272 |
| &nbsp;&nbsp; 1.35%, 03/15/2031 | 1500000 | 1295189 |
| &nbsp;&nbsp; 4.15%, 12/15/2032 | 1000000 | 977447 |
|  Nevada Power Co., 6.00%, 03/15/2054 | 200000 | 204917 |
| New York State Electric & Gas Corp. | New York State Electric & Gas Corp. | New York State Electric & Gas Corp. |
| &nbsp;&nbsp; 5.65%, 08/15/2028 <sup>(a)</sup> | 1000000 | 1040194 |
| &nbsp;&nbsp; 2.15%, 10/01/2031 <sup>(a)</sup> | 2500000 | 2208259 |
| &nbsp;&nbsp; 5.85%, 08/15/2033 <sup>(a)</sup> | 93000 | 98641 |
| NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. | NextEra Energy Capital Holdings, Inc. |
| &nbsp;&nbsp; 4.69%, 09/01/2027 | 73000 | 73867 |
| &nbsp;&nbsp; 5.30%, 03/15/2032 | 160000 | 166640 |
| &nbsp;&nbsp; 5.90%, 03/15/2055 | 131000 | 132440 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| &nbsp;&nbsp; 5.20%, 07/01/2029 | 505000 | 520641 |
| &nbsp;&nbsp; 5.85%, 04/01/2055 | 45000 | 44858 |
|  Northern States Power Co./MN, 3.20%, 04/01/2052 | 1000000 | 683911 |
|  Northwest Natural Gas Co., 3.08%, 12/01/2051 | 1000000 | 624905 |
|  NorthWestern Corp., 5.07%, 03/21/2030 <sup>(a)</sup> | 390000 | 399873 |
|  NSTAR Electric Co., 5.40%, 06/01/2034 | 265000 | 274475 |
|  Ohio Edison Co., 5.50%, 01/15/2033 <sup>(a)</sup> | 930000 | 968590 |
|  Oncor Electric Delivery Co. LLC, 4.15%, 06/01/2032 | 119000 | 116442 |
| Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. |
| &nbsp;&nbsp; 4.30%, 03/15/2045 | 143000 | 113432 |
| &nbsp;&nbsp; 3.95%, 12/01/2047 | 797000 | 593357 |
| &nbsp;&nbsp; 4.95%, 07/01/2050 | 480000 | 405711 |
| &nbsp;&nbsp; 6.70%, 04/01/2053 | 1000000 | 1055218 |
| &nbsp;&nbsp; 6.10%, 10/15/2055 | 194000 | 190389 |
|  PacifiCorp, 4.13%, 01/15/2049 | 935000 | 696902 |
| PG&E Recovery Funding LLC | PG&E Recovery Funding LLC | PG&E Recovery Funding LLC |
| &nbsp;&nbsp; 4.84%, 06/01/2033 | 867887 | 882323 |
| &nbsp;&nbsp; 5.53%, 06/01/2049 | 2000000 | 1997213 |
|  PPL Capital Funding, Inc., 5.25%, 09/01/2034 | 52000 | 53253 |
| PPL Electric Utilities Corp. | PPL Electric Utilities Corp. | PPL Electric Utilities Corp. |
| &nbsp;&nbsp; 4.85%, 02/15/2034 | 950000 | 960044 |
| &nbsp;&nbsp; 4.15%, 06/15/2048 | 85000 | 69973 |
| Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado |
| &nbsp;&nbsp; 3.70%, 06/15/2028 | 596000 | 593092 |
| &nbsp;&nbsp; 5.35%, 05/15/2034 | 835000 | 857956 |
| &nbsp;&nbsp; 4.10%, 06/15/2048 | 2269000 | 1802941 |
| &nbsp;&nbsp; 2.70%, 01/15/2051 | 327000 | 196856 |
|  Public Service Co. of Oklahoma, 2.20%, 08/15/2031 | 1156000 | 1025562 |
| Public Service Electric and Gas Co. | Public Service Electric and Gas Co. | Public Service Electric and Gas Co. |
| &nbsp;&nbsp; 4.85%, 08/01/2034 | 51000 | 51413 |
| &nbsp;&nbsp; 2.70%, 05/01/2050 | 420000 | 260586 |
| &nbsp;&nbsp; 5.13%, 03/15/2053 | 800000 | 747402 |
|  Puget Sound Energy, Inc., 5.69%, 06/15/2054 | 86000 | 85162 |
| RWE Finance US LLC | RWE Finance US LLC | RWE Finance US LLC |
| &nbsp;&nbsp; 5.13%, 09/18/2035 <sup>(a)</sup> | 2675000 | 2659998 |
| &nbsp;&nbsp; 6.25%, 04/16/2054 <sup>(a)</sup> | 1000000 | 1026233 |
| &nbsp;&nbsp; 5.88%, 09/18/2055 <sup>(a)</sup> | 156000 | 152534 |
| San Diego Gas & Electric Co. | San Diego Gas & Electric Co. | San Diego Gas & Electric Co. |
| &nbsp;&nbsp; 4.95%, 08/15/2028 | 1000000 | 1024856 |
| &nbsp;&nbsp; 2.95%, 08/15/2051 | 1375000 | 872945 |
|  SCE Recovery Funding LLC, 2.94%, 11/15/2042 | 1627000 | 1371736 |
|  Solar Star Funding LLC, 5.38%, 06/30/2035 <sup>(a)</sup> | 2269279 | 2312536 |
| Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. |
| &nbsp;&nbsp; 4.88%, 02/01/2027 | 550000 | 553534 |
| &nbsp;&nbsp; 5.85%, 11/01/2027 | 685000 | 703855 |
| &nbsp;&nbsp; 2.75%, 02/01/2032 | 1000000 | 889773 |
| &nbsp;&nbsp; 5.20%, 06/01/2034 | 575000 | 577480 |
| &nbsp;&nbsp; 4.13%, 03/01/2048 | 110000 | 83489 |
| &nbsp;&nbsp; 3.65%, 06/01/2051 | 1000000 | 682308 |
| &nbsp;&nbsp; 5.88%, 12/01/2053 | 62000 | 59365 |
| &nbsp;&nbsp; 6.20%, 09/15/2055 | 89000 | 89419 |
|  Southern California Gas Co., 5.60%, 04/01/2054 | 54000 | 52852 |
|  Southwestern Public Service Co., 3.75%, 06/15/2049 | 360000 | 265853 |
|  Trans-Allegheny Interstate Line Co., 5.00%, 01/15/2031 <sup>(a)</sup> | 78000 | 80127 |
| Union Electric Co. | Union Electric Co. | Union Electric Co. |
| &nbsp;&nbsp; 2.63%, 03/15/2051 | 1000000 | 602775 |
| &nbsp;&nbsp; 3.90%, 04/01/2052 | 93000 | 71086 |
|  Virginia Electric and Power Co., 5.55%, 08/15/2054 | 40000 | 38774 |
|  Vistra Corp., 7.00% to 12/15/2026 then 5 yr. CMT Rate + 5.74%, Perpetual <sup>(a)</sup> | 2000000 | 2034927 |
| Vistra Operations Co. LLC | Vistra Operations Co. LLC | Vistra Operations Co. LLC |
| &nbsp;&nbsp; 5.63%, 02/15/2027 <sup>(a)</sup> | 375000 | 375163 |
| &nbsp;&nbsp; 5.00%, 07/31/2027 <sup>(a)</sup> | 100000 | 100230 |
| &nbsp;&nbsp; 4.30%, 10/15/2028 <sup>(a)</sup> | 128000 | 128099 |
| &nbsp;&nbsp; 4.60%, 10/15/2030 <sup>(a)</sup> | 305000 | 304876 |
|  Wisconsin Power and Light Co., 3.95%, 09/01/2032 | 84000 | 80931 |
| XPLR Infrastructure Operating Partners LP | XPLR Infrastructure Operating Partners LP | XPLR Infrastructure Operating Partners LP |
| &nbsp;&nbsp; 7.25%, 01/15/2029 <sup>(a)</sup> | 1016000 | 1041005 |
| &nbsp;&nbsp; 7.75%, 04/15/2034 <sup>(a)</sup> | 285000 | 289643 |
| **Total Utilities** | **Total Utilities** | **73831690** |
| **TOTAL U.S. CORPORATE BONDS** (Cost $374,324,921) | **TOTAL U.S. CORPORATE BONDS** (Cost $374,324,921) | **370117511** |
| **U.S. GOVERNMENT AGENCIES - 17.7%** | **U.S. GOVERNMENT AGENCIES - 17.7%** | **U.S. GOVERNMENT AGENCIES - 17.7%** |
|  BFLD Trust, Series 2024-WRHS, Class A, 5.24% (1 mo. Term SOFR + 1.49%), 07/15/2039 <sup>(a)</sup> | 926997 | 927287 |
|  CHI Commercial Mortgage Trust, Series 2025-SFT, Class XA, 0.30%, 04/15/2042 <sup>(a)(d)(f)</sup> | 7875000 | 71233 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Pool A97420, 4.00%, 03/01/2041 | 66755 | 65411 |
| &nbsp;&nbsp; Pool C04420, 3.00%, 01/01/2043 | 341756 | 316443 |
| &nbsp;&nbsp; Pool C09044, 3.50%, 07/01/2043 | 99455 | 94895 |
| &nbsp;&nbsp; Pool C91967, 3.00%, 12/01/2037 | 161120 | 152617 |
| &nbsp;&nbsp; Pool G06784, 3.50%, 10/01/2041 | 43150 | 41635 |
| &nbsp;&nbsp; Pool G07025, 5.00%, 02/01/2042 | 79248 | 81589 |
| &nbsp;&nbsp; Pool G07028, 4.00%, 06/01/2042 | 121452 | 118919 |
| &nbsp;&nbsp; Pool G08654, 3.50%, 07/01/2045 | 91062 | 86536 |
| &nbsp;&nbsp; Pool G08658, 3.00%, 08/01/2045 | 154648 | 141327 |
| &nbsp;&nbsp; Pool G08721, 3.00%, 09/01/2046 | 923141 | 839191 |
| &nbsp;&nbsp; Pool G08741, 3.00%, 01/01/2047 | 535525 | 484310 |
| &nbsp;&nbsp; Pool G08760, 3.00%, 04/01/2047 | 193236 | 175111 |
| &nbsp;&nbsp; Pool G08768, 4.50%, 06/01/2047 | 155770 | 154856 |
| &nbsp;&nbsp; Pool G08772, 4.50%, 07/01/2047 | 35401 | 34996 |
| &nbsp;&nbsp; Pool G16015, 3.00%, 01/01/2032 | 81879 | 80320 |
| &nbsp;&nbsp; Pool G16177, 2.00%, 01/01/2032 | 55033 | 52697 |
| &nbsp;&nbsp; Pool G61713, 3.50%, 01/01/2045 | 141772 | 135241 |
| &nbsp;&nbsp; Pool G67715, 4.50%, 08/01/2048 | 87806 | 87376 |
| &nbsp;&nbsp; Pool Q12052, 3.50%, 10/01/2042 | 223311 | 213304 |
| &nbsp;&nbsp; Pool Q49494, 4.50%, 07/01/2047 | 38293 | 38078 |
| &nbsp;&nbsp; Pool Q52081, 3.50%, 11/01/2047 | 112102 | 105245 |
| &nbsp;&nbsp; Pool QA7234, 3.00%, 02/01/2050 | 281574 | 251996 |
| &nbsp;&nbsp; Pool QC0039, 2.50%, 03/01/2051 | 229395 | 196719 |
| &nbsp;&nbsp; Pool QE0375, 4.00%, 04/01/2052 | 320952 | 308425 |
| &nbsp;&nbsp; Pool QE5182, 4.50%, 06/01/2052 | 294870 | 289158 |
| &nbsp;&nbsp; Pool QE5382, 4.50%, 07/01/2052 | 296276 | 290537 |
| &nbsp;&nbsp; Pool RA7211, 4.00%, 04/01/2052 | 438413 | 418471 |
| &nbsp;&nbsp; Pool RA9629, 5.50%, 08/01/2053 | 1138148 | 1157766 |
| &nbsp;&nbsp; Pool RQ0075, 5.00%, 12/01/2055 | 2792001 | 2785070 |
| &nbsp;&nbsp; Pool SD1059, 3.50%, 06/01/2052 | 474011 | 440863 |
| &nbsp;&nbsp; Pool SD1844, 3.00%, 06/01/2052 | 637171 | 567349 |
| &nbsp;&nbsp; Pool SD1937, 3.00%, 03/01/2052 | 293834 | 260411 |
| &nbsp;&nbsp; Pool SD4999, 5.00%, 08/01/2053 | 148103 | 148285 |
| &nbsp;&nbsp; Pool SD6925, 3.00%, 06/01/2052 | 2856741 | 2528573 |
| &nbsp;&nbsp; Pool SD7551, 3.00%, 01/01/2052 | 1070017 | 962718 |
| &nbsp;&nbsp; Pool SD8016, 3.00%, 10/01/2049 | 49052 | 43976 |
| &nbsp;&nbsp; Pool SD8090, 2.00%, 09/01/2050 | 2001659 | 1634996 |
| &nbsp;&nbsp; Pool SD8104, 1.50%, 11/01/2050 | 358277 | 276440 |
| &nbsp;&nbsp; Pool SD8128, 2.00%, 02/01/2051 | 2929199 | 2388971 |
| &nbsp;&nbsp; Pool SD8135, 2.50%, 03/01/2051 | 8123185 | 6938460 |
| &nbsp;&nbsp; Pool SD8141, 2.50%, 04/01/2051 | 4460432 | 3803552 |
| &nbsp;&nbsp; Pool SD8189, 2.50%, 01/01/2052 | 586259 | 498982 |
| &nbsp;&nbsp; Pool SD8193, 2.00%, 02/01/2052 | 1600540 | 1298099 |
| &nbsp;&nbsp; Pool SD8195, 3.00%, 02/01/2052 | 215539 | 191080 |
| &nbsp;&nbsp; Pool SD8213, 3.00%, 05/01/2052 | 3290922 | 2920994 |
| &nbsp;&nbsp; Pool SD8214, 3.50%, 05/01/2052 | 2756640 | 2554764 |
| &nbsp;&nbsp; Pool SD8231, 4.50%, 07/01/2052 | 475893 | 466526 |
| &nbsp;&nbsp; Pool SD8233, 5.00%, 07/01/2052 | 1543641 | 1547688 |
| &nbsp;&nbsp; Pool SD8244, 4.00%, 09/01/2052 | 894653 | 853816 |
| &nbsp;&nbsp; Pool SD8246, 5.00%, 09/01/2052 | 2325010 | 2332184 |
| &nbsp;&nbsp; Pool SD8265, 4.00%, 11/01/2052 | 5770277 | 5504277 |
| &nbsp;&nbsp; Pool SD8288, 5.00%, 01/01/2053 | 3667517 | 3672594 |
| &nbsp;&nbsp; Pool SD8300, 5.50%, 02/01/2053 | 687383 | 699636 |
| &nbsp;&nbsp; Pool SD8315, 5.00%, 04/01/2053 | 2485631 | 2479460 |
| &nbsp;&nbsp; Pool SD8329, 5.00%, 06/01/2053 | 1604537 | 1606097 |
| &nbsp;&nbsp; Pool SD8523, 5.00%, 04/01/2055 | 2836663 | 2829694 |
| &nbsp;&nbsp; Pool U90490, 4.00%, 06/01/2042 | 2535 | 2471 |
| &nbsp;&nbsp; Pool U99175, 4.50%, 06/01/2047 | 16360 | 16319 |
| &nbsp;&nbsp; Pool V83956, 4.50%, 02/01/2048 | 71465 | 71065 |
| &nbsp;&nbsp; Pool ZK5708, 2.50%, 06/01/2028 | 14836 | 14606 |
| &nbsp;&nbsp; Pool ZM2486, 3.50%, 01/01/2047 | 121403 | 113407 |
| &nbsp;&nbsp; Pool ZT0536, 3.50%, 03/01/2048 | 473099 | 445819 |
| &nbsp;&nbsp; Series 2023-ML18, Class XCA, 1.44%, 09/25/2037 <sup>(d)(f)</sup> | 9591255 | 1004332 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 0.88%, 08/05/2030 | 1265000 | 1116092 |
| &nbsp;&nbsp; 0.00%, 03/17/2031 <sup>(g)</sup> | 260000 | 210957 |
| &nbsp;&nbsp; Pool 310210, 4.00%, 05/01/2044 | 1830657 | 1786989 |
| &nbsp;&nbsp; Pool AB2459, 4.00%, 03/01/2041 | 152048 | 148877 |
| &nbsp;&nbsp; Pool AB6832, 3.50%, 11/01/2042 | 169975 | 162081 |
| &nbsp;&nbsp; Pool AE0481, 5.00%, 09/01/2040 | 64548 | 66378 |
| &nbsp;&nbsp; Pool AE1761, 4.00%, 09/01/2040 | 92111 | 90303 |
| &nbsp;&nbsp; Pool AE3049, 4.50%, 09/01/2040 | 92363 | 93034 |
| &nbsp;&nbsp; Pool AH3384, 3.50%, 01/01/2041 | 127567 | 122974 |
| &nbsp;&nbsp; Pool AL0028, 5.00%, 02/01/2041 | 55190 | 56754 |
| &nbsp;&nbsp; Pool AL0054, 4.50%, 02/01/2041 | 182899 | 184067 |
| &nbsp;&nbsp; Pool AL7343, 5.50%, 02/01/2042 | 29423 | 30657 |
| &nbsp;&nbsp; Pool AL8858, 4.00%, 07/01/2046 | 166460 | 160993 |
| &nbsp;&nbsp; Pool AL9072, 5.00%, 07/01/2044 | 125955 | 128467 |
| &nbsp;&nbsp; Pool AO7352, 3.50%, 08/01/2042 | 102849 | 98254 |
| &nbsp;&nbsp; Pool AS0212, 3.50%, 08/01/2043 | 72880 | 69443 |
| &nbsp;&nbsp; Pool AS4952, 3.00%, 05/01/2030 | 52330 | 51473 |
| &nbsp;&nbsp; Pool AS6311, 3.50%, 12/01/2045 | 122167 | 115834 |
| &nbsp;&nbsp; Pool AS7568, 4.50%, 07/01/2046 | 69236 | 69023 |
| &nbsp;&nbsp; Pool AS7660, 2.50%, 08/01/2046 | 366599 | 319062 |
| &nbsp;&nbsp; Pool AS7742, 3.50%, 08/01/2046 | 134214 | 127002 |
| &nbsp;&nbsp; Pool AS7847, 3.00%, 09/01/2046 | 86364 | 78604 |
| &nbsp;&nbsp; Pool AS7877, 2.50%, 09/01/2046 | 32878 | 28601 |
| &nbsp;&nbsp; Pool AS8073, 2.50%, 10/01/2046 | 98683 | 85407 |
| &nbsp;&nbsp; Pool AS8299, 3.00%, 11/01/2046 | 131565 | 120396 |
| &nbsp;&nbsp; Pool AS8583, 3.50%, 01/01/2047 | 75380 | 71066 |
| &nbsp;&nbsp; Pool AS8960, 4.00%, 03/01/2047 | 91329 | 87881 |
| &nbsp;&nbsp; Pool AT2725, 3.00%, 05/01/2043 | 261988 | 242137 |
| &nbsp;&nbsp; Pool AX7677, 3.50%, 01/01/2045 | 7380 | 7043 |
| &nbsp;&nbsp; Pool BA3907, 3.50%, 12/01/2045 | 169902 | 161287 |
| &nbsp;&nbsp; Pool BC0769, 4.00%, 12/01/2045 | 193890 | 187663 |
| &nbsp;&nbsp; Pool BC9096, 3.50%, 12/01/2046 | 65230 | 61764 |
| &nbsp;&nbsp; Pool BM1278, 3.00%, 05/01/2032 | 203570 | 198793 |
| &nbsp;&nbsp; Pool BM3148, 4.50%, 11/01/2047 | 29837 | 29688 |
| &nbsp;&nbsp; Pool BM3881, 4.50%, 05/01/2048 | 62303 | 61925 |
| &nbsp;&nbsp; Pool BM3904, 5.00%, 05/01/2048 | 31919 | 32451 |
| &nbsp;&nbsp; Pool BM4012, 4.50%, 05/01/2048 | 39961 | 39718 |
| &nbsp;&nbsp; Pool BM4716, 3.50%, 12/01/2030 | 14744 | 14635 |
| &nbsp;&nbsp; Pool BM5261, 4.00%, 01/01/2048 | 152295 | 147213 |
| &nbsp;&nbsp; Pool BM5654, 3.50%, 06/01/2048 | 118449 | 111603 |
| &nbsp;&nbsp; Pool BM5839, 3.50%, 11/01/2047 | 3701 | 3525 |
| &nbsp;&nbsp; Pool BM6038, 4.00%, 01/01/2045 | 7686 | 7484 |
| &nbsp;&nbsp; Pool BP2403, 3.50%, 04/01/2050 | 1006848 | 938784 |
| &nbsp;&nbsp; Pool BP6618, 2.50%, 08/01/2050 | 492747 | 420939 |
| &nbsp;&nbsp; Pool BT0267, 3.00%, 09/01/2051 | 250268 | 226004 |
| &nbsp;&nbsp; Pool BV2540, 4.50%, 06/01/2052 | 139543 | 136897 |
| &nbsp;&nbsp; Pool BW3382, 4.50%, 07/01/2052 | 131937 | 129394 |
| &nbsp;&nbsp; Pool CA0549, 4.00%, 10/01/2047 | 48832 | 47210 |
| &nbsp;&nbsp; Pool CA1020, 4.50%, 01/01/2048 | 88213 | 87677 |
| &nbsp;&nbsp; Pool CA1210, 4.50%, 02/01/2048 | 14813 | 14723 |
| &nbsp;&nbsp; Pool CA3861, 3.50%, 07/01/2049 | 2495911 | 2347996 |
| &nbsp;&nbsp; Pool CA5083, 3.50%, 01/01/2035 | 68609 | 67167 |
| &nbsp;&nbsp; Pool CA6414, 3.00%, 07/01/2050 | 3056135 | 2764824 |
| &nbsp;&nbsp; Pool CB1301, 2.50%, 08/01/2051 | 242150 | 208668 |
| &nbsp;&nbsp; Pool CB2243, 2.50%, 11/01/2036 | 435348 | 414365 |
| &nbsp;&nbsp; Pool CB2795, 3.00%, 02/01/2052 | 369727 | 327724 |
| &nbsp;&nbsp; Pool CB3599, 3.50%, 05/01/2052 | 251553 | 233980 |
| &nbsp;&nbsp; Pool CB3715, 3.50%, 06/01/2037 | 626327 | 611999 |
| &nbsp;&nbsp; Pool CB3905, 3.50%, 06/01/2052 | 429888 | 398523 |
| &nbsp;&nbsp; Pool FA0197, 4.00%, 02/01/2054 | 610915 | 582888 |
| &nbsp;&nbsp; Pool FM1001, 3.50%, 11/01/2048 | 152767 | 143853 |
| &nbsp;&nbsp; Pool FM1361, 3.50%, 12/01/2046 | 72669 | 69469 |
| &nbsp;&nbsp; Pool FM2309, 3.50%, 03/01/2049 | 133337 | 125733 |
| &nbsp;&nbsp; Pool FM3664, 4.00%, 03/01/2049 | 936440 | 901651 |
| &nbsp;&nbsp; Pool FM4216, 3.50%, 06/01/2049 | 54950 | 51651 |
| &nbsp;&nbsp; Pool FM4962, 3.00%, 02/01/2047 | 799463 | 738917 |
| &nbsp;&nbsp; Pool FM6272, 2.50%, 02/01/2051 | 165909 | 143535 |
| &nbsp;&nbsp; Pool FM6687, 2.50%, 04/01/2051 | 272553 | 235330 |
| &nbsp;&nbsp; Pool FM8325, 2.50%, 07/01/2035 | 508265 | 488723 |
| &nbsp;&nbsp; Pool FS0759, 3.50%, 02/01/2052 | 701770 | 656580 |
| &nbsp;&nbsp; Pool FS1228, 3.00%, 03/01/2052 | 365927 | 327670 |
| &nbsp;&nbsp; Pool FS1533, 3.00%, 04/01/2052 | 253479 | 227072 |
| &nbsp;&nbsp; Pool FS1535, 3.00%, 04/01/2052 | 85479 | 76515 |
| &nbsp;&nbsp; Pool FS5179, 5.00%, 06/01/2053 | 393749 | 396808 |
| &nbsp;&nbsp; Pool FS5848, 2.50%, 12/01/2051 | 1151970 | 982570 |
| &nbsp;&nbsp; Pool FS7057, 2.50%, 07/01/2052 | 507343 | 429856 |
| &nbsp;&nbsp; Pool FS8254, 2.00%, 08/01/2042 | 4827255 | 4213761 |
| &nbsp;&nbsp; Pool MA1178, 4.00%, 09/01/2042 | 18429 | 17944 |
| &nbsp;&nbsp; Pool MA1221, 4.50%, 09/01/2042 | 1701 | 1699 |
| &nbsp;&nbsp; Pool MA1439, 2.50%, 05/01/2043 | 166046 | 148635 |
| &nbsp;&nbsp; Pool MA1711, 4.50%, 12/01/2043 | 9422 | 9410 |
| &nbsp;&nbsp; Pool MA2806, 3.00%, 11/01/2046 | 161199 | 146283 |
| &nbsp;&nbsp; Pool MA2863, 3.00%, 01/01/2047 | 162180 | 146457 |
| &nbsp;&nbsp; Pool MA2959, 3.50%, 04/01/2047 | 223922 | 211344 |
| &nbsp;&nbsp; Pool MA3076, 2.50%, 07/01/2032 | 141162 | 136158 |
| &nbsp;&nbsp; Pool MA3114, 2.50%, 08/01/2032 | 158381 | 153080 |
| &nbsp;&nbsp; Pool MA3120, 3.50%, 09/01/2047 | 101004 | 95164 |
| &nbsp;&nbsp; Pool MA3121, 4.00%, 09/01/2047 | 116353 | 112482 |
| &nbsp;&nbsp; Pool MA3124, 2.50%, 09/01/2032 | 149945 | 144866 |
| &nbsp;&nbsp; Pool MA3182, 3.50%, 11/01/2047 | 31253 | 29313 |
| &nbsp;&nbsp; Pool MA3211, 4.00%, 12/01/2047 | 72701 | 70439 |
| &nbsp;&nbsp; Pool MA3307, 4.50%, 03/01/2048 | 51618 | 51268 |
| &nbsp;&nbsp; Pool MA3333, 4.00%, 04/01/2048 | 53015 | 51232 |
| &nbsp;&nbsp; Pool MA3383, 3.50%, 06/01/2048 | 112056 | 105016 |
| &nbsp;&nbsp; Pool MA3871, 3.00%, 12/01/2049 | 261841 | 234582 |
| &nbsp;&nbsp; Pool MA3937, 3.00%, 02/01/2050 | 657227 | 588391 |
| &nbsp;&nbsp; Pool MA4017, 3.00%, 05/01/2040 | 155751 | 145178 |
| &nbsp;&nbsp; Pool MA4027, 3.50%, 05/01/2040 | 51550 | 49331 |
| &nbsp;&nbsp; Pool MA4119, 2.00%, 09/01/2050 | 2521557 | 2061242 |
| &nbsp;&nbsp; Pool MA4156, 2.50%, 10/01/2035 | 1022406 | 970840 |
| &nbsp;&nbsp; Pool MA4157, 1.50%, 10/01/2050 | 329871 | 254527 |
| &nbsp;&nbsp; Pool MA4159, 2.50%, 10/01/2050 | 252545 | 215742 |
| &nbsp;&nbsp; Pool MA4182, 2.00%, 11/01/2050 | 323899 | 264265 |
| &nbsp;&nbsp; Pool MA4204, 2.00%, 12/01/2040 | 387390 | 340783 |
| &nbsp;&nbsp; Pool MA4209, 1.50%, 12/01/2050 | 1519614 | 1173760 |
| &nbsp;&nbsp; Pool MA4236, 1.50%, 01/01/2051 | 433475 | 334462 |
| &nbsp;&nbsp; Pool MA4237, 2.00%, 01/01/2051 | 333938 | 272490 |
| &nbsp;&nbsp; Pool MA4255, 2.00%, 02/01/2051 | 365697 | 298176 |
| &nbsp;&nbsp; Pool MA4268, 2.00%, 02/01/2041 | 323634 | 284258 |
| &nbsp;&nbsp; Pool MA4306, 2.50%, 04/01/2051 | 1270202 | 1083695 |
| &nbsp;&nbsp; Pool MA4325, 2.00%, 05/01/2051 | 4840644 | 3940349 |
| &nbsp;&nbsp; Pool MA4355, 2.00%, 06/01/2051 | 3773822 | 3070751 |
| &nbsp;&nbsp; Pool MA4377, 1.50%, 07/01/2051 | 524753 | 405528 |
| &nbsp;&nbsp; Pool MA4378, 2.00%, 07/01/2051 | 549906 | 447284 |
| &nbsp;&nbsp; Pool MA4398, 2.00%, 08/01/2051 | 3741910 | 3042433 |
| &nbsp;&nbsp; Pool MA4473, 1.50%, 11/01/2041 | 4353324 | 3671006 |
| &nbsp;&nbsp; Pool MA4512, 2.50%, 01/01/2052 | 464336 | 396024 |
| &nbsp;&nbsp; Pool MA4548, 2.50%, 02/01/2052 | 1460526 | 1242640 |
| &nbsp;&nbsp; Pool MA4565, 3.50%, 03/01/2052 | 1138890 | 1056790 |
| &nbsp;&nbsp; Pool MA4579, 3.00%, 04/01/2052 | 585198 | 519056 |
| &nbsp;&nbsp; Pool MA4580, 3.50%, 04/01/2052 | 543143 | 503367 |
| &nbsp;&nbsp; Pool MA4600, 3.50%, 05/01/2052 | 1025469 | 950371 |
| &nbsp;&nbsp; Pool MA4626, 4.00%, 06/01/2052 | 5162951 | 4927289 |
| &nbsp;&nbsp; Pool MA4644, 4.00%, 05/01/2052 | 1252630 | 1193959 |
| &nbsp;&nbsp; Pool MA4655, 4.00%, 07/01/2052 | 987477 | 942403 |
| &nbsp;&nbsp; Pool MA4656, 4.50%, 07/01/2052 | 2305890 | 2260502 |
| &nbsp;&nbsp; Pool MA4684, 4.50%, 06/01/2052 | 3627810 | 3556404 |
| &nbsp;&nbsp; Pool MA4700, 4.00%, 08/01/2052 | 3404674 | 3233096 |
| &nbsp;&nbsp; Pool MA4701, 4.50%, 08/01/2052 | 3498286 | 3429427 |
| &nbsp;&nbsp; Pool MA4709, 5.00%, 07/01/2052 | 624117 | 625077 |
| &nbsp;&nbsp; Pool MA4732, 4.00%, 09/01/2052 | 6644665 | 6330558 |
| &nbsp;&nbsp; Pool MA4733, 4.50%, 09/01/2052 | 8880845 | 8705121 |
| &nbsp;&nbsp; Pool MA4737, 5.00%, 08/01/2052 | 926004 | 927429 |
| &nbsp;&nbsp; Pool MA4761, 5.00%, 09/01/2052 | 154884 | 155123 |
| &nbsp;&nbsp; Pool MA4783, 4.00%, 10/01/2052 | 5301885 | 5052077 |
| &nbsp;&nbsp; Pool MA4784, 4.50%, 10/01/2052 | 571255 | 560306 |
| &nbsp;&nbsp; Pool MA4785, 5.00%, 10/01/2052 | 3990744 | 4003058 |
| &nbsp;&nbsp; Pool MA4805, 4.50%, 11/01/2052 | 5673273 | 5559263 |
| &nbsp;&nbsp; Pool MA4807, 5.50%, 11/01/2052 | 2404453 | 2454206 |
| &nbsp;&nbsp; Pool MA4842, 5.50%, 12/01/2052 | 1754439 | 1788087 |
| &nbsp;&nbsp; Pool MA4868, 5.00%, 01/01/2053 | 466926 | 467789 |
| &nbsp;&nbsp; Pool MA4918, 5.00%, 02/01/2053 | 1552799 | 1554869 |
| &nbsp;&nbsp; Pool MA4919, 5.50%, 02/01/2053 | 766962 | 778352 |
| &nbsp;&nbsp; Pool MA4942, 6.00%, 03/01/2053 | 479525 | 494206 |
| &nbsp;&nbsp; Pool MA4978, 5.00%, 04/01/2053 | 2157776 | 2160430 |
| &nbsp;&nbsp; Pool MA5011, 6.00%, 05/01/2053 | 1346998 | 1389850 |
| &nbsp;&nbsp; Pool MA5039, 5.50%, 06/01/2053 | 2069104 | 2105085 |
| &nbsp;&nbsp; Pool MA5106, 5.00%, 08/01/2053 | 1359222 | 1359843 |
| &nbsp;&nbsp; Pool MA5107, 5.50%, 08/01/2053 | 3573348 | 3633839 |
| &nbsp;&nbsp; Pool MA5138, 5.50%, 09/01/2053 | 2127555 | 2162589 |
| &nbsp;&nbsp; Pool MA5139, 6.00%, 09/01/2053 | 3585283 | 3688510 |
| &nbsp;&nbsp; Pool MA5165, 5.50%, 10/01/2053 | 7054230 | 7172019 |
| &nbsp;&nbsp; Pool MA5190, 5.50%, 11/01/2053 | 1051149 | 1068700 |
| &nbsp;&nbsp; Pool MA5247, 6.00%, 01/01/2054 | 225590 | 231956 |
| &nbsp;&nbsp; Pool MA5327, 5.00%, 04/01/2054 | 2022679 | 2018857 |
| &nbsp;&nbsp; Pool MA5331, 5.50%, 04/01/2054 | 408858 | 414917 |
| &nbsp;&nbsp; Pool MA5353, 5.50%, 05/01/2054 | 2136106 | 2167649 |
| &nbsp;&nbsp; Pool MA5389, 6.00%, 06/01/2054 | 302719 | 310919 |
| &nbsp;&nbsp; Pool MA5497, 5.50%, 10/01/2054 | 1327804 | 1346937 |
| &nbsp;&nbsp; Pool MA5498, 6.00%, 10/01/2054 | 474423 | 487169 |
| &nbsp;&nbsp; Pool MA5584, 4.50%, 01/01/2055 | 3318546 | 3240519 |
| &nbsp;&nbsp; Pool MA5611, 4.00%, 02/01/2055 | 8625402 | 8184176 |
| &nbsp;&nbsp; Pool MA5788, 3.50%, 07/01/2055 | 2946738 | 2730940 |
| &nbsp;&nbsp; Pool MA5908, 4.50%, 12/01/2055 | 1496109 | 1460927 |
|  Ginnie Mae I Pool, Pool BU5340, 3.00%, 04/15/2050 | 138407 | 124427 |
| Ginnie Mae II Pool | Ginnie Mae II Pool | Ginnie Mae II Pool |
| &nbsp;&nbsp; Pool 4540, 4.50%, 09/20/2039 | 56222 | 56628 |
| &nbsp;&nbsp; Pool 4853, 4.00%, 11/20/2040 | 54629 | 53409 |
| &nbsp;&nbsp; Pool 5115, 4.50%, 07/20/2041 | 32540 | 32758 |
| &nbsp;&nbsp; Pool 5304, 3.50%, 02/20/2042 | 112253 | 106076 |
| &nbsp;&nbsp; Pool 785163, 3.50%, 10/20/2050 | 47470 | 43696 |
| &nbsp;&nbsp; Pool 786483, 3.50%, 11/20/2052 | 2853461 | 2562858 |
| &nbsp;&nbsp; Pool BX3679, 3.00%, 08/20/2050 | 174784 | 157553 |
| &nbsp;&nbsp; Pool BX3680, 3.00%, 08/20/2050 | 273844 | 246677 |
| &nbsp;&nbsp; Pool BX3681, 3.00%, 08/20/2050 | 161731 | 145638 |
| &nbsp;&nbsp; Pool BY0325, 2.50%, 10/20/2050 | 1037365 | 888866 |
| &nbsp;&nbsp; Pool BY0330, 3.00%, 10/20/2050 | 87157 | 78348 |
| &nbsp;&nbsp; Pool BY0331, 3.00%, 10/20/2050 | 226265 | 203395 |
| &nbsp;&nbsp; Pool BY0338, 3.50%, 08/20/2050 | 117151 | 108129 |
| &nbsp;&nbsp; Pool BY0339, 3.50%, 08/20/2050 | 116594 | 107923 |
| &nbsp;&nbsp; Pool BY0340, 3.50%, 08/20/2050 | 116054 | 106686 |
| &nbsp;&nbsp; Pool MA0220, 3.50%, 07/20/2042 | 163778 | 154916 |
| &nbsp;&nbsp; Pool MA0534, 3.50%, 11/20/2042 | 74435 | 70409 |
| &nbsp;&nbsp; Pool MA0624, 3.00%, 12/20/2042 | 138119 | 127902 |
| &nbsp;&nbsp; Pool MA2964, 5.00%, 07/20/2045 | 77959 | 79928 |
| &nbsp;&nbsp; Pool MA3034, 3.50%, 08/20/2045 | 29262 | 27261 |
| &nbsp;&nbsp; Pool MA3105, 3.50%, 09/20/2045 | 29084 | 27095 |
| &nbsp;&nbsp; Pool MA3309, 3.00%, 12/20/2045 | 42870 | 39129 |
| &nbsp;&nbsp; Pool MA3455, 4.00%, 02/20/2046 | 116658 | 112677 |
| &nbsp;&nbsp; Pool MA3522, 4.00%, 03/20/2046 | 43651 | 42169 |
| &nbsp;&nbsp; Pool MA3597, 3.50%, 04/20/2046 | 41799 | 38943 |
| &nbsp;&nbsp; Pool MA3936, 3.00%, 09/20/2046 | 62104 | 56649 |
| &nbsp;&nbsp; Pool MA4125, 2.50%, 12/20/2046 | 61068 | 53672 |
| &nbsp;&nbsp; Pool MA4127, 3.50%, 12/20/2046 | 238293 | 221307 |
| &nbsp;&nbsp; Pool MA4261, 3.00%, 02/20/2047 | 152780 | 139231 |
| &nbsp;&nbsp; Pool MA4264, 4.50%, 02/20/2047 | 20419 | 20340 |
| &nbsp;&nbsp; Pool MA4381, 3.00%, 04/20/2047 | 102718 | 93552 |
| &nbsp;&nbsp; Pool MA4382, 3.50%, 04/20/2047 | 860749 | 800121 |
| &nbsp;&nbsp; Pool MA4452, 4.00%, 05/20/2047 | 63094 | 60821 |
| &nbsp;&nbsp; Pool MA4653, 4.00%, 08/20/2047 | 32840 | 31701 |
| &nbsp;&nbsp; Pool MA4654, 4.50%, 08/20/2047 | 30732 | 30560 |
| &nbsp;&nbsp; Pool MA4720, 4.00%, 09/20/2047 | 492084 | 474004 |
| &nbsp;&nbsp; Pool MA4837, 3.50%, 11/20/2047 | 77991 | 72623 |
| &nbsp;&nbsp; Pool MA4899, 3.00%, 12/20/2047 | 45400 | 41326 |
| &nbsp;&nbsp; Pool MA4961, 3.00%, 01/20/2048 | 96382 | 87537 |
| &nbsp;&nbsp; Pool MA4962, 3.50%, 01/20/2048 | 80477 | 74663 |
| &nbsp;&nbsp; Pool MA4964, 4.50%, 01/20/2048 | 95100 | 94555 |
| &nbsp;&nbsp; Pool MA5079, 4.50%, 03/20/2048 | 19049 | 18939 |
| &nbsp;&nbsp; Pool MA5331, 4.50%, 07/20/2048 | 38099 | 37786 |
| &nbsp;&nbsp; Pool MA5594, 3.50%, 11/20/2048 | 318132 | 294671 |
| &nbsp;&nbsp; Pool MA5876, 4.00%, 04/20/2049 | 1646136 | 1576701 |
| &nbsp;&nbsp; Pool MA5987, 4.50%, 06/20/2049 | 105918 | 105325 |
| &nbsp;&nbsp; Pool MA6090, 3.50%, 08/20/2049 | 981305 | 903858 |
| &nbsp;&nbsp; Pool MA6153, 3.00%, 09/20/2049 | 73888 | 66673 |
| &nbsp;&nbsp; Pool MA6338, 3.00%, 12/20/2049 | 149117 | 134504 |
| &nbsp;&nbsp; Pool MA6409, 3.00%, 01/20/2050 | 345944 | 311855 |
| &nbsp;&nbsp; Pool MA6411, 4.00%, 01/20/2050 | 185713 | 177608 |
| &nbsp;&nbsp; Pool MA6476, 4.00%, 02/20/2050 | 269163 | 257815 |
| &nbsp;&nbsp; Pool MA6768, 4.00%, 07/20/2050 | 407251 | 389202 |
| &nbsp;&nbsp; Pool MA6931, 2.50%, 10/20/2050 | 3114018 | 2693765 |
| &nbsp;&nbsp; Pool MA7135, 2.00%, 01/20/2051 | 513545 | 425464 |
| &nbsp;&nbsp; Pool MA7194, 3.00%, 02/20/2051 | 197343 | 177549 |
| &nbsp;&nbsp; Pool MA7254, 2.00%, 03/20/2051 | 300465 | 248918 |
| &nbsp;&nbsp; Pool MA7367, 2.50%, 05/20/2051 | 3600359 | 3107272 |
| &nbsp;&nbsp; Pool MA7369, 3.50%, 05/20/2051 | 1417418 | 1310272 |
| &nbsp;&nbsp; Pool MA7419, 3.00%, 06/20/2051 | 319726 | 287657 |
| &nbsp;&nbsp; Pool MA7471, 2.00%, 07/20/2051 | 366903 | 303958 |
| &nbsp;&nbsp; Pool MA7533, 2.00%, 08/20/2051 | 404667 | 335243 |
| &nbsp;&nbsp; Pool MA7768, 3.00%, 12/20/2051 | 967917 | 870834 |
| &nbsp;&nbsp; Pool MA7828, 3.00%, 01/20/2052 | 367446 | 330871 |
| &nbsp;&nbsp; Pool MA7829, 3.50%, 01/20/2052 | 723898 | 666169 |
| &nbsp;&nbsp; Pool MA7871, 2.50%, 02/20/2052 | 233237 | 196675 |
| &nbsp;&nbsp; Pool MA7883, 3.50%, 02/20/2052 | 1935531 | 1776088 |
| &nbsp;&nbsp; Pool MA7989, 3.50%, 04/20/2052 | 1818342 | 1669771 |
| &nbsp;&nbsp; Pool MA8149, 3.50%, 07/20/2052 | 2210940 | 2033023 |
| &nbsp;&nbsp; Pool MA8201, 4.50%, 08/20/2052 | 937436 | 920321 |
| &nbsp;&nbsp; Pool MA8267, 4.00%, 09/20/2052 | 5799886 | 5524996 |
| &nbsp;&nbsp; Pool MA8347, 4.50%, 10/20/2052 | 1462595 | 1435212 |
| &nbsp;&nbsp; Pool MA8428, 5.00%, 11/20/2052 | 511360 | 512193 |
| &nbsp;&nbsp; Pool MA8487, 3.50%, 12/20/2052 | 3095637 | 2839358 |
| &nbsp;&nbsp; Pool MA8489, 4.50%, 12/20/2052 | 1326486 | 1301002 |
| &nbsp;&nbsp; Pool MA8646, 4.50%, 02/20/2053 | 2312616 | 2267047 |
| &nbsp;&nbsp; Pool MA8647, 5.00%, 02/20/2053 | 1292870 | 1297188 |
| &nbsp;&nbsp; Pool MA8725, 5.00%, 03/20/2053 | 258256 | 258409 |
| &nbsp;&nbsp; Pool MA8879, 5.50%, 05/20/2053 | 3341822 | 3398253 |
| &nbsp;&nbsp; Pool MA9101, 3.00%, 08/20/2053 | 2615115 | 2364161 |
| &nbsp;&nbsp; Pool MA9303, 4.50%, 11/20/2053 | 2857324 | 2788429 |
| &nbsp;&nbsp; Pool MA9852, 6.00%, 08/20/2054 | 1541587 | 1573472 |
| &nbsp;&nbsp; Pool MB0025, 5.00%, 11/20/2054 | 297312 | 296811 |
| &nbsp;&nbsp; Pool MB0091, 5.00%, 12/20/2054 | 137936 | 137771 |
|  SCG Mortgage Trust, Series 2025-SNIP, Class A, 5.25% (1 mo. Term SOFR + 1.50%), 09/15/2042 <sup>(a)</sup> | 1400000 | 1402186 |
| Tennessee Valley Authority | Tennessee Valley Authority | Tennessee Valley Authority |
| &nbsp;&nbsp; 1.50%, 09/15/2031 | 105000 | 92204 |
| &nbsp;&nbsp; 5.25%, 02/01/2055 | 660000 | 652991 |
|  U.S. Department of Housing and Urban Development, 2.87%, 08/01/2027 | 1000000 | 986061 |
| U.S. International Development Finance Corporation | U.S. International Development Finance Corporation | U.S. International Development Finance Corporation |
| &nbsp;&nbsp; 1.65%, 04/15/2028 | 1000000 | 962282 |
| &nbsp;&nbsp; 1.05%, 10/15/2029 | 501377 | 474279 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Wells Fargo Commercial Mortgage Trust 2024-1CHI | Wells Fargo Commercial Mortgage Trust 2024-1CHI |
| &nbsp;&nbsp; Series 2025-609M, Class A, 5.29% (1 mo. Term SOFR + 1.54%), 08/15/2042 <sup>(a)</sup> | 750000 | 750697 |
| &nbsp;&nbsp; Series 2025-609M, Class B, 5.59% (1 mo. Term SOFR + 1.84%), 08/15/2042 <sup>(a)</sup> | 150000 | 149813 |
| &nbsp;&nbsp; Series 2025-609M, Class C, 6.09% (1 mo. Term SOFR + 2.34%), 08/15/2042 <sup>(a)</sup> | 100000 | 99875 |
| **TOTAL U.S. GOVERNMENT AGENCIES** (Cost $289,140,845) | **TOTAL U.S. GOVERNMENT AGENCIES** (Cost $289,140,845) | **285544495** |

---

---

| | | |
|:---|:---|:---|
| **ASSET-BACKED SECURITIES - 14.4%** | **ASSET-BACKED SECURITIES - 14.4%** | **ASSET-BACKED SECURITIES - 14.4%** |
|  ABPCI Direct Lending Fund ABS Ltd., Series 2020-1A, Class A, 3.20%, 12/29/2030 <sup>(a)</sup> | 912159 | 902908 |
|  Adams Outdoor Advertising LP, Series 2023-1, Class A2, 6.97%, 07/15/2053 <sup>(a)</sup> | 500000 | 508715 |
| Affirm, Inc. | Affirm, Inc. | Affirm, Inc. |
| &nbsp;&nbsp; Series 2024-A, Class 1A, 5.61%, 02/15/2029 <sup>(a)</sup> | 1600000 | 1602462 |
| &nbsp;&nbsp; Series 2024-X2, Class A, 5.22%, 12/17/2029 <sup>(a)</sup> | 65870 | 65889 |
| &nbsp;&nbsp; Series 2025-2A, Class A, 4.67%, 07/15/2033 <sup>(a)</sup> | 1200000 | 1208116 |
|  AGL CLO Ltd., Series 2022-19A, Class A1R, 5.17% (3 mo. Term SOFR + 1.30%), 07/21/2038 <sup>(a)</sup> | 3000000 | 3003051 |
|  Air Canada 2015-1 Class A Pass Through Trust, Series 2015-1, 3.60%, 03/15/2027 <sup>(a)</sup> | 2630012 | 2600249 |
|  Air Canada 2015-2 Class AA Pass Through Trust, Series 2015-2, 3.75%, 12/15/2027 <sup>(a)</sup> | 922851 | 909867 |
|  Air Canada 2020-2 Class A Pass Through Trust, Series 2020-2, Class A, 5.25%, 04/01/2029 <sup>(a)</sup> | 1997390 | 2041553 |
|  Alaska Airlines 2020-1 Class A Pass Through Trust, Series A, 4.80%, 08/15/2027 <sup>(a)</sup> | 425641 | 428098 |
| Aligned Data Centers Issuer LLC | Aligned Data Centers Issuer LLC | Aligned Data Centers Issuer LLC |
| &nbsp;&nbsp; Series 2022-1A, Class A2, 6.35%, 10/15/2047 <sup>(a)</sup> | 1000000 | 1000717 |
| &nbsp;&nbsp; Series 2023-1A, Class A2, 6.00%, 08/17/2048 <sup>(a)</sup> | 1180000 | 1188687 |
|  American Airlines 2025-1 Class A Pass Through Trust, Series 2025-1A, 4.90%, 05/11/2038 | 225000 | 223185 |
| AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust |
| &nbsp;&nbsp; Series 2021-3, Class C, 1.41%, 08/18/2027 | 154877 | 153803 |
| &nbsp;&nbsp; Series 2023-2, Class C, 6.00%, 07/18/2029 | 500000 | 512931 |
|  Anchorage Capital CLO Ltd., Series 2023-26A, Class A1R, 5.40% (3 mo. Term SOFR + 1.52%), 03/19/2038 <sup>(a)</sup> | 2250000 | 2259401 |
|  Apidos CLO, Series 2018-18A, Class A1R2, 5.19% (3 mo. Term SOFR + 1.33%), 01/22/2038 <sup>(a)</sup> | 2500000 | 2506318 |
|  Ares Loan Funding IX Ltd., Series 2025-ALF9A, Class A1, 5.08% (3 mo. Term SOFR + 1.18%), 03/31/2038 <sup>(a)</sup> | 2500000 | 2493865 |
| Atlas Senior Loan Fund Ltd. | Atlas Senior Loan Fund Ltd. | Atlas Senior Loan Fund Ltd. |
| &nbsp;&nbsp; Series 2016-7A, Class A2R, 5.63% (3 mo. Term SOFR + 1.81%), 11/27/2031 <sup>(a)</sup> | 1500000 | 1501329 |
| &nbsp;&nbsp; Series 2018-10A, Class B, 5.67% (3 mo. Term SOFR + 1.76%), 01/15/2031 <sup>(a)</sup> | 1475954 | 1477565 |
| &nbsp;&nbsp; Series 2018-11A, Class A1L, 5.22% (3 mo. Term SOFR + 1.36%), 07/26/2031 <sup>(a)</sup> | 24387 | 24389 |
|  ATLX Trust, Series 2024-RPL1, Class A1, 3.85%, 04/25/2064 <sup>(a)(c)</sup> | 530930 | 519096 |
| Avis Budget Car Rental LLC | Avis Budget Car Rental LLC | Avis Budget Car Rental LLC |
| &nbsp;&nbsp; Series 2021-2A, Class A, 1.66%, 02/20/2028 <sup>(a)</sup> | 900000 | 879604 |
| &nbsp;&nbsp; Series 2022-1A, Class A, 3.83%, 08/21/2028 <sup>(a)</sup> | 1000000 | 995981 |
| &nbsp;&nbsp; Series 2023-1A, Class A, 5.25%, 04/20/2029 <sup>(a)</sup> | 1400000 | 1430037 |
| &nbsp;&nbsp; Series 2023-2A, Class A, 5.20%, 10/20/2027 <sup>(a)</sup> | 400000 | 402592 |
| &nbsp;&nbsp; Series 2023-3A, Class A, 5.44%, 02/22/2028 <sup>(a)</sup> | 600000 | 607185 |
| &nbsp;&nbsp; Series 2023-4A, Class A, 5.49%, 06/20/2029 <sup>(a)</sup> | 2000000 | 2050483 |
| &nbsp;&nbsp; Series 2023-5A, Class A, 5.78%, 04/20/2028 <sup>(a)</sup> | 1010000 | 1027547 |
| &nbsp;&nbsp; Series 2024-1A, Class A, 5.36%, 06/20/2030 <sup>(a)</sup> | 500000 | 515539 |
| Bain Capital Credit CLO | Bain Capital Credit CLO | Bain Capital Credit CLO |
| &nbsp;&nbsp; Series 2019-1A, Class AR2, 5.11% (3 mo. Term SOFR + 1.23%), 04/19/2034 <sup>(a)</sup> | 3250000 | 3254196 |
| &nbsp;&nbsp; Series 2022-4A, Class A1R, 5.27% (3 mo. Term SOFR + 1.38%), 10/16/2037 <sup>(a)</sup> | 2500000 | 2506012 |
| Bankers Healthcare Group, Inc. | Bankers Healthcare Group, Inc. | Bankers Healthcare Group, Inc. |
| &nbsp;&nbsp; Series 2022-C, Class B, 5.93%, 10/17/2035 <sup>(a)</sup> | 477866 | 479113 |
| &nbsp;&nbsp; Series 2023-B, Class B, 7.45%, 12/17/2036 <sup>(a)</sup> | 405644 | 422729 |
| Barrow Hanley Ltd. | Barrow Hanley Ltd. | Barrow Hanley Ltd. |
| &nbsp;&nbsp; Series 2023-1A, Class A1R, 5.22% (3 mo. Term SOFR + 1.34%), 01/20/2038 <sup>(a)</sup> | 2450000 | 2451796 |
| &nbsp;&nbsp; Series 2024-3A, Class A1, 5.50% (3 mo. Term SOFR + 1.62%), 04/20/2037 <sup>(a)</sup> | 3000000 | 3004503 |
|  Blue Stream Communications LLC, Series 2023-1A, Class A2, 5.40%, 05/20/2053 <sup>(a)</sup> | 1300000 | 1308043 |
|  Bread Financial Holdings, Inc., Series 2024-B, Class A, 4.62%, 05/15/2031 | 2000000 | 2023043 |
| Business Jet Securities LLC | Business Jet Securities LLC | Business Jet Securities LLC |
| &nbsp;&nbsp; Series 2022-1A, Class B, 5.19%, 06/15/2037 <sup>(a)</sup> | 401894 | 401175 |
| &nbsp;&nbsp; Series 2024-1A, Class B, 6.92%, 05/15/2039 <sup>(a)</sup> | 938237 | 969423 |
| CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust |
| &nbsp;&nbsp; Series 2022-1, Class C, 2.20%, 11/15/2027 | 300000 | 298607 |
| &nbsp;&nbsp; Series 2022-1, Class D, 2.47%, 07/17/2028 | 100000 | 99538 |
| &nbsp;&nbsp; Series 2025-3, Class A3, 4.35%, 07/15/2030 | 800000 | 806898 |
|  Carvana Auto Receivables Trust, Series 2024-P2, Class A4, 5.21%, 06/10/2030 | 565000 | 578098 |
|  CC Towers Guarantor LLC, Series 4.24100, 4.24%, 07/15/2028 <sup>(a)</sup> | 600000 | 598040 |
|  CCG Receivables Trust, Series 2025-1A, Class A2, 5.50%, 03/26/2055 <sup>(a)</sup> | 1050000 | 1034054 |
|  CFG Investments Ltd., Series 2025-1, Class A, 6.47%, 03/25/2036 <sup>(a)</sup> | 1500000 | 1524673 |
| CIFC Funding Ltd. | CIFC Funding Ltd. | CIFC Funding Ltd. |
| &nbsp;&nbsp; Series 2018-2A, Class A1R, 5.25% (3 mo. Term SOFR + 1.37%), 10/20/2037 <sup>(a)</sup> | 3250000 | 3255912 |
| &nbsp;&nbsp; Series 2023-1A, Class A1R, 5.14% (3 mo. Term SOFR + 1.24%), 10/15/2038 <sup>(a)</sup> | 4250000 | 4250735 |
|  Citibank NA, Series 2018-A7, Class A7, 3.96%, 10/13/2030 | 600000 | 602337 |
|  Cogent Communications Holdings, Inc., Series 2024-1A, Class A2, 7.92%, 05/25/2054 <sup>(a)</sup> | 2200000 | 2286981 |
|  COOPR Residential Mortgage Trust, Series 2025-CES2, Class A1A, 5.50%, 06/25/2060 <sup>(a)(c)</sup> | 843279 | 850547 |
| Credit Acceptance Corp. | Credit Acceptance Corp. | Credit Acceptance Corp. |
| &nbsp;&nbsp; Series 2023-5A, Class C, 7.30%, 04/17/2034 <sup>(a)</sup> | 1000000 | 1031472 |
| &nbsp;&nbsp; Series 2024-2A, Class A, 5.95%, 06/15/2034 <sup>(a)</sup> | 570000 | 580088 |
| &nbsp;&nbsp; Series 2024-3A, Class B, 4.85%, 11/15/2034 <sup>(a)</sup> | 520000 | 521624 |
|  Credit Suisse Mortgage Capital Certificates, Series 2018-RPL9, Class A, 3.85%, 09/25/2057 <sup>(a)(d)</sup> | 89315 | 86497 |
|  Cyrusone Holdco LLC, Series 2025-1A, Class A2, 5.91%, 02/20/2050 <sup>(a)</sup> | 880000 | 898911 |
|  Delta Air Lines 2020-1 Class A Pass Through Trust, 2.50%, 06/10/2028 | 1710288 | 1646911 |
|  Delta Air Lines 2020-1 Class AA Pass Through Trust, 2.00%, 06/10/2028 | 335567 | 320485 |
|  Delta Air Lines, Inc., Series 2015-1, 3.88%, 07/30/2027 | 314603 | 309102 |
|  DigitalBridge Group, Inc., Series 2021-1A, Class A2, 3.93%, 09/25/2051 <sup>(a)</sup> | 1020000 | 996235 |
|  Ellington Financial Mortgage Trust, Series 2024-CES1, Class A1, 5.52%, 01/26/2060 <sup>(a)(c)</sup> | 739372 | 747493 |
|  EnFin Residential Solar Receivables Trust, Series 2024-2A, Class A, 5.98%, 09/20/2055 <sup>(a)</sup> | 893596 | 857160 |
|  ExteNet LLC, Series 2024-1A, Class A2, 5.34%, 07/25/2054 <sup>(a)</sup> | 750000 | 754653 |
|  Federal Express Corp. 2020-1 Pass Through Trusts, Series 2020-1, 1.88%, 02/20/2034 | 51285 | 44745 |
|  First National Master Note Trust, Series 2025-1, Class A, 4.85%, 02/15/2030 | 1000000 | 1020056 |
|  Flexential Issuer LLC, Series 2021-1A, Class A2, 3.25%, 11/27/2051 <sup>(a)</sup> | 777143 | 765890 |
| Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust |
| &nbsp;&nbsp; Series 2021-1, Class A, 1.37%, 10/17/2033 <sup>(a)</sup> | 3000000 | 2976199 |
| &nbsp;&nbsp; Series 2021-1, Class B, 1.61%, 10/17/2033 <sup>(a)</sup> | 120000 | 119050 |
| &nbsp;&nbsp; Series 2021-2, Class B, 1.91%, 05/15/2034 <sup>(a)</sup> | 100000 | 98012 |
| &nbsp;&nbsp; Series 2022-B, Class A4, 3.93%, 08/15/2027 | 895099 | 895209 |
| &nbsp;&nbsp; Series 2024-1, Class A, 4.87%, 08/15/2036 <sup>(a)(c)</sup> | 2300000 | 2358641 |
| &nbsp;&nbsp; Series 2025-2, Class A, 4.37%, 02/15/2038 <sup>(a)(c)</sup> | 2821000 | 2844247 |
| Ford Credit Floorplan LLC | Ford Credit Floorplan LLC | Ford Credit Floorplan LLC |
| &nbsp;&nbsp; Series 2024-1, Class A1, 5.29%, 04/15/2029 <sup>(a)</sup> | 2100000 | 2139854 |
| &nbsp;&nbsp; Series 2024-3, Class A1, 4.30%, 09/15/2029 <sup>(a)</sup> | 2500000 | 2520162 |
|  Frontier Communications Parent, Inc., Series 2024-1, Class A2, 6.19%, 06/20/2054 <sup>(a)</sup> | 590000 | 608304 |
|  Galaxy CLO Ltd., Series 2018-25A, Class A1RR, 4.97% (3 mo. Term SOFR + 1.11%), 04/25/2036 <sup>(a)</sup> | 5300000 | 5306498 |
|  General Motors Co., Series 2024-4A, Class A1, 4.73%, 11/15/2029 <sup>(a)</sup> | 1000000 | 1013714 |
|  General Motors Financial Co., Inc., Series 2021-2, Class C, 1.01%, 01/19/2027 | 6331 | 6321 |
| Global Sea Containers Two SRL | Global Sea Containers Two SRL | Global Sea Containers Two SRL |
| &nbsp;&nbsp; Series 2020-1A, Class A, 2.17%, 10/17/2040 <sup>(a)</sup> | 487076 | 467715 |
| &nbsp;&nbsp; Series 2020-2A, Class A, 2.26%, 11/19/2040 <sup>(a)</sup> | 130636 | 125527 |
| &nbsp;&nbsp; Series 2020-2A, Class B, 3.32%, 11/19/2040 <sup>(a)</sup> | 108859 | 104729 |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust |
| &nbsp;&nbsp; Series 2023-3, Class A3, 5.45%, 06/16/2028 | 547110 | 551045 |
| &nbsp;&nbsp; Series 2023-4, Class B, 6.16%, 04/16/2029 | 500000 | 514399 |
| &nbsp;&nbsp; Series 2023-4, Class C, 6.41%, 05/16/2029 | 300000 | 309157 |
| GM Financial Revolving Receivables Trust | GM Financial Revolving Receivables Trust | GM Financial Revolving Receivables Trust |
| &nbsp;&nbsp; Series 2021-1, Class B, 1.49%, 06/12/2034 <sup>(a)</sup> | 100000 | 98094 |
| &nbsp;&nbsp; Series 2023-2, Class A, 5.77%, 08/11/2036 <sup>(a)</sup> | 500000 | 525751 |
| &nbsp;&nbsp; Series 2024-2, Class A, 4.52%, 03/11/2037 <sup>(a)</sup> | 1700000 | 1727708 |
|  Golub Capital Partners ABS Funding Ltd., Series 2020-1A, Class A2, 3.21%, 01/22/2029 <sup>(a)</sup> | 242430 | 242361 |
|  Golub Capital Partners CLO Ltd., Series 2023-70A, Class A1R, 5.03% (3 mo. Term SOFR + 1.12%), 10/25/2037 <sup>(a)</sup> | 3000000 | 3001845 |
| GoodLeap Sustainable Home Solutions Trust | GoodLeap Sustainable Home Solutions Trust | GoodLeap Sustainable Home Solutions Trust |
| &nbsp;&nbsp; Series 2021-3CS, Class A, 2.10%, 05/20/2048 <sup>(a)</sup> | 247426 | 201174 |
| &nbsp;&nbsp; Series 2021-5CS, Class A, 2.31%, 10/20/2048 <sup>(a)</sup> | 961879 | 800156 |
| &nbsp;&nbsp; Series 2022-1GS, Class A, 2.70%, 01/20/2049 <sup>(a)</sup> | 679866 | 598489 |
| &nbsp;&nbsp; Series 2022-3CS, Class A, 4.95%, 07/20/2049 <sup>(a)</sup> | 772040 | 702274 |
| GreenSky LLC | GreenSky LLC | GreenSky LLC |
| &nbsp;&nbsp; Series 2024-1, Class A2, 5.88%, 06/25/2059 <sup>(a)</sup> | 137410 | 137992 |
| &nbsp;&nbsp; Series 2025-2A, Class A2, 4.93%, 06/25/2060 <sup>(a)</sup> | 375431 | 376818 |
| HERO Funding Trust | HERO Funding Trust | HERO Funding Trust |
| &nbsp;&nbsp; Series 2016-1A, Class A, 4.05%, 09/20/2041 <sup>(a)</sup> | 180212 | 175247 |
| &nbsp;&nbsp; Series 2016-3A, Class A1, 3.08%, 09/20/2042 <sup>(a)</sup> | 80740 | 75684 |
| &nbsp;&nbsp; Series 2020-1A, Class A, 2.59%, 09/20/2057 <sup>(a)</sup> | 337862 | 293188 |
| Hertz Vehicle Financing LLC | Hertz Vehicle Financing LLC | Hertz Vehicle Financing LLC |
| &nbsp;&nbsp; Series 2023-2A, Class C, 7.13%, 09/25/2029 <sup>(a)</sup> | 900000 | 935431 |
| &nbsp;&nbsp; Series 2025-2A, Class A, 5.13%, 09/25/2031 <sup>(a)</sup> | 810000 | 822740 |
|  Home Equity Asset Trust, Series 2003-1, Class M1, 5.35% (1 mo. Term SOFR + 1.61%), 06/25/2033 | 1236 | 1222 |
|  Home Partners of America Trust, Series 2021-3, Class A, 2.20%, 01/17/2041 <sup>(a)</sup> | 323142 | 304424 |
|  Hotwire Funding LLC, Series 2024-1A, Class B, 6.67%, 06/20/2054 <sup>(a)</sup> | 1500000 | 1533655 |
|  J.P. Morgan Mortgage Trust 2025-HE2, Series 2025-HE2, Class A1, 5.16% (30 day avg SOFR US + 1.25%), 11/20/2055 <sup>(a)</sup> | 730683 | 731792 |
| Jamestown CLO Ltd. | Jamestown CLO Ltd. | Jamestown CLO Ltd. |
| &nbsp;&nbsp; Series 2016-9A, Class A1R3, 5.04% (3 mo. Term SOFR + 1.18%), 07/25/2034 <sup>(a)</sup> | 3000000 | 3001146 |
| &nbsp;&nbsp; Series 2019-14A, Class A1RR, 4.92% (3 mo. Term SOFR + 1.04%), 10/20/2034 <sup>(a)</sup> | 3000000 | 2996040 |
|  JP Morgan Mortgage Trust, Series 2024-HE3, Class A1, 5.12% (30 day avg SOFR US + 1.20%), 02/25/2055 <sup>(a)</sup> | 538401 | 538399 |
| Lendmark Funding Trust | Lendmark Funding Trust | Lendmark Funding Trust |
| &nbsp;&nbsp; Series 2024-1A, Class A, 5.53%, 06/21/2032 <sup>(a)</sup> | 2000000 | 2026842 |
| &nbsp;&nbsp; Series 2025-3A, Class A, 4.51%, 05/21/2035 <sup>(a)</sup> | 1110000 | 1109667 |
|  LIAS Administration Fee Issuer, Series 2018-1A, Class A, 5.96%, 07/25/2048 <sup>(a)</sup> | 852954 | 832752 |
| Loanpal Solar Loan Ltd. | Loanpal Solar Loan Ltd. | Loanpal Solar Loan Ltd. |
| &nbsp;&nbsp; Series 2021-1GS, Class A, 2.29%, 01/20/2048 <sup>(a)</sup> | 504352 | 425402 |
| &nbsp;&nbsp; Series 2021-2GS, Class A, 2.22%, 03/20/2048 <sup>(a)</sup> | 288838 | 235041 |
| Madison Park Funding Ltd. | Madison Park Funding Ltd. | Madison Park Funding Ltd. |
| &nbsp;&nbsp; Series 2018-29A, Class A1R2, 5.06% (3 mo. Term SOFR + 1.18%), 03/25/2038 <sup>(a)</sup> | 3830000 | 3824121 |
| &nbsp;&nbsp; Series 2019-37A, Class AR2, 5.43% (3 mo. Term SOFR + 1.53%), 04/15/2037 <sup>(a)</sup> | 3000000 | 3005538 |
|  Marble Point CLO, Series 2020-2A, Class A1R2, 5.11% (3 mo. Term SOFR + 1.21%), 03/15/2038 <sup>(a)</sup> | 2500000 | 2494927 |
| Mariner Finance Issuance Trust | Mariner Finance Issuance Trust | Mariner Finance Issuance Trust |
| &nbsp;&nbsp; Series 2021-AA, Class A, 1.86%, 03/20/2036 <sup>(a)</sup> | 1710000 | 1683571 |
| &nbsp;&nbsp; Series 2024-AA, Class A, 5.13%, 09/22/2036 <sup>(a)</sup> | 320000 | 324261 |
| &nbsp;&nbsp; Series 2025-AA, Class A, 4.98%, 05/20/2038 <sup>(a)</sup> | 630000 | 638002 |
|  MFRA Trust, Series 2021-RPL1, Class A1, 1.13%, 07/25/2060 <sup>(a)(d)</sup> | 321935 | 296580 |
| MMAF Equipment Finance LLC | MMAF Equipment Finance LLC | MMAF Equipment Finance LLC |
| &nbsp;&nbsp; Series 2019-B, Class A5, 2.29%, 11/12/2041 <sup>(a)</sup> | 212359 | 210806 |
| &nbsp;&nbsp; Series 2025-A, Class A3, 4.82%, 08/13/2032 <sup>(a)</sup> | 2000000 | 2046838 |
|  Monroe Capital ABS Funding Ltd., Series 2021-1A, Class A2, 2.82%, 04/22/2031 <sup>(a)</sup> | 849041 | 840597 |
|  MOO Securitization Trust 2025-RM1, Series 2025-RM1, Class A1A, 4.50%, 12/25/2065 <sup>(a)(d)</sup> | 780000 | 759325 |
| Mosaic Solar Loans LLC | Mosaic Solar Loans LLC | Mosaic Solar Loans LLC |
| &nbsp;&nbsp; Series 2020-1A, Class A, 2.10%, 04/20/2046 <sup>(a)</sup> | 319610 | 283037 |
| &nbsp;&nbsp; Series 2020-2A, Class A, 1.44%, 08/20/2046 <sup>(a)</sup> | 359143 | 304718 |
| &nbsp;&nbsp; Series 2021-1A, Class B, 2.05%, 12/20/2046 <sup>(a)</sup> | 432261 | 348608 |
| &nbsp;&nbsp; Series 2021-3A, Class A, 1.44%, 06/20/2052 <sup>(a)</sup> | 932810 | 774598 |
| &nbsp;&nbsp; Series 2021-3A, Class C, 1.77%, 06/20/2052 <sup>(a)</sup> | 325750 | 197047 |
| &nbsp;&nbsp; Series 2022-3A, Class A, 6.10%, 06/20/2053 <sup>(a)</sup> | 701301 | 689626 |
| &nbsp;&nbsp; Series 2025-1A, Class A, 6.12%, 08/22/2050 <sup>(a)</sup> | 567309 | 568359 |
|  Mountain View Funding CLO, Series 2015-9A, Class A1R, 5.29% (3 mo. Term SOFR + 1.38%), 07/15/2031 <sup>(a)</sup> | 35674 | 35675 |
|  Nassau CFO LLC, Series 2019-1, Class A, 3.98%, 08/15/2034 <sup>(a)</sup> | 329970 | 302831 |
|  Nassau Global Credit Ltd., Series 2024-1A, Class A1, 5.48% (3 mo. Term SOFR + 1.60%), 07/20/2037 <sup>(a)</sup> | 3000000 | 3004902 |
| Navient Student Loan Trust | Navient Student Loan Trust | Navient Student Loan Trust |
| &nbsp;&nbsp; Series 2019-CA, Class A2, 3.13%, 02/15/2068 <sup>(a)</sup> | 32156 | 31834 |
| &nbsp;&nbsp; Series 2019-FA, Class A2, 2.60%, 08/15/2068 <sup>(a)</sup> | 1875439 | 1814929 |
| &nbsp;&nbsp; Series 2020-BA, Class A2, 2.12%, 01/15/2069 <sup>(a)</sup> | 73805 | 70881 |
| &nbsp;&nbsp; Series 2020-DA, Class A, 1.69%, 05/15/2069 <sup>(a)</sup> | 56280 | 53766 |
|  NextGear Floorplan Master Trust, Series 2025-2A, Class A2, 4.23%, 10/15/2030 <sup>(a)</sup> | 500000 | 500945 |
|  Nissan Auto Lease Trust, Series 2025-A, Class A3, 4.75%, 03/15/2028 | 800000 | 809741 |
|  North Mill Equipment Finance LLC, Series 2022-B, Class B, 7.12%, 06/15/2029 <sup>(a)</sup> | 1242983 | 1252812 |
| On Deck Capital, Inc. | On Deck Capital, Inc. | On Deck Capital, Inc. |
| &nbsp;&nbsp; Series 2024-2A, Class A, 4.98%, 10/17/2031 <sup>(a)</sup> | 1090000 | 1094524 |
| &nbsp;&nbsp; Series 2025-1A, Class C, 6.64%, 04/19/2032 <sup>(a)</sup> | 980000 | 985619 |
| &nbsp;&nbsp; Series 2025-2A, Class A, 4.84%, 11/17/2032 <sup>(a)</sup> | 1050000 | 1054394 |
| OneMain Direct Auto Receivables Trust | OneMain Direct Auto Receivables Trust | OneMain Direct Auto Receivables Trust |
| &nbsp;&nbsp; Series 2021-1A, Class B, 1.26%, 07/14/2028 <sup>(a)</sup> | 533935 | 533241 |
| &nbsp;&nbsp; Series 2021-1A, Class C, 1.42%, 07/14/2028 <sup>(a)</sup> | 500000 | 499355 |
| &nbsp;&nbsp; Series 2025-1A, Class A, 5.36%, 04/16/2035 <sup>(a)</sup> | 1800000 | 1864235 |
| OneMain Financial Issuance Trust | OneMain Financial Issuance Trust | OneMain Financial Issuance Trust |
| &nbsp;&nbsp; Series 2020-2A, Class A, 1.75%, 09/14/2035 <sup>(a)</sup> | 460553 | 453343 |
| &nbsp;&nbsp; Series 2021-1A, Class A2, 4.74% (30 day avg SOFR US + 0.76%), 06/16/2036 <sup>(a)</sup> | 600000 | 600697 |
| &nbsp;&nbsp; Series 2023-2A, Class A1, 5.84%, 09/15/2036 <sup>(a)</sup> | 1200000 | 1223998 |
| &nbsp;&nbsp; Series 2023-2A, Class B, 6.17%, 09/15/2036 <sup>(a)</sup> | 1070000 | 1100101 |
| &nbsp;&nbsp; Series 2025-1A, Class A, 4.82%, 07/14/2038 <sup>(a)</sup> | 2100000 | 2122646 |
| Oportun Financial Corp. | Oportun Financial Corp. | Oportun Financial Corp. |
| &nbsp;&nbsp; Series 2021-B, Class C, 3.65%, 05/08/2031 <sup>(a)</sup> | 253254 | 250956 |
| &nbsp;&nbsp; Series 2025-B, Class D, 6.45%, 05/09/2033 <sup>(a)</sup> | 2100000 | 2096550 |
| Oxford Finance Funding Trust | Oxford Finance Funding Trust | Oxford Finance Funding Trust |
| &nbsp;&nbsp; Series 2023-1A, Class A2, 6.72%, 02/15/2031 <sup>(a)</sup> | 2028152 | 2047961 |
| &nbsp;&nbsp; Series 2025-1A, Class A2, 5.41%, 02/15/2035 <sup>(a)</sup> | 550000 | 551640 |
|  Pennsylvania Higher Education Assistance Agency, Series 2021-1A, Class A, 4.52% (30 day avg SOFR US + 0.64%), 05/25/2070 <sup>(a)</sup> | 190101 | 186693 |
|  PHH Arval, Series 2024-1A, Class A1, 5.52%, 05/15/2036 <sup>(a)</sup> | 256999 | 259409 |
|  QTS Issuer ABS I LLC, Series 2025-1A, Class A2, 5.44%, 05/25/2055 <sup>(a)</sup> | 1760000 | 1771967 |
|  Rad CLO, Series 2024-23A, Class A1, 5.48% (3 mo. Term SOFR + 1.60%), 04/20/2037 <sup>(a)</sup> | 2500000 | 2506127 |
| RCKT Mortgage Trust | RCKT Mortgage Trust | RCKT Mortgage Trust |
| &nbsp;&nbsp; Series 2024-CES3, Class A1A, 6.59%, 05/25/2044 <sup>(a)(d)</sup> | 674062 | 684074 |
| &nbsp;&nbsp; Series 2025-CES1, Class A1A, 5.65%, 01/25/2045 <sup>(a)(c)</sup> | 467712 | 480586 |
| &nbsp;&nbsp; Series 2025-CES6, Class A1A, 5.47%, 06/25/2055 <sup>(a)(c)</sup> | 1066408 | 1077076 |
|  RCKT Mortgage Trust 2024-CES4, Series 2024-CES5, Class A1A, 5.85%, 08/25/2044 <sup>(a)(c)</sup> | 165574 | 167198 |
|  ReadyCap Commercial LLC, Series 2019-2, Class A, 6.25% (Prime Rate + (0.50%)), 12/27/2044 <sup>(a)</sup> | 27056 | 27037 |
|  Regatta Funding Ltd., Series 2024-2A, Class A1, 5.41% (3 mo. Term SOFR + 1.55%), 04/25/2037 <sup>(a)</sup> | 3000000 | 3006000 |
|  Regional Management Corp., Series 2025-2, Class A, 4.59%, 11/16/2037 <sup>(a)</sup> | 1480000 | 1477546 |
|  Renew, Series 2018-1, Class A, 3.95%, 09/20/2053 <sup>(a)</sup> | 118569 | 111506 |
|  Renew Financial, Series 2021-1, Class A, 2.06%, 11/20/2056 <sup>(a)</sup> | 496436 | 401095 |
|  Republic Finance Issuance Trust, Series 2024-B, Class B, 5.86%, 11/20/2037 <sup>(a)</sup> | 1380000 | 1413237 |
|  ROMARK CLO LLC, Series 2018-1A, Class A1, 5.18% (3 mo. Term SOFR + 1.29%), 04/20/2031 <sup>(a)</sup> | 388500 | 388519 |
|  Sabey Data Center Issuer LLC, Series 2022-1, Class A2, 5.00%, 06/20/2047 <sup>(a)</sup> | 600000 | 594636 |
| Santander Consumer USA Holdings, Inc. | Santander Consumer USA Holdings, Inc. | Santander Consumer USA Holdings, Inc. |
| &nbsp;&nbsp; Series 2023-4, Class C, 6.04%, 12/15/2031 | 600000 | 615117 |
| &nbsp;&nbsp; Series 2023-5, Class C, 6.43%, 02/18/2031 | 900000 | 933064 |
| &nbsp;&nbsp; Series 2023-6, Class B, 5.98%, 04/16/2029 | 300000 | 304061 |
| &nbsp;&nbsp; Series 2023-6, Class C, 6.40%, 03/17/2031 | 100000 | 103537 |
| &nbsp;&nbsp; Series 2024-2, Class C, 5.84%, 06/17/2030 | 500000 | 512076 |
| &nbsp;&nbsp; Series 2024-3, Class C, 5.64%, 08/15/2030 | 1500000 | 1528912 |
| &nbsp;&nbsp; Series 2024-4, Class C, 4.95%, 04/15/2030 | 800000 | 808407 |
| &nbsp;&nbsp; Series 2025-3, Class C, 4.68%, 09/15/2031 | 900000 | 905494 |
|  Santander Consumer USA, Inc., Series 2023-1, Class C, 5.09%, 05/15/2030 | 176444 | 177588 |
|  SBA Tower Trust, Series 2022-1, 6.60%, 01/15/2028 <sup>(a)</sup> | 1000000 | 1023971 |
|  SCF Equipment Leasing LLC, Series 2025-1A, Class A3, 5.11%, 11/21/2033 <sup>(a)</sup> | 1560000 | 1594259 |
| SFS Auto Receivables Securitization Trust | SFS Auto Receivables Securitization Trust | SFS Auto Receivables Securitization Trust |
| &nbsp;&nbsp; Series 2023-1A, Class B, 5.71%, 01/22/2030 <sup>(a)</sup> | 100000 | 102406 |
| &nbsp;&nbsp; Series 2023-1A, Class C, 5.97%, 02/20/2031 <sup>(a)</sup> | 100000 | 102852 |
|  SMB Private Education Loan Trust, Series 2017-A, Class B, 3.50%, 06/17/2041 <sup>(a)</sup> | 1617278 | 1607422 |
| SoFi Professional Loan Program LLC | SoFi Professional Loan Program LLC | SoFi Professional Loan Program LLC |
| &nbsp;&nbsp; Series 2019-A, Class A2FX, 3.69%, 06/15/2048 <sup>(a)</sup> | 19571 | 19473 |
| &nbsp;&nbsp; Series 2019-C, Class A2FX, 2.37%, 11/16/2048 <sup>(a)</sup> | 60675 | 58855 |
| &nbsp;&nbsp; Series 2020-A, Class A2FX, 2.54%, 05/15/2046 <sup>(a)</sup> | 115375 | 111622 |
| &nbsp;&nbsp; Series 2020-C, Class AFX, 1.95%, 02/15/2046 <sup>(a)</sup> | 67759 | 63891 |
|  Stack Infrastructure Issuer LLC, Series 2023-3A, Class A2, 5.90%, 10/25/2048 <sup>(a)</sup> | 1270000 | 1281148 |
|  Structured Asset Investment Loan Trust, Series 2004-8, Class M1, 4.75% (1 mo. Term SOFR + 1.01%), 09/25/2034 | 5778 | 5572 |
| Sunnova Energy International, Inc. | Sunnova Energy International, Inc. | Sunnova Energy International, Inc. |
| &nbsp;&nbsp; Series 2023-B, Class A, 5.30%, 08/22/2050 <sup>(a)</sup> | 844853 | 781930 |
| &nbsp;&nbsp; Series 2023-GRID1, Class 1A, 5.75%, 12/20/2050 <sup>(a)</sup> | 825290 | 825575 |
| Sunrun, Inc. | Sunrun, Inc. | Sunrun, Inc. |
| &nbsp;&nbsp; Series 2018-1, Class A, 5.31%, 04/30/2049 <sup>(a)</sup> | 189522 | 184411 |
| &nbsp;&nbsp; Series 2019-1A, Class A, 3.98%, 06/30/2054 <sup>(a)</sup> | 254711 | 243138 |
| &nbsp;&nbsp; Series 2021-2A, Class A, 2.27%, 01/30/2057 <sup>(a)</sup> | 1012246 | 922849 |
| &nbsp;&nbsp; Series 2022-1A, Class A, 4.75%, 07/30/2057 <sup>(a)</sup> | 887934 | 859165 |
| &nbsp;&nbsp; Series 2023-2A, Class A1, 6.60%, 01/30/2059 <sup>(a)</sup> | 1213385 | 1228296 |
| &nbsp;&nbsp; Series 2024-1A, Class A, 6.27%, 02/01/2055 <sup>(a)</sup> | 459483 | 454228 |
|  Switch ABS Issuer LLC, Series 2025-1A, Class A2, 5.04%, 03/25/2055 <sup>(a)</sup> | 1000000 | 983765 |
|  Switch Ltd., Series 2025-2A, Class A21, 5.12%, 10/25/2055 <sup>(a)</sup> | 730000 | 728943 |
|  Symphony CLO Ltd., Series 2012-9A, Class CR3, 6.66% (3 mo. Term SOFR + 2.76%), 07/16/2032 <sup>(a)</sup> | 1840000 | 1846469 |
|  TCW CLO Ltd., Series 2019-2A, Class A1R2, 5.15% (3 mo. Term SOFR + 1.27%), 01/20/2038 <sup>(a)</sup> | 3250000 | 3254872 |
| Tesla Auto Lease Trust | Tesla Auto Lease Trust | Tesla Auto Lease Trust |
| &nbsp;&nbsp; Series 2023-B, Class B, 6.57%, 08/20/2027 <sup>(a)</sup> | 1090000 | 1092807 |
| &nbsp;&nbsp; Series 2024-A, Class A3, 5.30%, 06/21/2027 <sup>(a)</sup> | 618147 | 620154 |
|  Tesla Electric Vehicle Trust, Series 2023-1, Class A3, 5.38%, 06/20/2028 <sup>(a)</sup> | 1108289 | 1116634 |
|  Texas Debt Capital CLO Ltd., Series 2025-1A, Class A1, 5.01% (3 mo. Term SOFR + 1.14%), 04/24/2038 <sup>(a)</sup> | 2500000 | 2492375 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |
| &nbsp;&nbsp; Series 2018-5, Class M1, 3.25%, 07/25/2058 <sup>(a)(d)</sup> | 2385000 | 2039215 |
| &nbsp;&nbsp; Series 2020-4, Class A1, 1.75%, 10/25/2060 <sup>(a)</sup> | 94775 | 86840 |
| &nbsp;&nbsp; Series 2021-SJ1, Class A1, 2.25%, 07/25/2068 <sup>(a)(d)</sup> | 171320 | 166563 |
| &nbsp;&nbsp; Series 2021-SJ2, Class A1A, 2.25%, 12/25/2061 <sup>(a)(d)</sup> | 243600 | 237824 |
| &nbsp;&nbsp; Series 2024-CES3, Class A1, 6.29%, 05/25/2064 <sup>(a)(d)</sup> | 369517 | 376908 |
|  Toyota Auto Loan Extended Note Trust, Series 2025-1A, Class A, 4.65%, 05/25/2038 <sup>(a)</sup> | 1200000 | 1226156 |
|  Trinity Industries Leasing Co., Series 2025-1A, Class A, 5.09%, 10/19/2055 <sup>(a)</sup> | 745397 | 741034 |
|  United Airlines 2019-1 Class AA Pass Through Trust, Series 2019-1, 4.15%, 08/25/2031 | 634459 | 622969 |
|  Uniti Group LP, Series 2025-1A, Class A2, 5.88%, 04/20/2055 <sup>(a)</sup> | 1460000 | 1485205 |
|  Vantage Data Centers Guarantor LLC, Series 2025-2A, Class A2, 5.24%, 11/15/2055 <sup>(a)</sup> | 1200000 | 1188471 |
|  VCP RRL ABS, Series 2021-1A, Class A, 2.15%, 10/20/2031 <sup>(a)</sup> | 271215 | 267626 |
|  Verizon Master Trust, Series 2025-9, Class A1A, 3.96%, 10/21/2030 | 365000 | 365959 |
| Vivant Solar Financing V Parent LLC | Vivant Solar Financing V Parent LLC | Vivant Solar Financing V Parent LLC |
| &nbsp;&nbsp; Series 2018-1A, Class A, 4.73%, 04/30/2048 <sup>(a)</sup> | 200461 | 193117 |
| &nbsp;&nbsp; Series 2018-1A, Class B, 7.37%, 04/30/2048 <sup>(a)</sup> | 219392 | 214402 |
|  Voya CLO Ltd., Series 2019-3A, Class AR, 5.22% (3 mo. Term SOFR + 1.34%), 10/17/2032 <sup>(a)</sup> | 1936960 | 1940566 |
|  Westlake Automobile Receivables Trust, Series 2025-2A, Class B, 4.63%, 01/15/2031 <sup>(a)</sup> | 600000 | 603375 |
| Wheels Fleet Lease Funding 1 LLC | Wheels Fleet Lease Funding 1 LLC | Wheels Fleet Lease Funding 1 LLC |
| &nbsp;&nbsp; Series 2023-1A, Class A, 5.80%, 04/18/2038 <sup>(a)</sup> | 335727 | 337869 |
| &nbsp;&nbsp; Series 2025-2A, Class A1, 4.41%, 05/18/2040 <sup>(a)</sup> | 1300000 | 1310098 |
| &nbsp;&nbsp; Series 2025-3A, Class A1, 4.08%, 09/18/2040 <sup>(a)</sup> | 2553000 | 2559613 |
| Zayo Group LLC | Zayo Group LLC | Zayo Group LLC |
| &nbsp;&nbsp; Series 2025-1A, Class A2, 5.65%, 03/20/2055 <sup>(a)</sup> | 1190000 | 1211483 |
| &nbsp;&nbsp; Series 2025-2A, Class B, 6.59%, 06/20/2055 <sup>(a)</sup> | 930000 | 959240 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $231,352,496) | **TOTAL ASSET-BACKED SECURITIES** (Cost $231,352,496) | **231869766** |
| **U.S. GOVERNMENT OBLIGATIONS - 11.0%** | **U.S. GOVERNMENT OBLIGATIONS - 11.0%** | **U.S. GOVERNMENT OBLIGATIONS - 11.0%** |
| U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| &nbsp;&nbsp; 1.88%, 02/15/2041 | 350000 | 244508 |
| &nbsp;&nbsp; 2.25%, 05/15/2041 | 500000 | 367754 |
| &nbsp;&nbsp; 2.38%, 02/15/2042 | 3825000 | 2815559 |
| &nbsp;&nbsp; 3.25%, 05/15/2042 | 8055000 | 6717744 |
| &nbsp;&nbsp; 2.75%, 11/15/2042 | 75000 | 57633 |
| &nbsp;&nbsp; 3.88%, 02/15/2043 | 455000 | 409322 |
| &nbsp;&nbsp; 3.88%, 05/15/2043 | 2500000 | 2242676 |
| &nbsp;&nbsp; 4.38%, 08/15/2043 | 2265000 | 2163517 |
| &nbsp;&nbsp; 4.75%, 11/15/2043 <sup>(h)</sup> | 6475000 | 6475759 |
| &nbsp;&nbsp; 4.13%, 08/15/2044 | 54000 | 49560 |
| &nbsp;&nbsp; 4.63%, 11/15/2044 | 3110000 | 3047557 |
| &nbsp;&nbsp; 5.00%, 05/15/2045 | 6340000 | 6508406 |
| &nbsp;&nbsp; 4.88%, 08/15/2045 | 621000 | 627016 |
| &nbsp;&nbsp; 4.63%, 11/15/2045 | 31114000 | 30404212 |
| &nbsp;&nbsp; 2.38%, 11/15/2049 | 5740000 | 3686829 |
| &nbsp;&nbsp; 2.00%, 02/15/2050 | 2990000 | 1752654 |
| &nbsp;&nbsp; 1.63%, 11/15/2050 | 6130000 | 3218250 |
| &nbsp;&nbsp; 1.88%, 02/15/2051 | 11725000 | 6552260 |
| &nbsp;&nbsp; 2.00%, 08/15/2051 | 62000 | 35517 |
| &nbsp;&nbsp; 1.88%, 11/15/2051 | 3215000 | 1777041 |
| &nbsp;&nbsp; 3.63%, 02/15/2053 | 92000 | 74484 |
| &nbsp;&nbsp; 3.63%, 05/15/2053 | 17080000 | 13816786 |
| &nbsp;&nbsp; 4.63%, 05/15/2054 | 78000 | 75121 |
| &nbsp;&nbsp; 4.25%, 08/15/2054 | 3999000 | 3615658 |
| &nbsp;&nbsp; 4.50%, 11/15/2054 | 304000 | 286734 |
| &nbsp;&nbsp; 4.63%, 02/15/2055 | 603000 | 580835 |
| &nbsp;&nbsp; 4.75%, 05/15/2055 | 237000 | 232889 |
| &nbsp;&nbsp; 4.75%, 08/15/2055 | 9876800 | 9710129 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp; 4.25%, 12/31/2026 | 120000 | 120837 |
| &nbsp;&nbsp; 3.50%, 09/30/2027 | 235000 | 235046 |
| &nbsp;&nbsp; 0.50%, 10/31/2027 | 2755000 | 2610470 |
| &nbsp;&nbsp; 3.38%, 11/30/2027 | 6628000 | 6615314 |
| &nbsp;&nbsp; 3.38%, 12/31/2027 | 2128000 | 2123844 |
| &nbsp;&nbsp; 4.00%, 06/30/2028 | 125000 | 126465 |
| &nbsp;&nbsp; 1.13%, 08/31/2028 | 1000000 | 939414 |
| &nbsp;&nbsp; 3.50%, 10/15/2028 | 1410000 | 1408568 |
| &nbsp;&nbsp; 3.50%, 12/15/2028 | 2993000 | 2989493 |
| &nbsp;&nbsp; 4.00%, 01/31/2029 | 52000 | 52662 |
| &nbsp;&nbsp; 4.50%, 05/31/2029 | 48400 | 49791 |
| &nbsp;&nbsp; 4.25%, 01/31/2030 | 97000 | 99156 |
| &nbsp;&nbsp; 3.75%, 05/31/2030 | 41000 | 41101 |
| &nbsp;&nbsp; 3.88%, 07/31/2030 | 104000 | 104768 |
| &nbsp;&nbsp; 3.63%, 09/30/2030 | 4575000 | 4557308 |
| &nbsp;&nbsp; 3.63%, 10/31/2030 | 173000 | 172270 |
| &nbsp;&nbsp; 3.50%, 11/30/2030 | 263000 | 260349 |
| &nbsp;&nbsp; 4.38%, 11/30/2030 | 72000 | 74073 |
| &nbsp;&nbsp; 3.63%, 12/31/2030 | 3349000 | 3333040 |
| &nbsp;&nbsp; 3.75%, 12/31/2030 | 125000 | 125063 |
| &nbsp;&nbsp; 4.13%, 10/31/2031 | 120000 | 121847 |
| &nbsp;&nbsp; 4.50%, 12/31/2031 | 145000 | 150052 |
| &nbsp;&nbsp; 1.88%, 02/15/2032 | 177000 | 157855 |
| &nbsp;&nbsp; 2.88%, 05/15/2032 | 67000 | 63174 |
| &nbsp;&nbsp; 4.00%, 07/31/2032 | 40000 | 40209 |
| &nbsp;&nbsp; 2.75%, 08/15/2032 | 212000 | 197615 |
| &nbsp;&nbsp; 3.88%, 09/30/2032 | 9845000 | 9814619 |
| &nbsp;&nbsp; 3.75%, 10/31/2032 | 950000 | 939461 |
| &nbsp;&nbsp; 3.75%, 11/30/2032 | 1345000 | 1329448 |
| &nbsp;&nbsp; 3.88%, 12/31/2032 | 10123000 | 10078712 |
| &nbsp;&nbsp; 3.38%, 05/15/2033 | 183000 | 175930 |
| &nbsp;&nbsp; 3.88%, 08/15/2033 | 32000 | 31734 |
| &nbsp;&nbsp; 4.00%, 02/15/2034 | 160000 | 159500 |
| &nbsp;&nbsp; 4.38%, 05/15/2034 | 237000 | 242194 |
| &nbsp;&nbsp; 4.25%, 11/15/2034 | 65000 | 65683 |
| &nbsp;&nbsp; 4.63%, 02/15/2035 | 173000 | 179575 |
| &nbsp;&nbsp; 4.25%, 08/15/2035 | 797000 | 802728 |
| &nbsp;&nbsp; 4.00%, 11/15/2035 | 12003000 | 11830457 |
| U.S. Treasury STRIP Coupon | U.S. Treasury STRIP Coupon | U.S. Treasury STRIP Coupon |
| &nbsp;&nbsp; Zero Coupon, 11/15/2040 <sup>(g)</sup> | 305000 | 148793 |
| &nbsp;&nbsp; Zero Coupon, 05/15/2041 <sup>(g)(h)</sup> | 6840000 | 3243437 |
| &nbsp;&nbsp; Zero Coupon, 11/15/2041 <sup>(g)</sup> | 440000 | 202154 |
| &nbsp;&nbsp; Zero Coupon, 02/15/2042 <sup>(g)</sup> | 1090000 | 493340 |
| &nbsp;&nbsp; Zero Coupon, 05/15/2042 <sup>(g)</sup> | 80000 | 35651 |
| &nbsp;&nbsp; Zero Coupon, 11/15/2042 <sup>(g)</sup> | 935000 | 405073 |
| &nbsp;&nbsp; Zero Coupon, 05/15/2043 <sup>(g)</sup> | 1975000 | 830359 |
| &nbsp;&nbsp; Zero Coupon, 08/15/2043 <sup>(g)</sup> | 480000 | 198632 |
| &nbsp;&nbsp; Zero Coupon, 11/15/2043 <sup>(g)</sup> | 270000 | 110083 |
| &nbsp;&nbsp; Zero Coupon, 02/15/2044 <sup>(g)</sup> | 1020000 | 409647 |
| &nbsp;&nbsp; Zero Coupon, 05/15/2044 <sup>(g)</sup> | 205000 | 81163 |
| &nbsp;&nbsp; Zero Coupon, 08/15/2044 <sup>(g)</sup> | 975000 | 380422 |
| &nbsp;&nbsp; Zero Coupon, 11/15/2044 <sup>(g)</sup> | 490000 | 188668 |
| &nbsp;&nbsp; Zero Coupon, 02/15/2045 <sup>(g)</sup> | 1265000 | 481481 |
| &nbsp;&nbsp; Zero Coupon, 11/15/2045 <sup>(g)</sup> | 560000 | 204138 |
| &nbsp;&nbsp; Zero Coupon, 02/15/2046 <sup>(g)</sup> | 405000 | 145773 |
| &nbsp;&nbsp; Zero Coupon, 05/15/2046 <sup>(g)</sup> | 235000 | 83495 |
| &nbsp;&nbsp; Zero Coupon, 05/15/2050 <sup>(g)</sup> | 185000 | 53347 |
| **TOTAL U.S. GOVERNMENT OBLIGATIONS** (Cost $183,459,142) | **TOTAL U.S. GOVERNMENT OBLIGATIONS** (Cost $183,459,142) | **177661891** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.8%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.8%** | **COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.8%** |
|  Alen Mortgage Trust, Series 2021-ACEN, Class C, 6.12% (1 mo. Term SOFR + 2.36%), 04/15/2034 <sup>(a)</sup> | 500000 | 431096 |
| Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC |
| &nbsp;&nbsp; Series 2021-8, Class A3, 2.84%, 11/25/2066 <sup>(a)(d)</sup> | 100000 | 74100 |
| &nbsp;&nbsp; Series 2025-13, Class M1, 5.74%, 10/25/2070 <sup>(a)(d)</sup> | 100000 | 100014 |
|  ATLXM Trust, Series 2024-RPL2, Class A1, 3.85%, 04/25/2063 <sup>(a)(c)</sup> | 1084144 | 1053209 |
|  BAHA Trust, Series 2024-MAR, Class A, 5.97%, 12/10/2041 <sup>(a)(d)</sup> | 1320000 | 1366238 |
|  BANK-2018, Series 2018-BN15, Class A3, 4.14%, 11/15/2061 | 549113 | 548562 |
| BANK-2020 | BANK-2020 | BANK-2020 |
| &nbsp;&nbsp; Series 2020-BN28, Class A3, 1.58%, 03/15/2063 | 1162000 | 1036566 |
| &nbsp;&nbsp; Series 2020-BN29, Class A3, 1.74%, 11/15/2053 | 491157 | 437833 |
|  BANK5 Trust, Series 2025-5YR17, Class A3, 5.23%, 11/15/2058 | 1480000 | 1525887 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust |
| &nbsp;&nbsp; Series 2023-5C23, Class A3, 6.68%, 12/15/2056 <sup>(d)</sup> | 1900000 | 2012744 |
| &nbsp;&nbsp; Series 2023-C21, Class A2, 6.30%, 09/15/2056 <sup>(d)</sup> | 758217 | 795471 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp; Series 2018-B4, Class A3, 3.89%, 07/15/2051 | 500000 | 496887 |
| &nbsp;&nbsp; Series 2019-B10, Class 3CCA, 3.90%, 03/15/2062 <sup>(a)(d)</sup> | 250000 | 192749 |
| &nbsp;&nbsp; Series 2019-B10, Class A3, 3.46%, 03/15/2062 | 837631 | 818021 |
| &nbsp;&nbsp; Series 2020-B19, Class A4, 1.55%, 09/15/2053 | 1325000 | 1202193 |
| &nbsp;&nbsp; Series 2020-B20, Class A4, 1.75%, 10/15/2053 | 1300000 | 1178101 |
| &nbsp;&nbsp; Series 2020-B21, Class A4, 1.70%, 12/17/2053 | 800000 | 719122 |
| &nbsp;&nbsp; Series 2020-IG3, Class A2, 2.48%, 09/15/2048 <sup>(a)</sup> | 486555 | 478427 |
| &nbsp;&nbsp; Series 2021-B24, Class A3, 2.01%, 03/15/2054 | 550000 | 499203 |
| &nbsp;&nbsp; Series 2021-B24, Class A4, 2.26%, 03/15/2054 | 600000 | 542223 |
| &nbsp;&nbsp; Series 2021-B25, Class A3, 1.91%, 04/15/2054 | 1200000 | 1099922 |
| &nbsp;&nbsp; Series 2021-B30, Class A4, 2.33%, 11/15/2054 | 3000000 | 2664635 |
| &nbsp;&nbsp; Series 2021-B31, Class A4, 2.42%, 12/15/2054 | 1500000 | 1332007 |
| &nbsp;&nbsp; Series 2025-V17, Class A3, 5.07%, 09/15/2058 | 1900000 | 1946724 |
|  Blue Owl Real Estate Capital LLC, Series 2023-NLP, Class A, 6.09%, 03/15/2040 <sup>(a)(d)</sup> | 1400000 | 1387380 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| &nbsp;&nbsp; Series 2022-C1, Class 360B, 3.94%, 02/17/2055 <sup>(a)(d)</sup> | 1000000 | 858697 |
| &nbsp;&nbsp; Series 2022-C3, Class A5, 5.31%, 09/15/2054 | 1000000 | 1027971 |
| &nbsp;&nbsp; Series 2023-5C1, Class A3, 6.53%, 08/15/2056 <sup>(d)</sup> | 1650000 | 1727502 |
| &nbsp;&nbsp; Series 2023-5C2, Class A3, 7.05%, 11/15/2056 <sup>(d)</sup> | 2100000 | 2243912 |
| &nbsp;&nbsp; Series 2024-5C7, Class A3, 5.57%, 11/15/2057 <sup>(d)</sup> | 2100000 | 2180775 |
|  BRAVO Residential Funding Trust, Series 2024-CES1, Class A1A, 6.38%, 04/25/2054 <sup>(a)(c)</sup> | 642724 | 652607 |
|  BX Trust, Series 2022-AHP, Class C, 5.84% (1 mo. Term SOFR + 2.09%), 01/17/2039 <sup>(a)</sup> | 1600000 | 1598541 |
| Cantor Commercial Real Estate Lending LP | Cantor Commercial Real Estate Lending LP | Cantor Commercial Real Estate Lending LP |
| &nbsp;&nbsp; Series 2019-CF3, Class A3, 2.75%, 01/15/2053 | 800000 | 751557 |
| &nbsp;&nbsp; Series 2020-P1, Class A1, 2.84%, 04/15/2052 <sup>(a)(d)</sup> | 813000 | 796647 |
|  Capital Automotive LLC, Series 2024-3A, Class A1, 4.40%, 10/15/2054 <sup>(a)</sup> | 2039650 | 1988711 |
|  Capital Automotive REIT, Series 2022-1A, Class A1, 3.35%, 03/15/2052 <sup>(a)</sup> | 1057050 | 1012142 |
| Century Plaza Towers | Century Plaza Towers | Century Plaza Towers |
| &nbsp;&nbsp; Series 2019-CPT, Class A, 2.87%, 11/13/2039 <sup>(a)</sup> | 485000 | 450201 |
| &nbsp;&nbsp; Series 2019-CPT, Class E, 3.00%, 11/13/2039 <sup>(a)(d)</sup> | 350000 | 292141 |
| CF Hippolyta Issuer LLC | CF Hippolyta Issuer LLC | CF Hippolyta Issuer LLC |
| &nbsp;&nbsp; Series 2020-1, Class B1, 2.28%, 07/15/2060 <sup>(a)</sup> | 350786 | 218707 |
| &nbsp;&nbsp; Series 2022-1A, Class A1, 5.97%, 08/15/2062 <sup>(a)</sup> | 482800 | 474935 |
|  CHI Commercial Mortgage Trust, Series 2025-SFT, Class A, 5.48%, 04/15/2042 <sup>(a)(d)</sup> | 2000000 | 2049738 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-GC37, Class A4, 3.31%, 04/10/2049 | 705457 | 704601 |
| &nbsp;&nbsp; Series 2016-P3, Class A3, 3.06%, 04/15/2049 | 357604 | 356975 |
| &nbsp;&nbsp; Series 2016-P4, Class A3, 2.65%, 07/10/2049 | 114286 | 113612 |
| &nbsp;&nbsp; Series 2018-C6, Class A3, 4.15%, 11/10/2051 | 837000 | 830166 |
| &nbsp;&nbsp; Series 2019-C7, Class A3, 2.86%, 12/15/2072 | 293464 | 278705 |
| Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust | Citigroup/Deutsche Bank Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2016-CD2, Class B, 3.88%, 11/10/2049 <sup>(d)</sup> | 500000 | 404358 |
| &nbsp;&nbsp; Series 2019-CD8, Class A3, 2.66%, 08/15/2057 | 858920 | 816403 |
|  CMFT Net Lease Master Issuer LLC, Series 2021-1, Class A2, 2.57%, 07/20/2051 <sup>(a)</sup> | 2394262 | 2055633 |
| Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates |
| &nbsp;&nbsp; Series 2013-LC13, Class D, 5.37%, 08/10/2046 <sup>(a)(d)</sup> | 479082 | 447941 |
| &nbsp;&nbsp; Series 2022-HC, Class B, 3.17%, 01/10/2039 <sup>(a)</sup> | 1000000 | 957750 |
|  Computershare Corporate Trust, Series 2024-SVEN, Class A, 6.01%, 06/10/2037 <sup>(a)</sup> | 1000000 | 1038752 |
|  CRSO TR 2023-BRND A 20400712 FLT, Series 2023-BRND, 7.12%, 07/12/2040 <sup>(a)</sup> | 1000000 | 1038552 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2018-C14, Class A3, 4.15%, 11/15/2051 | 665234 | 658580 |
| &nbsp;&nbsp; Series 2021-C20, Class A2, 2.49%, 03/15/2054 | 1153597 | 1073802 |
|  DC Commercial Mortgage Trust, Series 2023-DC, Class B, 6.80%, 09/12/2040 <sup>(a)</sup> | 890000 | 917135 |
|  Ellington Financial Mortgage Trust, Series 2023-1, Class M1, 6.69%, 02/25/2068 <sup>(a)(d)</sup> | 150000 | 150317 |
| Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities | Fannie Mae Connecticut Avenue Securities |
| &nbsp;&nbsp; Series 2022-R05, Class 2M2, 6.87% (30 day avg SOFR US + 3.00%), 04/25/2042 <sup>(a)</sup> | 120000 | 122650 |
| &nbsp;&nbsp; Series 2022-R06, Class 1M2, 7.72% (30 day avg SOFR US + 3.85%), 05/25/2042 <sup>(a)</sup> | 625000 | 647589 |
| &nbsp;&nbsp; Series 2022-R07, Class 1M2, 8.52% (30 day avg SOFR US + 4.65%), 06/25/2042 <sup>(a)</sup> | 505000 | 530651 |
| &nbsp;&nbsp; Series 2022-R08, Class 1M2, 7.47% (30 day avg SOFR US + 3.60%), 07/25/2042 <sup>(a)</sup> | 160000 | 165391 |
| &nbsp;&nbsp; Series 2022-R09, Class 2M2, 8.62% (30 day avg SOFR US + 4.75%), 09/25/2042 <sup>(a)</sup> | 245000 | 259783 |
| &nbsp;&nbsp; Series 2023-R01, Class 1M2, 7.62% (30 day avg SOFR US + 3.75%), 12/25/2042 <sup>(a)</sup> | 1260000 | 1316017 |
| &nbsp;&nbsp; Series 2023-R02, Class 1M2, 7.22% (30 day avg SOFR US + 3.35%), 01/25/2043 <sup>(a)</sup> | 100000 | 103645 |
| &nbsp;&nbsp; Series 2023-R05, Class 1M2, 6.97% (30 day avg SOFR US + 3.10%), 06/25/2043 <sup>(a)</sup> | 1150000 | 1192599 |
| &nbsp;&nbsp; Series 2023-R06, Class 1M2, 6.57% (30 day avg SOFR US + 2.70%), 07/25/2043 <sup>(a)</sup> | 715000 | 734805 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; Series 2021-P011, Class A1, 1.20%, 09/25/2031 | 448359 | 417848 |
| &nbsp;&nbsp; Series 2022-P013, Class A2, 2.76%, 02/25/2032 <sup>(d)</sup> | 1000000 | 920891 |
| &nbsp;&nbsp; Series 2024-P016, Class A2, 4.61%, 09/25/2033 <sup>(d)</sup> | 1000000 | 1010668 |
| &nbsp;&nbsp; Series 405, Class C20, 4.00%, 05/25/2053 <sup>(f)</sup> | 1214620 | 259225 |
| &nbsp;&nbsp; Series 4748, Class Z, 4.00%, 11/15/2047 | 103264 | 98808 |
| &nbsp;&nbsp; Series 4776, Class WZ, 4.00%, 03/15/2048 | 322947 | 308751 |
| &nbsp;&nbsp; Series 4783, Class Z, 4.00%, 04/15/2048 | 279643 | 266365 |
| &nbsp;&nbsp; Series 4835, Class AS, 3.28% (-2 x 30 day avg SOFR US + 9.66%), 10/15/2048 <sup>(j)</sup> | 55550 | 49114 |
| &nbsp;&nbsp; Series 4978, Class MI, 4.00%, 05/25/2040 <sup>(f)</sup> | 458657 | 68383 |
| &nbsp;&nbsp; Series 5017, Class VZ, 2.00%, 09/25/2050 <sup>(k)</sup> | 317052 | 218143 |
| &nbsp;&nbsp; Series 5021, Class SB, 0.00% (-1 x 30 day avg SOFR US + 3.55%), 10/25/2050 <sup>(f)(g)(j)</sup> | 802060 | 22836 |
| &nbsp;&nbsp; Series 5160, Class ZG, 3.00%, 09/25/2050 <sup>(k)</sup> | 74759 | 55273 |
| &nbsp;&nbsp; Series 5296, Class T, 5.00%, 11/25/2052 | 744987 | 748126 |
| &nbsp;&nbsp; Series 5560, Class FA, 5.80% (30 day avg SOFR US + 1.93%), 06/25/2055 | 1703655 | 1726260 |
| &nbsp;&nbsp; Series K-157, Class A2, 4.20%, 05/25/2033 | 2000000 | 1980580 |
| &nbsp;&nbsp; Series K-170, Class A2, 5.00%, 02/25/2035 <sup>(d)</sup> | 2000000 | 2074571 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; Series 2018-M8, Class A2, 3.31%, 06/25/2028 <sup>(d)</sup> | 393973 | 389587 |
| &nbsp;&nbsp; Series 2019-M21, Class 3A1, 2.10%, 06/25/2034 | 44228 | 43842 |
| &nbsp;&nbsp; Series 2020-101, Class AI, 3.50%, 01/25/2051 <sup>(f)</sup> | 1320812 | 249964 |
| &nbsp;&nbsp; Series 2020-24, Class SP, 2.06% (-1 x 30 day avg SOFR US + 5.94%), 04/25/2050 <sup>(f)(j)</sup> | 207354 | 27748 |
| &nbsp;&nbsp; Series 2020-56, Class LI, 2.00%, 08/25/2050 <sup>(f)</sup> | 289589 | 36243 |
| &nbsp;&nbsp; Series 2020-75, Class LI, 2.50%, 11/25/2050 <sup>(f)</sup> | 443643 | 60905 |
| &nbsp;&nbsp; Series 2021-17, Class EA, 1.50%, 04/25/2051 | 3224615 | 2726147 |
| &nbsp;&nbsp; Series 2021-76, Class IY, 2.50%, 11/25/2051 <sup>(f)</sup> | 195642 | 21308 |
| &nbsp;&nbsp; Series 2022-18, Class DZ, 3.50%, 04/25/2052 <sup>(k)</sup> | 632719 | 493393 |
| &nbsp;&nbsp; Series 2022-51, Class PS, 2.08% (-1 x 30 day avg SOFR US + 5.95%), 08/25/2052 <sup>(f)(j)</sup> | 503990 | 48776 |
| Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust |
| &nbsp;&nbsp; Series 2018-2, Class B4, 4.00%, 04/25/2048 <sup>(a)(d)</sup> | 119877 | 110892 |
| &nbsp;&nbsp; Series 2021-12, Class B3, 2.96%, 11/25/2051 <sup>(a)(d)</sup> | 134986 | 110112 |
| &nbsp;&nbsp; Series 2021-4, Class A21, 2.50%, 06/01/2051 <sup>(a)(d)</sup> | 181028 | 149747 |
| &nbsp;&nbsp; Series 2021-7, Class B3, 2.92%, 08/25/2051 <sup>(a)(d)</sup> | 133775 | 110737 |
| Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes | Freddie Mac Structured Agency Credit Risk Debt Notes |
| &nbsp;&nbsp; Series 2021-DNA5, Class M2, 5.52% (30 day avg SOFR US + 1.65%), 01/25/2034 <sup>(a)</sup> | 14063 | 14102 |
| &nbsp;&nbsp; Series 2022-DNA4, Class M1B, 7.22% (30 day avg SOFR US + 3.35%), 05/25/2042 <sup>(a)</sup> | 225000 | 232173 |
| &nbsp;&nbsp; Series 2022-DNA5, Class M1B, 8.37% (30 day avg SOFR US + 4.50%), 06/25/2042 <sup>(a)</sup> | 535000 | 562768 |
| &nbsp;&nbsp; Series 2022-DNA6, Class M2, 9.62% (30 day avg SOFR US + 5.75%), 09/25/2042 <sup>(a)</sup> | 400000 | 430940 |
| &nbsp;&nbsp; Series 2023-HQA1, Class M1B, 7.37% (30 day avg SOFR US + 3.50%), 05/25/2043 <sup>(a)</sup> | 268000 | 280706 |
| &nbsp;&nbsp; Series 2023-HQA3, Class M2, 7.22% (30 day avg SOFR US + 3.35%), 11/25/2043 <sup>(a)</sup> | 325000 | 340025 |
| &nbsp;&nbsp; Series 2025-DNA2, Class A1, 4.97% (30 day avg SOFR US + 1.10%), 05/25/2045 <sup>(a)</sup> | 1106250 | 1112557 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; Series 2010-9, Class UI, 5.00%, 01/20/2040 <sup>(f)</sup> | 514738 | 101999 |
| &nbsp;&nbsp; Series 2013-99, Class AX, 3.00%, 07/20/2043 <sup>(c)</sup> | 115386 | 106812 |
| &nbsp;&nbsp; Series 2015-143, Class WA, 4.00%, 10/20/2045 | 99446 | 97565 |
| &nbsp;&nbsp; Series 2018-121, Class KS, 0.01% (-1 x 1 mo. Term SOFR + 3.75%), 09/20/2048 <sup>(f)(j)</sup> | 212638 | 5199 |
| &nbsp;&nbsp; Series 2018-148, Class DS, 0.00% (-1 x 1 mo. Term SOFR + 3.73%), 10/20/2048 <sup>(f)(g)(j)</sup> | 269943 | 6814 |
| &nbsp;&nbsp; Series 2018-151, Class SL, 0.00% (-1 x 1 mo. Term SOFR + 3.69%), 11/20/2048 <sup>(f)(g)(j)</sup> | 1641495 | 45710 |
| &nbsp;&nbsp; Series 2018-76, Class IO, 4.00%, 06/20/2046 <sup>(f)</sup> | 21535 | 2327 |
| &nbsp;&nbsp; Series 2019-92, Class S, 0.00% (-1 x 1 mo. Term SOFR + 2.70%), 07/20/2049 <sup>(f)(g)(j)</sup> | 1003242 | 10719 |
| &nbsp;&nbsp; Series 2019-99, Class SA, 0.00% (-1 x 1 mo. Term SOFR + 3.24%), 08/20/2049 <sup>(f)(g)(j)</sup> | 432810 | 9106 |
| &nbsp;&nbsp; Series 2020-126, Class BI, 3.00%, 08/20/2050 <sup>(f)</sup> | 626481 | 104444 |
| &nbsp;&nbsp; Series 2021-114, Class TI, 3.00%, 06/20/2051 <sup>(f)</sup> | 694541 | 94974 |
| &nbsp;&nbsp; Series 2021-165, Class ST, 0.00% (-1 x 1 mo. Term SOFR + 3.25%), 01/20/2050 <sup>(f)(g)(j)</sup> | 118473 | 51 |
| &nbsp;&nbsp; Series 2021-209, Class Z, 3.00%, 11/20/2051 <sup>(k)</sup> | 655765 | 483495 |
| &nbsp;&nbsp; Series 2022-124, Class QZ, 4.00%, 07/20/2052 <sup>(k)</sup> | 137542 | 117373 |
| &nbsp;&nbsp; Series 2022-125, Class CS, 2.07% (-1 x 30 day avg SOFR US + 5.99%), 07/20/2052 <sup>(f)(j)</sup> | 536449 | 43666 |
| &nbsp;&nbsp; Series 2022-126, Class CS, 0.00% (-1 x 30 day avg SOFR US + 3.76%), 07/20/2052 <sup>(f)(g)(j)</sup> | 1076171 | 22456 |
| &nbsp;&nbsp; Series 2022-129, Class SA, 0.03% (-1 x 30 day avg SOFR US + 3.95%), 07/20/2052 <sup>(f)(j)</sup> | 4235229 | 97097 |
| &nbsp;&nbsp; Series 2022-133, Class SA, 0.03% (-1 x 30 day avg SOFR US + 3.95%), 07/20/2052 <sup>(f)(j)</sup> | 414703 | 10244 |
| &nbsp;&nbsp; Series 2022-148, Class DS, 0.00% (-1 x 30 day avg SOFR US + 3.60%), 08/20/2052 <sup>(f)(g)(j)</sup> | 432740 | 7689 |
| &nbsp;&nbsp; Series 2022-178, Class SA, 0.98% (-1 x 30 day avg SOFR US + 4.90%), 10/20/2052 <sup>(f)(j)</sup> | 5054927 | 234395 |
| &nbsp;&nbsp; Series 2022-46, Class S, 0.00% (-1 x 30 day avg SOFR US + 3.50%), 03/20/2052 <sup>(f)(g)(j)</sup> | 296887 | 5559 |
| &nbsp;&nbsp; Series 2022-51, Class SC, 0.00% (-1 x 30 day avg SOFR US + 3.50%), 03/20/2052 <sup>(f)(g)(j)</sup> | 886215 | 16423 |
| &nbsp;&nbsp; Series 2022-66, Class SB, 0.00% (-1 x 30 day avg SOFR US + 3.85%), 04/20/2052 <sup>(f)(g)(j)</sup> | 289722 | 7823 |
| &nbsp;&nbsp; Series 2022-68, Class SP, 0.00% (-1 x 30 day avg SOFR US + 3.85%), 04/20/2052 <sup>(f)(g)(j)</sup> | 237766 | 7500 |
| &nbsp;&nbsp; Series 2022-93, Class GS, 0.00% (-1 x 30 day avg SOFR US + 3.65%), 05/20/2052 <sup>(f)(g)(j)</sup> | 185791 | 3642 |
| &nbsp;&nbsp; Series 2022-93, Class IO, 3.00%, 08/20/2051 <sup>(f)</sup> | 2495258 | 267506 |
| &nbsp;&nbsp; Series 2023-111, Class ZA, 3.00%, 02/20/2052 <sup>(k)</sup> | 536207 | 375922 |
| &nbsp;&nbsp; Series 2023-186, Class ZJ, 5.00%, 12/20/2053 <sup>(k)</sup> | 364631 | 358282 |
| &nbsp;&nbsp; Series 2023-81, Class IO, 5.00%, 04/20/2052 <sup>(f)</sup> | 407625 | 73698 |
| &nbsp;&nbsp; Series 2024-23, Class ID, 5.00%, 03/20/2040 <sup>(f)</sup> | 347733 | 65581 |
| &nbsp;&nbsp; Series 2024-69, Class AZ, 2.50%, 04/20/2054 <sup>(k)</sup> | 338813 | 247635 |
| GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II |
| &nbsp;&nbsp; Series 2018-GS10, Class A3, 4.26%, 07/10/2051 <sup>(d)</sup> | 800000 | 793742 |
| &nbsp;&nbsp; Series 2019-GC39, Class A3, 3.31%, 05/10/2052 | 906089 | 871448 |
| &nbsp;&nbsp; Series 2019-GC42, Class A3, 2.75%, 09/10/2052 | 1230000 | 1168003 |
| &nbsp;&nbsp; Series 2020-GC47, Class A4, 2.12%, 05/12/2053 | 1400000 | 1286991 |
| &nbsp;&nbsp; Series 2020-GSA2, Class A4, 1.72%, 12/12/2053 | 1100000 | 987345 |
| GS U.S. Government Agencies Trust | GS U.S. Government Agencies Trust | GS U.S. Government Agencies Trust |
| &nbsp;&nbsp; Series 2021-GR1, Class A4, 2.50%, 11/25/2051 <sup>(a)(d)</sup> | 140217 | 115997 |
| &nbsp;&nbsp; Series 2021-PJ10, Class A4, 2.50%, 03/25/2052 <sup>(a)(d)</sup> | 168901 | 139726 |
| &nbsp;&nbsp; Series 2021-PJ5, Class A4, 2.50%, 10/25/2051 <sup>(a)(d)</sup> | 284250 | 235114 |
| &nbsp;&nbsp; Series 2021-PJ6, Class A4, 2.50%, 11/25/2051 <sup>(a)(d)</sup> | 206517 | 170780 |
| &nbsp;&nbsp; Series 2021-PJ7, Class A4, 2.50%, 01/25/2052 <sup>(a)(d)</sup> | 337801 | 279451 |
| &nbsp;&nbsp; Series 2021-PJ8, Class A4, 2.50%, 01/25/2052 <sup>(a)(d)</sup> | 228476 | 189027 |
| &nbsp;&nbsp; Series 2022-PJ4, Class A36, 3.00%, 09/25/2052 <sup>(a)(d)</sup> | 78671 | 68237 |
| &nbsp;&nbsp; Series 2022-PJ5, Class A36, 3.00%, 10/25/2052 <sup>(a)(d)</sup> | 230202 | 199284 |
| &nbsp;&nbsp; Series 2023-PJ1, Class A24, 3.50%, 02/25/2053 <sup>(a)(d)</sup> | 263110 | 237018 |
|  Hudsons Bay Simon JV Trust, Series 2015-HB10, Class C10, 5.45%, 08/05/2034 <sup>(a)(d)</sup> | 900000 | 885454 |
|  Imperial Fund Mortgage Trust, Series 2022-NQM6, Class M1, 7.10%, 10/25/2067 <sup>(a)(d)</sup> | 150000 | 149480 |
| JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities | JP Morgan Chase Commercial Mortgage Securities |
| &nbsp;&nbsp; Series 2016-JP4, Class A3, 3.39%, 12/15/2049 | 1036198 | 1028763 |
| &nbsp;&nbsp; Series 2019-BKWD, Class A, 5.37% (1 mo. Term SOFR + 1.61%), 09/15/2029 <sup>(a)</sup> | 154493 | 150003 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp; Series 2015-1, Class B1, 5.50%, 12/25/2044 <sup>(a)(d)</sup> | 31768 | 31341 |
| &nbsp;&nbsp; Series 2017-2, Class A13, 3.50%, 05/25/2047 <sup>(a)(d)</sup> | 5213 | 4734 |
| &nbsp;&nbsp; Series 2017-5, Class A2, 4.75%, 10/26/2048 <sup>(a)(d)</sup> | 52704 | 52823 |
| &nbsp;&nbsp; Series 2018-5, Class A13, 3.50%, 10/25/2048 <sup>(a)(d)</sup> | 26341 | 23705 |
| &nbsp;&nbsp; Series 2018-7FRB, Class A2, 4.60% (1 mo. Term SOFR + 0.86%), 04/25/2046 <sup>(a)</sup> | 9526 | 9362 |
| &nbsp;&nbsp; Series 2018-8, Class A13, 4.00%, 01/25/2049 <sup>(a)(d)</sup> | 3066 | 2862 |
| &nbsp;&nbsp; Series 2018-9, Class A13, 4.00%, 02/25/2049 <sup>(a)(d)</sup> | 1096 | 1026 |
| &nbsp;&nbsp; Series 2019-1, Class A15, 4.00%, 05/25/2049 <sup>(a)(d)</sup> | 2724 | 2552 |
| &nbsp;&nbsp; Series 2020-1, Class B2, 3.82%, 06/25/2050 <sup>(a)(d)</sup> | 29840 | 27106 |
| &nbsp;&nbsp; Series 2021-10, Class A15, 2.50%, 12/25/2051 <sup>(a)(d)</sup> | 74319 | 61481 |
| &nbsp;&nbsp; Series 2021-11, Class A15, 2.50%, 01/25/2052 <sup>(a)(d)</sup> | 152544 | 126147 |
| &nbsp;&nbsp; Series 2021-14, Class A15, 2.50%, 05/25/2052 <sup>(a)(d)</sup> | 94860 | 78475 |
| &nbsp;&nbsp; Series 2021-15, Class A15, 2.50%, 06/25/2052 <sup>(a)(d)</sup> | 655691 | 542226 |
| &nbsp;&nbsp; Series 2021-4, Class B2, 2.88%, 08/25/2051 <sup>(a)(d)</sup> | 110528 | 90499 |
| &nbsp;&nbsp; Series 2021-7, Class A15, 2.50%, 11/25/2051 <sup>(a)(d)</sup> | 210512 | 174165 |
| &nbsp;&nbsp; Series 2021-8, Class A15, 2.50%, 12/25/2051 <sup>(a)(d)</sup> | 98778 | 81723 |
| &nbsp;&nbsp; Series 2021-8, Class B3, 2.84%, 12/25/2051 <sup>(a)(d)</sup> | 151330 | 122734 |
| &nbsp;&nbsp; Series 2021-LTV2, Class A3, 2.93%, 05/25/2052 <sup>(a)(d)</sup> | 68590 | 59568 |
| &nbsp;&nbsp; Series 2022-2, Class A25, 3.00%, 08/25/2052 <sup>(a)(d)</sup> | 76339 | 66138 |
| &nbsp;&nbsp; Series 2022-3, Class A25, 3.00%, 08/25/2052 <sup>(a)(d)</sup> | 344560 | 298283 |
| &nbsp;&nbsp; Series 2022-4, Class A17A, 3.00%, 10/25/2052 <sup>(a)(d)</sup> | 230155 | 199243 |
| &nbsp;&nbsp; Series 2022-4, Class B3, 3.24%, 10/25/2052 <sup>(a)(d)</sup> | 114310 | 92816 |
| &nbsp;&nbsp; Series 2022-5, Class B3, 2.95%, 09/25/2052 <sup>(a)(d)</sup> | 113929 | 90140 |
| &nbsp;&nbsp; Series 2022-6, Class A17A, 3.00%, 11/25/2052 <sup>(a)(d)</sup> | 1020971 | 884535 |
| &nbsp;&nbsp; Series 2022-7, Class 1A17, 3.00%, 12/25/2052 <sup>(a)(d)</sup> | 118510 | 102494 |
| &nbsp;&nbsp; Series 2022-LTV1, Class A1, 3.25%, 07/25/2052 <sup>(a)(d)</sup> | 380513 | 340986 |
| &nbsp;&nbsp; Series 2022-LTV2, Class A6, 3.50%, 09/25/2052 <sup>(a)(d)</sup> | 230140 | 207027 |
| &nbsp;&nbsp; Series 2023-1, Class A15B, 5.50%, 06/25/2053 <sup>(a)(d)</sup> | 101561 | 100438 |
| &nbsp;&nbsp; Series 2024-3, Class A9, 3.00%, 05/25/2054 <sup>(a)(d)</sup> | 859196 | 743799 |
| &nbsp;&nbsp; Series 2024-7, Class A9, 3.00%, 04/25/2053 <sup>(a)(d)</sup> | 280331 | 242680 |
|  JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class D, 4.06%, 11/15/2047 <sup>(a)(d)</sup> | 470000 | 360186 |
|  Manhattan West, Series 2020-1MW, Class C, 2.33%, 09/10/2039 <sup>(a)(d)</sup> | 500000 | 479162 |
|  MCR Mortgage Trust, Series 2024-TWA, Class A, 5.92%, 06/12/2039 <sup>(a)</sup> | 1000000 | 1013328 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp; Series 2016-C29, Class A3, 3.06%, 05/15/2049 | 56109 | 55958 |
| &nbsp;&nbsp; Series 2016-C29, Class D, 3.00%, 05/15/2049 <sup>(a)</sup> | 400000 | 320365 |
|  Morgan Stanley Capital I, Inc., Series 2018-L1, Class A3, 4.14%, 10/15/2051 | 2405502 | 2405653 |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2021-5, Class A9, 2.50%, 08/25/2051 <sup>(a)(d)</sup> | 128490 | 106293 |
| &nbsp;&nbsp; Series 2021-6, Class A4, 2.50%, 09/25/2051 <sup>(a)(d)</sup> | 98438 | 88675 |
| &nbsp;&nbsp; Series 2021-6, Class A9, 2.50%, 09/25/2051 <sup>(a)(d)</sup> | 117386 | 97072 |
| &nbsp;&nbsp; Series 2023-1, Class A7, 4.00%, 02/25/2053 <sup>(a)(d)</sup> | 243316 | 224900 |
|  MTN Commercial Mortgage Trust, Series 2022-LPFL, Class C, 6.15% (1 mo. Term SOFR + 2.39%), 03/15/2039 <sup>(a)</sup> | 1090000 | 1091588 |
| Natixis Commercial Mortgage Securities Trust | Natixis Commercial Mortgage Securities Trust | Natixis Commercial Mortgage Securities Trust |
| &nbsp;&nbsp; Series 2019-MILE, Class D, 6.58% (1 mo. Term SOFR + 2.83%), 07/15/2036 <sup>(a)</sup> | 1000000 | 807709 |
| &nbsp;&nbsp; Series 2019-MILE, Class F, 8.08% (1 mo. Term SOFR + 4.33%), 07/15/2036 <sup>(a)</sup> | 750000 | 512032 |
|  New Economy Assets LLC, Series 2021-1, Class B1, 2.41%, 10/20/2061 <sup>(a)</sup> | 1730000 | 1061429 |
|  New Residential Mortgage Loan Trust, Series 2018-4A, Class A1S, 4.60% (1 mo. Term SOFR + 0.86%), 01/25/2048 <sup>(a)</sup> | 23188 | 22785 |
|  NYC Commercial Mortgage Trust, Series 2025-300P, Class A, 4.88%, 07/13/2042 <sup>(a)(d)</sup> | 2160000 | 2168458 |
|  One Bryant Park Trust, Series 2019-OBP, Class A, 2.52%, 09/15/2054 <sup>(a)</sup> | 3547000 | 3292414 |
|  One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, 02/10/2032 <sup>(a)</sup> | 730448 | 697653 |
| Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust | Onslow Bay Mortgage Loan Trust |
| &nbsp;&nbsp; Series 2021-J2, Class A19, 2.50%, 07/25/2051 <sup>(a)(d)</sup> | 222945 | 184435 |
| &nbsp;&nbsp; Series 2025-NQM13, Class A1, 5.44%, 05/25/2065 <sup>(a)(d)</sup> | 1042606 | 1051680 |
| &nbsp;&nbsp; Series 2025-NQM8, Class A1, 5.47%, 03/25/2065 <sup>(a)(c)</sup> | 1147346 | 1156334 |
| RCKT Mortgage Trust | RCKT Mortgage Trust | RCKT Mortgage Trust |
| &nbsp;&nbsp; Series 2021-4, Class A21, 2.50%, 09/25/2051 <sup>(a)(d)</sup> | 271115 | 224284 |
| &nbsp;&nbsp; Series 2021-5, Class B4, 2.92%, 11/25/2051 <sup>(a)(d)</sup> | 179693 | 145112 |
| &nbsp;&nbsp; Series 2022-2, Class A22, 2.50%, 02/25/2052 <sup>(a)(d)</sup> | 340754 | 281894 |
| &nbsp;&nbsp; Series 2022-3, Class A21, 3.00%, 05/25/2052 <sup>(a)(d)</sup> | 125798 | 108987 |
| &nbsp;&nbsp; Series 2022-4, Class A22, 3.50%, 06/25/2052 <sup>(a)(d)</sup> | 193626 | 174422 |
|  SCOTT Trust 2023-SFS, Series 2023-SFS, Class A, 5.91%, 03/10/2040 <sup>(a)</sup> | 1550000 | 1590542 |
| Sequoia Mortgage Trust | Sequoia Mortgage Trust | Sequoia Mortgage Trust |
| &nbsp;&nbsp; Series 2015-2, Class A1, 3.50%, 05/25/2045 <sup>(a)(d)</sup> | 7741 | 7176 |
| &nbsp;&nbsp; Series 2020-1, Class B4, 3.85%, 02/25/2050 <sup>(a)(d)</sup> | 202491 | 161476 |
| &nbsp;&nbsp; Series 2020-3, Class A19, 3.00%, 04/25/2050 <sup>(a)(d)</sup> | 41916 | 36377 |
| &nbsp;&nbsp; Series 2021-1, Class B3, 2.66%, 03/25/2051 <sup>(a)(d)</sup> | 87757 | 73916 |
| &nbsp;&nbsp; Series 2021-4, Class A19, 2.50%, 06/25/2051 <sup>(a)(d)</sup> | 72565 | 60445 |
| &nbsp;&nbsp; Series 2023-1, Class A19, 5.00%, 01/25/2053 <sup>(a)(d)</sup> | 171875 | 167088 |
| &nbsp;&nbsp; Series 2025-S2, Class A1, 4.00%, 11/25/2055 <sup>(a)(d)</sup> | 313391 | 293212 |
|  Starwood Property Mortgage Trust, Series 2021-LIH, Class AS, 5.12% (1 mo. Term SOFR + 1.37%), 11/15/2036 <sup>(a)</sup> | 1000000 | 997515 |
| STORE Master Funding LLC | STORE Master Funding LLC | STORE Master Funding LLC |
| &nbsp;&nbsp; Series 2019-1, Class A1, 2.82%, 11/20/2049 <sup>(a)</sup> | 985338 | 969918 |
| &nbsp;&nbsp; Series 2021-1A, Class A1, 2.12%, 06/20/2051 <sup>(a)</sup> | 1124125 | 1050581 |
|  Tricon Residential Trust, Series 2025-SFR1, Class A, 4.85% (1 mo. Term SOFR + 1.10%), 03/17/2042 <sup>(a)</sup> | 893904 | 894614 |
|  TYSN 2023-CRNR Mortgage Trust, Series 2023-CRNR, Class A, 6.58%, 12/10/2033 <sup>(a)(d)</sup> | 1000000 | 1052705 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |
| &nbsp;&nbsp; Series 2017-C4, Class A4, 3.56%, 10/15/2050 | 148558 | 146458 |
| &nbsp;&nbsp; Series 2017-C7, Class A3, 3.42%, 12/15/2050 | 204198 | 202006 |
| &nbsp;&nbsp; Series 2018-C10, Class A3, 4.05%, 05/15/2051 | 1290085 | 1285801 |
|  UBS-Barclays Commercial Mortgage Trust, Series 2013-C5, Class D, 3.72%, 03/10/2046 <sup>(a)(d)</sup> | 225000 | 181214 |
|  Verus Securitization Trust, Series 2021-7, Class A3, 2.24%, 10/25/2066 <sup>(a)(d)</sup> | 88999 | 78635 |
|  WB Commercial Mortgage Trust, Series 2024-HQ, Class A, 5.94%, 03/15/2040 <sup>(a)(d)</sup> | 500000 | 499071 |
|  Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class A4, 3.47%, 05/15/2052 | 930258 | 913028 |
|  Wells Fargo Commercial Mortgage Trust 2024-1CHI, Series 2024-5C2, Class A3, 5.92%, 11/15/2057 <sup>(d)</sup> | 2075000 | 2184282 |
| Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust |
| &nbsp;&nbsp; Series 2019-2, Class A17, 4.00%, 04/25/2049 <sup>(a)(d)</sup> | 5216 | 4949 |
| &nbsp;&nbsp; Series 2020-4, Class A17, 3.00%, 07/25/2050 <sup>(a)(d)</sup> | 215318 | 187610 |
| &nbsp;&nbsp; Series 2021-2, Class A17, 2.50%, 06/25/2051 <sup>(a)(d)</sup> | 268552 | 222500 |
| &nbsp;&nbsp; Series 2022-2, Class A18, 2.50%, 12/25/2051 <sup>(a)(d)</sup> | 85014 | 70223 |
|  WF-RBS Commercial Mortgage Trust, Series 2013-C13, Class D, 3.96%, 05/15/2045 <sup>(a)(d)</sup> | 171113 | 156996 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $128,527,126) | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** (Cost $128,527,126) | **125428847** |
| **FOREIGN CORPORATE BONDS - 7.7%** | **FOREIGN CORPORATE BONDS - 7.7%** | **FOREIGN CORPORATE BONDS - 7.7%** |
| **BASIC MATERIALS - 0.3%** | **BASIC MATERIALS - 0.3%** | **BASIC MATERIALS - 0.3%** |
| BHP Billiton Finance USA Ltd. | BHP Billiton Finance USA Ltd. | BHP Billiton Finance USA Ltd. |
| &nbsp;&nbsp; 5.25%, 09/08/2033 | 980000 | 1018033 |
| &nbsp;&nbsp; 5.30%, 02/21/2035 | 95000 | 98081 |
| &nbsp;&nbsp; 5.75%, 09/05/2055 | 288000 | 293593 |
|  Champion Iron Canada, Inc., 7.88%, 07/15/2032 <sup>(a)</sup> | 175000 | 185789 |
|  Fortescue Treasury Pty Ltd., 6.13%, 04/15/2032 <sup>(a)</sup> | 500000 | 521742 |
| Nutrien Ltd. | Nutrien Ltd. | Nutrien Ltd. |
| &nbsp;&nbsp; 5.20%, 06/21/2027 | 75000 | 76225 |
| &nbsp;&nbsp; 5.40%, 06/21/2034 | 1000000 | 1031559 |
| OCP SA | OCP SA | OCP SA |
| &nbsp;&nbsp; 6.10%, 04/30/2030 <sup>(a)</sup> | 305000 | 318627 |
| &nbsp;&nbsp; 6.75%, 05/02/2034 <sup>(a)</sup> | 426000 | 458870 |
|  Rio Tinto Alcan, Inc., 7.25%, 11/01/2028 | 250000 | 267868 |
|  Rio Tinto Finance USA PLC, 5.25%, 03/14/2035 | 75000 | 77283 |
|  South32 Treasury Ltd., 4.35%, 04/14/2032 <sup>(a)</sup> | 190000 | 184120 |
|  Suzano Netherlands BV, 5.50%, 01/15/2036 | 47000 | 46595 |
| **Total Basic Materials** | **Total Basic Materials** | **4578385** |
| **COMMUNICATIONS - 0.1%** | **COMMUNICATIONS - 0.1%** | **COMMUNICATIONS - 0.1%** |
|  NTT Finance Corp., 5.50%, 07/16/2035 <sup>(a)</sup> | 400000 | 414175 |
|  Telefonica Emisiones SA, 5.21%, 03/08/2047 | 150000 | 132060 |
|  Turkcell Iletisim Hizmetleri AS, 7.65%, 01/24/2032 <sup>(a)</sup> | 500000 | 531635 |
| Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC |
| &nbsp;&nbsp; 5.75%, 06/28/2054 | 92000 | 89362 |
| &nbsp;&nbsp; 5.75%, 02/10/2063 | 87000 | 82677 |
| &nbsp;&nbsp; 5.88%, 06/28/2064 | 182000 | 176121 |
| **Total Communications** | **Total Communications** | **1426030** |
| **CONSUMER, CYCLICAL - 0.1%** | **CONSUMER, CYCLICAL - 0.1%** | **CONSUMER, CYCLICAL - 0.1%** |
|  1011778 BC ULC / New Red Finance, Inc., 3.88%, 01/15/2028 <sup>(a)</sup> | 125000 | 123219 |
|  Aptiv Swiss Holdings Ltd., 3.10%, 12/01/2051 | 135000 | 86711 |
|  Royal Caribbean Cruises Ltd., 5.63%, 09/30/2031 <sup>(a)</sup> | 380000 | 388480 |
|  Sands China Ltd., 5.40%, 08/08/2028 <sup>(c)</sup> | 200000 | 203619 |
| **Total Consumer, Cyclical** | **Total Consumer, Cyclical** | **802029** |
| **CONSUMER, NON-CYCLICAL - 0.2%** | **CONSUMER, NON-CYCLICAL - 0.2%** | **CONSUMER, NON-CYCLICAL - 0.2%** |
|  Bacardi-Martini BV, 6.00%, 02/01/2035 <sup>(a)</sup> | 350000 | 363181 |
| BAT International Finance PLC | BAT International Finance PLC | BAT International Finance PLC |
| &nbsp;&nbsp; 4.45%, 03/16/2028 | 740000 | 745749 |
| &nbsp;&nbsp; 5.93%, 02/02/2029 | 40000 | 41973 |
|  Imperial Brands Finance PLC, 5.50%, 02/01/2030 <sup>(a)</sup> | 555000 | 574925 |
| Pfizer Investment Enterprises Pte Ltd. | Pfizer Investment Enterprises Pte Ltd. | Pfizer Investment Enterprises Pte Ltd. |
| &nbsp;&nbsp; 4.75%, 05/19/2033 | 128000 | 129357 |
| &nbsp;&nbsp; 5.11%, 05/19/2043 | 174000 | 167439 |
| &nbsp;&nbsp; 5.30%, 05/19/2053 | 130000 | 123094 |
| &nbsp;&nbsp; 5.34%, 05/19/2063 | 84000 | 77935 |
| Royalty Pharma PLC | Royalty Pharma PLC | Royalty Pharma PLC |
| &nbsp;&nbsp; 5.15%, 09/02/2029 | 69000 | 70910 |
| &nbsp;&nbsp; 2.15%, 09/02/2031 | 191000 | 168032 |
| &nbsp;&nbsp; 5.95%, 09/25/2055 | 45000 | 44726 |
|  STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/2051 | 442000 | 327431 |
|  Triton Container International Ltd., 3.15%, 06/15/2031 <sup>(a)</sup> | 446000 | 401831 |
|  Triton Container International Ltd. / TAL International Container Corp., 3.25%, 03/15/2032 | 116000 | 105429 |
| **Total Consumer, Non-Cyclical** | **Total Consumer, Non-Cyclical** | **3342012** |
| **ENERGY - 1.2%** | **ENERGY - 1.2%** | **ENERGY - 1.2%** |
|  Abu Dhabi Future Energy Co. PJSC Masdar, 4.88%, 05/21/2030 | 1000000 | 1017236 |
| Aker BP ASA | Aker BP ASA | Aker BP ASA |
| &nbsp;&nbsp; 4.00%, 01/15/2031 <sup>(a)</sup> | 500000 | 482645 |
| &nbsp;&nbsp; 3.10%, 07/15/2031 <sup>(a)</sup> | 900000 | 825824 |
| Canadian Natural Resources Ltd. | Canadian Natural Resources Ltd. | Canadian Natural Resources Ltd. |
| &nbsp;&nbsp; 5.00%, 12/15/2029 | 265000 | 271775 |
| &nbsp;&nbsp; 5.85%, 02/01/2035 | 310000 | 322686 |
| &nbsp;&nbsp; 6.25%, 03/15/2038 | 200000 | 212124 |
| Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. |
| &nbsp;&nbsp; 4.65%, 03/20/2031 | 975000 | 971964 |
| &nbsp;&nbsp; 5.25%, 06/15/2037 | 77000 | 74761 |
| &nbsp;&nbsp; 3.75%, 02/15/2052 | 90000 | 62915 |
|  Ecopetrol SA, 8.63%, 01/19/2029 | 525000 | 562680 |
| Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. |
| &nbsp;&nbsp; 4.60%, 06/20/2028 | 58000 | 58598 |
| &nbsp;&nbsp; 6.00%, 11/15/2028 | 540000 | 567473 |
| Equinor ASA | Equinor ASA | Equinor ASA |
| &nbsp;&nbsp; 5.13%, 06/03/2035 | 2500000 | 2567412 |
| &nbsp;&nbsp; 3.25%, 11/18/2049 | 1000000 | 697038 |
|  Greensaif Pipelines Bidco Sarl, 6.51%, 02/23/2042 <sup>(a)</sup> | 200000 | 218063 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| &nbsp;&nbsp; 6.84%, 01/23/2030 | 440000 | 446821 |
| &nbsp;&nbsp; 6.70%, 02/16/2032 | 499000 | 497668 |
|  QatarEnergy, 2.25%, 07/12/2031 <sup>(a)</sup> | 200000 | 180120 |
|  Raizen Fuels Finance SA, 6.95%, 03/05/2054 <sup>(a)</sup> | 825000 | 629062 |
|  Santos Finance Ltd., 5.75%, 11/13/2035 <sup>(a)</sup> | 59000 | 58672 |
|  Sweihan PV Power Co. PJSC, 3.63%, 01/31/2049 <sup>(a)</sup> | 916100 | 787489 |
| TotalEnergies Capital SA | TotalEnergies Capital SA | TotalEnergies Capital SA |
| &nbsp;&nbsp; 4.72%, 09/10/2034 | 775000 | 781729 |
| &nbsp;&nbsp; 5.49%, 04/05/2054 | 825000 | 797708 |
| &nbsp;&nbsp; 5.43%, 09/10/2064 | 2583000 | 2417451 |
|  Var Energi ASA, 5.88%, 05/22/2030 <sup>(a)</sup> | 1250000 | 1301140 |
| Woodside Finance Ltd. | Woodside Finance Ltd. | Woodside Finance Ltd. |
| &nbsp;&nbsp; 5.40%, 05/19/2030 | 236000 | 242334 |
| &nbsp;&nbsp; 5.10%, 09/12/2034 | 2500000 | 2469998 |
| **Total Energy** | **Total Energy** | **19523386** |
| **FINANCIAL - 5.0%** | **FINANCIAL - 5.0%** | **FINANCIAL - 5.0%** |
|  AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.45%, 10/29/2026 | 150000 | 147961 |
|  African Development Bank, 5.75% to 08/07/2034 then 5 yr. CMT Rate + 1.58%, Perpetual | 2500000 | 2494274 |
|  AIB Group PLC, 5.32% to 05/15/2030 then SOFR + 1.65%, 05/15/2031 <sup>(a)</sup> | 1200000 | 1238336 |
|  Amazon Conservation DAC, 6.03%, 01/16/2042 <sup>(a)</sup> | 2000000 | 2068600 |
| Arab Energy Fund | Arab Energy Fund | Arab Energy Fund |
| &nbsp;&nbsp; 1.48%, 10/06/2026 <sup>(a)</sup> | 1200000 | 1175471 |
| &nbsp;&nbsp; 5.43%, 05/02/2029 <sup>(a)</sup> | 1000000 | 1033652 |
| Banco Santander SA | Banco Santander SA | Banco Santander SA |
| &nbsp;&nbsp; 5.54% to 03/14/2029 then 1 yr. CMT Rate + 1.45%, 03/14/2030 | 200000 | 206954 |
| &nbsp;&nbsp; 5.13%, 11/06/2035 | 1400000 | 1399513 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal |
| &nbsp;&nbsp; 7.70% to 05/26/2029 then 5 yr. CMT Rate + 3.45%, 05/26/2084 | 1000000 | 1061709 |
| &nbsp;&nbsp; 6.88% to 11/26/2030 then 5 yr. CMT Rate + 2.98%, 11/26/2085 | 2500000 | 2572357 |
|  Bank of Nova Scotia, 6.88% to 10/27/2035 then 5 yr. CMT Rate + 2.73%, 10/27/2085 | 2625000 | 2691336 |
|  Bank of Nova Scotia (The), 4.59% to 05/04/2032 then 5 yr. CMT Rate + 2.05%, 05/04/2037 | 273000 | 265984 |
| Barclays PLC | Barclays PLC | Barclays PLC |
| &nbsp;&nbsp; 2.28% to 11/24/2026 then 1 yr. CMT Rate + 1.05%, 11/24/2027 | 1430000 | 1406989 |
| &nbsp;&nbsp; 3.56% to 09/23/2030 then 5 yr. CMT Rate + 2.90%, 09/23/2035 | 400000 | 377442 |
| BB Blue Financing DAC | BB Blue Financing DAC | BB Blue Financing DAC |
| &nbsp;&nbsp; 4.40%, 09/20/2029 | 1000000 | 977435 |
| &nbsp;&nbsp; 4.40%, 09/20/2037 | 1000000 | 973565 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |
| &nbsp;&nbsp; 1.32% to 01/13/2026 then SOFR + 1.00%, 01/13/2027 <sup>(a)</sup> | 730000 | 729309 |
| &nbsp;&nbsp; 1.68% to 06/30/2026 then SOFR + 0.91%, 06/30/2027 <sup>(a)</sup> | 440000 | 434494 |
| BPCE SA | BPCE SA | BPCE SA |
| &nbsp;&nbsp; 5.88% to 01/14/2030 then SOFR + 1.68%, 01/14/2031 <sup>(a)</sup> | 550000 | 574523 |
| &nbsp;&nbsp; 6.29% to 01/14/2035 then SOFR + 2.04%, 01/14/2036 <sup>(a)</sup> | 3325000 | 3548789 |
|  Brookfield Asset Management Ltd., 6.08%, 09/15/2055 | 1000000 | 1022202 |
|  CaixaBank SA, 6.68% to 09/13/2026 then SOFR + 2.08%, 09/13/2027 <sup>(a)</sup> | 610000 | 620567 |
| Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce | Canadian Imperial Bank of Commerce |
| &nbsp;&nbsp; 6.95% to 01/28/2030 then 5 yr. CMT Rate + 2.83%, 01/28/2085 | 2500000 | 2565255 |
| &nbsp;&nbsp; 7.00% to 10/28/2030 then 5 yr. CMT Rate + 3.00%, 10/28/2085 | 2600000 | 2710388 |
|  Cooperatieve Rabobank UA/NY, 4.88%, 01/21/2028 | 250000 | 255601 |
|  Credit Agricole Corporate & Investment Bank SA, 4.57%, 08/25/2030 | 1000000 | 997514 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |
| &nbsp;&nbsp; 5.22% to 05/27/2030 then SOFR + 1.46%, 05/27/2031 <sup>(a)</sup> | 500000 | 513309 |
| &nbsp;&nbsp; 4.82% to 09/25/2032 then SOFR + 1.36%, 09/25/2033 <sup>(a)</sup> | 935000 | 933777 |
| Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY | Deutsche Bank AG/New York NY |
| &nbsp;&nbsp; 5.10% (SOFR + 1.22%), 11/16/2027 | 240000 | 241021 |
| &nbsp;&nbsp; 2.55% to 01/07/2027 then SOFR + 1.32%, 01/07/2028 | 180000 | 177021 |
| &nbsp;&nbsp; 6.82% to 11/20/2028 then SOFR + 2.51%, 11/20/2029 | 1100000 | 1172921 |
| &nbsp;&nbsp; 4.47% to 12/10/2030 then SOFR + 1.10%, 12/10/2031 | 150000 | 149489 |
| &nbsp;&nbsp; 3.73% to 01/14/2031 then SOFR + 2.76%, 01/14/2032 | 1210000 | 1143622 |
| &nbsp;&nbsp; 3.74% to 01/07/2032 then SOFR + 2.26%, 01/07/2033 | 225000 | 208992 |
| Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. | Fairfax Financial Holdings Ltd. |
| &nbsp;&nbsp; 5.63%, 08/16/2032 | 500000 | 521604 |
| &nbsp;&nbsp; 6.00%, 12/07/2033 | 975000 | 1033877 |
| Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec | Federation des Caisses Desjardins du Quebec |
| &nbsp;&nbsp; 5.15%, 11/27/2028 <sup>(a)</sup> | 600000 | 621663 |
| &nbsp;&nbsp; 4.57%, 08/26/2030 <sup>(a)</sup> | 800000 | 805216 |
|  GPS Blue Financing DAC, 5.65%, 11/09/2041 <sup>(a)</sup> | 1000000 | 993300 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |
| &nbsp;&nbsp; 5.24% to 05/13/2030 then SOFR + 1.57%, 05/13/2031 | 2400000 | 2472664 |
| &nbsp;&nbsp; 4.62% to 11/06/2030 then SOFR + 1.19%, 11/06/2031 | 200000 | 200617 |
| &nbsp;&nbsp; 5.73% to 05/17/2031 then SOFR + 1.52%, 05/17/2032 | 200000 | 210783 |
| &nbsp;&nbsp; 5.74% to 09/10/2035 then SOFR + 1.96%, 09/10/2036 | 2650000 | 2727882 |
| &nbsp;&nbsp; 6.33% to 03/09/2043 then SOFR + 2.65%, 03/09/2044 | 200000 | 219060 |
| ING Groep NV | ING Groep NV | ING Groep NV |
| &nbsp;&nbsp; 5.07% to 03/25/2030 then SOFR + 1.23%, 03/25/2031 | 800000 | 819664 |
| &nbsp;&nbsp; 5.53% to 03/25/2035 then SOFR + 1.61%, 03/25/2036 | 325000 | 337513 |
| International Development Association | International Development Association | International Development Association |
| &nbsp;&nbsp; 4.38%, 11/27/2029 <sup>(a)</sup> | 1700000 | 1740249 |
| &nbsp;&nbsp; 4.50%, 02/12/2035 <sup>(a)</sup> | 1425000 | 1451387 |
|  International Finance Corp., 4.38%, 01/15/2027 | 1000000 | 1007089 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |
| &nbsp;&nbsp; 7.20%, 11/28/2033 <sup>(a)</sup> | 1000000 | 1142036 |
| &nbsp;&nbsp; 7.80%, 11/28/2053 <sup>(a)</sup> | 1000000 | 1221583 |
|  Landwirtschaftliche Rentenbank, 0.88%, 09/03/2030 | 1000000 | 876980 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC |
| &nbsp;&nbsp; 5.72% to 06/05/2029 then 1 yr. CMT Rate + 1.07%, 06/05/2030 | 200000 | 209609 |
| &nbsp;&nbsp; 4.43% to 11/04/2030 then 1 yr. CMT Rate + 0.82%, 11/04/2031 | 385000 | 383799 |
| &nbsp;&nbsp; 6.07% to 06/13/2035 then 1 yr. CMT Rate + 1.60%, 06/13/2036 | 1825000 | 1918996 |
|  Macquarie Group Ltd., 3.76% to 11/28/2027 then 3 mo. Term SOFR + 1.63%, 11/28/2028 <sup>(a)</sup> | 8000 | 7940 |
|  Manulife Financial Corp., 4.99%, 12/11/2035 | 337000 | 336169 |
|  Meiji Yasuda Life Insurance Co., 5.80% to 09/11/2034 then 5 yr. CMT Rate + 3.03%, 09/11/2054 <sup>(a)</sup> | 200000 | 203573 |
| Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. |
| &nbsp;&nbsp; 5.24% to 04/19/2028 then 1 yr. CMT Rate + 1.70%, 04/19/2029 | 655000 | 672309 |
| &nbsp;&nbsp; 5.16% to 04/24/2030 then 1 yr. CMT Rate + 1.17%, 04/24/2031 | 370000 | 381325 |
|  Mizuho Financial Group, Inc., 5.78% to 07/06/2028 then 1 yr. CMT Rate + 1.65%, 07/06/2029 | 292000 | 303659 |
|  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, 5.88% to 05/23/2032 then 5 yr. CMT Rate + 3.98%, 05/23/2042 <sup>(a)</sup> | 1000000 | 1044168 |
|  Nationwide Building Society, 5.13%, 07/29/2029 <sup>(a)</sup> | 300000 | 308176 |
| NatWest Group PLC | NatWest Group PLC | NatWest Group PLC |
| &nbsp;&nbsp; 4.96% to 08/15/2029 then 1 yr. CMT Rate + 1.22%, 08/15/2030 | 202000 | 206155 |
| &nbsp;&nbsp; 8.13% to 05/10/2034 then 5 yr. CMT Rate + 3.75%, Perpetual | 1000000 | 1125141 |
|  NatWest Markets PLC, 4.79%, 03/21/2028 <sup>(a)</sup> | 202000 | 205261 |
|  Nomura Holdings, Inc., 2.61%, 07/14/2031 | 200000 | 180702 |
|  Nordea Bank Abp, 5.38%, 09/22/2027 <sup>(a)</sup> | 200000 | 204878 |
|  OMERS Finance Trust, 3.50%, 04/19/2032 <sup>(a)</sup> | 1000000 | 959564 |
| Royal Bank of Canada | Royal Bank of Canada | Royal Bank of Canada |
| &nbsp;&nbsp; 1.05%, 09/14/2026 <sup>(a)</sup> | 1000000 | 980986 |
| &nbsp;&nbsp; 4.85%, 12/14/2026 <sup>(a)</sup> | 1000000 | 1009903 |
| &nbsp;&nbsp; 4.72% to 03/27/2027 then SOFR + 0.81%, 03/27/2028 | 203000 | 204733 |
| &nbsp;&nbsp; 6.75% to 08/24/2030 then 5 yr. CMT Rate + 2.82%, 08/24/2085 | 200000 | 207556 |
| Santander UK Group Holdings PLC | Santander UK Group Holdings PLC | Santander UK Group Holdings PLC |
| &nbsp;&nbsp; 4.32% to 09/22/2028 then SOFR + 1.07%, 09/22/2029 | 260000 | 260248 |
| &nbsp;&nbsp; 4.86% to 09/11/2029 then SOFR + 1.55%, 09/11/2030 | 380000 | 384539 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA |
| &nbsp;&nbsp; 5.52% to 01/19/2027 then 1 yr. CMT Rate + 1.50%, 01/19/2028 <sup>(a)</sup> | 760000 | 769641 |
| &nbsp;&nbsp; 6.69% to 01/10/2033 then 1 yr. CMT Rate + 2.95%, 01/10/2034 <sup>(a)</sup> | 390000 | 424747 |
|  Sumitomo Mitsui Financial Group, Inc., 4.95% to 07/08/2032 then SOFR + 1.38%, 07/08/2033 | 1655000 | 1685227 |
| Sumitomo Mitsui Trust Bank Ltd. | Sumitomo Mitsui Trust Bank Ltd. | Sumitomo Mitsui Trust Bank Ltd. |
| &nbsp;&nbsp; 5.65%, 03/09/2026 <sup>(a)</sup> | 245000 | 245821 |
| &nbsp;&nbsp; 4.45%, 09/10/2027 <sup>(a)</sup> | 211000 | 212854 |
|  Swedbank AB, 1.54%, 11/16/2026 <sup>(a)</sup> | 213000 | 208700 |
|  Toronto-Dominion Bank, 4.93%, 10/15/2035 | 108000 | 107920 |
| UBS Group AG | UBS Group AG | UBS Group AG |
| &nbsp;&nbsp; 9.25% to 11/13/2028 then 5 yr. CMT Rate + 4.75%, Perpetual <sup>(a)</sup> | 625000 | 685781 |
| &nbsp;&nbsp; 5.43% to 02/08/2029 then 1 yr. CMT Rate + 1.52%, 02/08/2030 <sup>(a)</sup> | 1701000 | 1759214 |
| &nbsp;&nbsp; 5.62% to 09/13/2029 then 1 yr. SOFR Swap Rate USD + 1.34%, 09/13/2030 <sup>(a)</sup> | 1000000 | 1044033 |
| &nbsp;&nbsp; 3.09% to 05/14/2031 then SOFR + 1.73%, 05/14/2032 <sup>(a)</sup> | 285000 | 264415 |
| &nbsp;&nbsp; 4.84% to 11/06/2032 then SOFR + 1.29%, 11/06/2033 <sup>(a)</sup> | 208000 | 208200 |
| &nbsp;&nbsp; 9.25% to 11/13/2033 then 5 yr. CMT Rate + 4.76%, Perpetual <sup>(a)</sup> | 525000 | 615697 |
| &nbsp;&nbsp; 6.30% to 09/22/2033 then 1 yr. CMT Rate + 2.00%, 09/22/2034 <sup>(a)</sup> | 1000000 | 1090848 |
| &nbsp;&nbsp; 7.00% to 08/05/2035 then USISSO05 + 3.30%, Perpetual <sup>(a)</sup> | 1650000 | 1684167 |
|  WLB Asset II D Pte Ltd., 6.50%, 12/21/2026 <sup>(a)</sup> | 978522 | 948434 |
| **Total Financial** | **Total Financial** | **80148627** |
| **INDUSTRIAL - 0.3%** | **INDUSTRIAL - 0.3%** | **INDUSTRIAL - 0.3%** |
|  Amcor Group Finance PLC, 5.45%, 05/23/2029 | 1000000 | 1033740 |
|  BAE Systems PLC, 5.13%, 03/26/2029 <sup>(a)</sup> | 585000 | 601385 |
|  Canadian Pacific Railway Co., 4.70%, 05/01/2048 | 83000 | 73054 |
|  Deere Funding Canada Corp., 4.15%, 10/09/2030 | 107000 | 106989 |
|  Embraer Netherlands Finance BV, 5.40%, 01/09/2038 | 47000 | 46426 |
|  Flex Ltd., 5.38%, 11/13/2035 | 89000 | 88791 |
|  GFL Environmental, Inc., 6.75%, 01/15/2031 <sup>(a)</sup> | 90000 | 94425 |
| Mexico City Airport Trust | Mexico City Airport Trust | Mexico City Airport Trust |
| &nbsp;&nbsp; 4.25%, 10/31/2026 <sup>(a)</sup> | 280000 | 278785 |
| &nbsp;&nbsp; 3.88%, 04/30/2028 <sup>(a)</sup> | 200000 | 195612 |
| &nbsp;&nbsp; 5.50%, 07/31/2047 <sup>(a)</sup> | 650000 | 569062 |
|  nVent Finance Sarl, 2.75%, 11/15/2031 | 302000 | 272039 |
|  Siemens Funding BV, 4.90%, 05/28/2032 <sup>(a)</sup> | 202000 | 208102 |
| Smurfit Westrock Financing DAC | Smurfit Westrock Financing DAC | Smurfit Westrock Financing DAC |
| &nbsp;&nbsp; 5.42%, 01/15/2035 | 200000 | 205929 |
| &nbsp;&nbsp; 5.19%, 01/15/2036 | 1000000 | 1007103 |
|  Tyco Electronics Group SA, 5.00%, 05/09/2035 | 148000 | 149806 |
|  Waste Connections, Inc., 2.20%, 01/15/2032 | 176000 | 155380 |
| **Total Industrial** | **Total Industrial** | **5086628** |
| **TECHNOLOGY - 0.0%<sup>(i)</sup>** | **TECHNOLOGY - 0.0%<sup>(i)</sup>** | **TECHNOLOGY - 0.0%<sup>(i)</sup>** |
|  IBM International Capital Pte Ltd., 4.75%, 02/05/2031 | 363000 | **369517** |
| **UTILITIES - 0.5%** | **UTILITIES - 0.5%** | **UTILITIES - 0.5%** |
|  Abu Dhabi National Energy Co. PJSC, 2.00%, 04/29/2028 <sup>(a)</sup> | 200000 | 190695 |
|  Alfa Desarrollo SpA, 4.55%, 09/27/2051 <sup>(a)</sup> | 196896 | 158410 |
|  Algonquin Power & Utilities Corp., 5.37%, 06/15/2026 <sup>(c)</sup> | 340000 | 341604 |
|  AltaGas Ltd., 7.20% to 10/15/2034 then 5 yr. CMT Rate + 3.57%, 10/15/2054 <sup>(a)</sup> | 2225000 | 2306751 |
|  California Buyer Ltd. / Atlantica Sustainable Infrastructure PLC, 6.38%, 02/15/2032 <sup>(a)</sup> | 1900000 | 1903133 |
| Comision Federal de Electricidad | Comision Federal de Electricidad | Comision Federal de Electricidad |
| &nbsp;&nbsp; 4.69%, 05/15/2029 <sup>(a)</sup> | 400000 | 396234 |
| &nbsp;&nbsp; 6.45%, 01/24/2035 <sup>(a)</sup> | 1000000 | 1029802 |
|  Consorcio Transmantaro SA, 4.70%, 04/16/2034 <sup>(a)</sup> | 430000 | 427721 |
|  Enel Finance International NV, 5.13%, 06/26/2029 <sup>(a)</sup> | 1300000 | 1333156 |
|  Eskom Holdings, 6.35%, 08/10/2028 <sup>(a)</sup> | 200000 | 207128 |
|  Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/2033 <sup>(a)</sup> | 318750 | 328528 |
| **Total Utilities** | **Total Utilities** | **8623162** |
| **TOTAL FOREIGN CORPORATE BONDS** (Cost $122,148,400) | **TOTAL FOREIGN CORPORATE BONDS** (Cost $122,148,400) | **123899776** |
| **MUNICIPAL BONDS - 2.5%** | **MUNICIPAL BONDS - 2.5%** | **MUNICIPAL BONDS - 2.5%** |
| **ALASKA - 0.1%** | **ALASKA - 0.1%** | **ALASKA - 0.1%** |
|  City of Port Lions AK, 7.50%, 10/01/2052 | 1510000 | **1574430** |
| **Arizona - 0.3%** | **Arizona - 0.3%** | **Arizona - 0.3%** |
| Arizona Industrial Development Authority | Arizona Industrial Development Authority | Arizona Industrial Development Authority |
| &nbsp;&nbsp; 3.25%, 07/01/2031 (Obligor: KIPP NYC Public Charter Schools) | 650000 | 593423 |
| &nbsp;&nbsp; 4.94%, 10/01/2031 (Obligor: The Reinvestment Fund Inc) | 1000000 | 1010713 |
|  Salt River Project Agricultural Improvement & Power District, 4.84%, 01/01/2041 | 2500000 | 2456579 |
| **Total Arizona** | **Total Arizona** | **4060715** |
| **CALIFORNIA - 0.8%** | **CALIFORNIA - 0.8%** | **CALIFORNIA - 0.8%** |
|  Bay Area Toll Authority, 6.26%, 04/01/2049 | 150000 | 158239 |
| City & County of San Francisco CA | City & County of San Francisco CA | City & County of San Francisco CA |
| &nbsp;&nbsp; 3.70%, 06/15/2026 | 2500000 | 2501474 |
| &nbsp;&nbsp; 5.77%, 06/15/2045 | 2500000 | 2559615 |
| &nbsp;&nbsp; 5.45%, 06/15/2064 | 1000000 | 967854 |
|  City & County of San Francisco CA Community Facilities District No 2014-1, 3.48%, 09/01/2050 | 1000000 | 708968 |
| City of Los Angeles CA | City of Los Angeles CA | City of Los Angeles CA |
| &nbsp;&nbsp; 3.50%, 09/01/2037 | 315000 | 279756 |
| &nbsp;&nbsp; 4.80%, 09/01/2039 | 1000000 | 998535 |
| &nbsp;&nbsp; 5.00%, 09/01/2042 | 1000000 | 984411 |
|  City of Oakland CA, 5.79%, 07/15/2045 | 1000000 | 1003098 |
|  San Francisco City & County Public Utilities Commission Wastewater Revenue, 4.66%, 10/01/2027 | 1400000 | 1421554 |
|  San Jose Financing Authority, 4.66%, 05/01/2037 | 500000 | 491265 |
|  San Luis Obispo County Financing Authority, 5.57%, 09/01/2040 | 500000 | 519670 |
|  State of California, 7.35%, 11/01/2039 | 275000 | 321400 |
| **Total California** | **Total California** | **12915839** |
| **COLORADO - 0.0%<sup>(i)</sup>** | **COLORADO - 0.0%<sup>(i)</sup>** | **COLORADO - 0.0%<sup>(i)</sup>** |
|  Denver City & County Housing Authority, 4.13%, 06/01/2028 (Obligor: 4965 Washington Street Ll) | 750000 | **750713** |
| **CONNECTICUT - 0.1%** | **CONNECTICUT - 0.1%** | **CONNECTICUT - 0.1%** |
|  Connecticut Green Bank, 2.90%, 11/15/2035 (Obligor: Connecticut Light & Power Co. (The)) | 1000000 | **892251** |
| **HAWAII - 0.1%** | **HAWAII - 0.1%** | **HAWAII - 0.1%** |
|  City & County of Honolulu HI, 4.79%, 07/01/2032 | 1130000 | 1172503 |
|  State of Hawaii Department of Business Economic Development & Tourism, 3.24%, 01/01/2031 | 650632 | 641761 |
| **Total Hawaii** | **Total Hawaii** | **1814264** |
| **INDIANA - 0.0%<sup>(i)</sup>** | **INDIANA - 0.0%<sup>(i)</sup>** | **INDIANA - 0.0%<sup>(i)</sup>** |
|  City of Fort Wayne IN, 10.75%, 12/01/2029 (Obligor: Do Good Foods Fort Wayne Obligated Group) <sup>(b)</sup> | 234358 | 24 |
|  Indiana Finance Authority, 3.05%, 01/01/2051 (Obligor: East End Crossing Partners LLC) | 215000 | 156634 |
| **Total Indiana** | **Total Indiana** | **156658** |
| **MARYLAND - 0.1%** | **MARYLAND - 0.1%** | **MARYLAND - 0.1%** |
| Maryland Economic Development Corp. | Maryland Economic Development Corp. | Maryland Economic Development Corp. |
| &nbsp;&nbsp; 5.43%, 05/31/2056 | 915000 | 878702 |
| &nbsp;&nbsp; 5.94%, 05/31/2057 (Obligor: University of Maryland) | 1000000 | 1003986 |
|  Montgomery County Housing Opportunities Commission, 5.42%, 12/01/2044 | 500000 | 486481 |
| **Total Maryland** | **Total Maryland** | **2369169** |
| **MINNESOTA - 0.1%** | **MINNESOTA - 0.1%** | **MINNESOTA - 0.1%** |
|  Minnesota Housing Finance Agency, 5.95%, 08/01/2054 | 750000 | 750915 |
|  University of Minnesota, 4.05%, 04/01/2052 | 380000 | 305930 |
| **Total Minnesota** | **Total Minnesota** | **1056845** |
| **NEW HAMPSHIRE - 0.2%** | **NEW HAMPSHIRE - 0.2%** | **NEW HAMPSHIRE - 0.2%** |
| New Hampshire Business Finance Authority | New Hampshire Business Finance Authority | New Hampshire Business Finance Authority |
| &nbsp;&nbsp; 4.08%, 02/01/2029 (Obligor: Hanwha Q Cells USA, Inc.) <sup>(a)(d)</sup> | 1750000 | 1750000 |
| &nbsp;&nbsp; 5.69%, 11/01/2045 (Obligor: Abilene Christian University) | 750000 | 744099 |
| **Total New Hampshire** | **Total New Hampshire** | **2494099** |
| **NEW JERSEY - 0.0%<sup>(i)</sup>** | **NEW JERSEY - 0.0%<sup>(i)</sup>** | **NEW JERSEY - 0.0%<sup>(i)</sup>** |
|  Morris County Improvement Authority, 1.05%, 06/15/2026 | 200000 | 197674 |
|  New Jersey Turnpike Authority, 7.41%, 01/01/2040 | 300000 | 359563 |
| **New Jersey** | **New Jersey** | **557237** |
| **NEW YORK - 0.4%** | **NEW YORK - 0.4%** | **NEW YORK - 0.4%** |
| City of New York NY | City of New York NY | City of New York NY |
| &nbsp;&nbsp; 5.09%, 10/01/2049 | 750000 | 705608 |
| &nbsp;&nbsp; 5.39%, 10/01/2055 | 705000 | 681253 |
|  Freddie Mac Multifamily ML Certificates, 4.05%, 08/25/2038 | 966458 | 921975 |
|  Freddie Mac Multifamily Variable Rate Certificate, 3.15%, 10/15/2036 | 974430 | 871919 |
| New York City Housing Development Corp. | New York City Housing Development Corp. | New York City Housing Development Corp. |
| &nbsp;&nbsp; 4.27%, 02/01/2030 | 250000 | 251679 |
| &nbsp;&nbsp; 5.88%, 08/01/2045 (Obligor: Bay View Pact Llc) | 1200000 | 1206695 |
| &nbsp;&nbsp; 5.88%, 02/01/2055 | 1000000 | 994517 |
|  New York State Energy Research & Development Authority, 6.22%, 04/01/2040 | 600000 | 618354 |
|  United Nations Development Corp., 6.54%, 08/01/2055 | 450000 | 480181 |
| **Total Total New York** | **Total Total New York** | **6732181** |
| **OHIO - 0.1%** | **OHIO - 0.1%** | **OHIO - 0.1%** |
|  Columbus Metropolitan Housing Authority, 5.05%, 04/01/2030 | 500000 | 507063 |
|  Toledo Lucas County Public Library, 4.75%, 12/01/2033 | 325000 | 336887 |
|  Toledo-Lucas County Port Authority, 5.85%, 11/15/2049 | 1000000 | 978006 |
| **Total Ohio** | **Total Ohio** | **1821956** |
| **OREGON - 0.1%** | **OREGON - 0.1%** | **OREGON - 0.1%** |
|  State of Oregon, 5.83%, 05/01/2045 | 1000000 | **1047230** |
| **PENNSYLVANIA - 0.1%** | **PENNSYLVANIA - 0.1%** | **PENNSYLVANIA - 0.1%** |
|  Redevelopment Authority of the City of Philadelphia, 5.23%, 09/01/2040 | 1000000 | **1006887** |
| **SOUTH DAKOTA - 0.0%<sup>(i)</sup>** | **SOUTH DAKOTA - 0.0%<sup>(i)</sup>** | **SOUTH DAKOTA - 0.0%<sup>(i)</sup>** |
|  South Dakota Housing Development Authority, 5.46%, 05/01/2053 | 220000 | **224253** |
| **WISCONSIN - 0.0%<sup>(i)</sup>** | **WISCONSIN - 0.0%<sup>(i)</sup>** | **WISCONSIN - 0.0%<sup>(i)</sup>** |
|  Public Finance Authority, 5.29%, 07/01/2029 (Obligor: BlueHub Loan Fund, Inc.) | 550000 | 556547 |
| **TOTAL MUNICIPAL BONDS** (Cost $40,350,877) | **TOTAL MUNICIPAL BONDS** (Cost $40,350,877) | **40031274** |
| **FOREIGN GOVERNMENT AGENCIES - 1.5%** | **FOREIGN GOVERNMENT AGENCIES - 1.5%** | **FOREIGN GOVERNMENT AGENCIES - 1.5%** |
| **CANADA –-0.9%** | **CANADA –-0.9%** | **CANADA –-0.9%** |
| Export Development Canada | Export Development Canada | Export Development Canada |
| &nbsp;&nbsp; 3.88%, 02/14/2028 | 1800000 | 1810311 |
| &nbsp;&nbsp; 4.00%, 06/20/2030 | 4075000 | 4113188 |
| &nbsp;&nbsp; 4.75%, 06/05/2034 | 1000000 | 1043659 |
|  Province of British Columbia Canada, 4.20%, 07/06/2033 | 260000 | 258081 |
| Province of Ontario Canada | Province of Ontario Canada | Province of Ontario Canada |
| &nbsp;&nbsp; 1.13%, 10/07/2030 | 2500000 | 2200520 |
| &nbsp;&nbsp; 5.05%, 04/24/2034 | 1000000 | 1045777 |
| Province of Quebec Canada | Province of Quebec Canada | Province of Quebec Canada |
| &nbsp;&nbsp; 2.75%, 04/12/2027 | 1000000 | 987883 |
| &nbsp;&nbsp; 1.90%, 04/21/2031 | 1000000 | 899493 |
| &nbsp;&nbsp; 4.50%, 09/08/2033 | 1000000 | 1012290 |
| &nbsp;&nbsp; 4.25%, 09/05/2034 | 2000000 | 1975015 |
| **Total Canada** | **Total Canada** | **15346217** |
| **FRANCE - 0.1%** | **FRANCE - 0.1%** | **FRANCE - 0.1%** |
|  Caisse d'Amortissement de la Dette Sociale, 4.88%, 09/19/2026 <sup>(a)</sup> | 1000000 | **1007180** |
| **HONDURAS - 0.1%** | **HONDURAS - 0.1%** | **HONDURAS - 0.1%** |
|  Central American Bank for Economic Integration, 4.75%, 01/24/2028 <sup>(a)</sup> | 1000000 | **1016475** |
| **ITALY - 0.0%<sup>(i)</sup>** | **ITALY - 0.0%<sup>(i)</sup>** | **ITALY - 0.0%<sup>(i)</sup>** |
| Cassa Depositi e Prestiti SpA | Cassa Depositi e Prestiti SpA | Cassa Depositi e Prestiti SpA |
| &nbsp;&nbsp; 5.88%, 04/30/2029 <sup>(a)</sup> | 200000 | 210707 |
| &nbsp;&nbsp; 4.38%, 10/01/2030 <sup>(a)</sup> | 200000 | 200046 |
| **Total Italy** | **Total Italy** | **410753** |
| **JAPAN - 0.1%** | **JAPAN - 0.1%** | **JAPAN - 0.1%** |
|  Japan Bank for International Cooperation, 4.38%, 10/05/2027 | 1000000 | 1011395 |
|  Japan International Cooperation Agency, 4.25%, 05/22/2030 | 470000 | 475766 |
| **Total Japan** | **Total Japan** | **1487161** |
| **NETHERLANDS - 0.2%** | **NETHERLANDS - 0.2%** | **NETHERLANDS - 0.2%** |
|  BNG Bank NV, 3.50%, 05/19/2028 <sup>(a)</sup> | 1000000 | 996606 |
| Nederlandse Waterschapsbank NV | Nederlandse Waterschapsbank NV | Nederlandse Waterschapsbank NV |
| &nbsp;&nbsp; 4.00%, 06/01/2028 <sup>(a)</sup> | 1500000 | 1511627 |
| &nbsp;&nbsp; 4.38%, 02/28/2029 <sup>(a)</sup> | 1000000 | 1019910 |
| **Total Netherlands** | **Total Netherlands** | **3528143** |
| **SAUDI ARABIA - 0.1%** | **SAUDI ARABIA - 0.1%** | **SAUDI ARABIA - 0.1%** |
|  Arab Energy Fund, 5.43%, 05/02/2029 <sup>(l)</sup> | 1695000 | **1751845** |
| **SOUTH KOREA - 0.0%<sup>(i)</sup>** | **SOUTH KOREA - 0.0%<sup>(i)</sup>** | **SOUTH KOREA - 0.0%<sup>(i)</sup>** |
| Korea National Oil Corp. | Korea National Oil Corp. | Korea National Oil Corp. |
| &nbsp;&nbsp; 4.75%, 04/03/2026 <sup>(a)</sup> | 200000 | 200322 |
| &nbsp;&nbsp; 4.88%, 04/03/2028 <sup>(a)</sup> | 205000 | 209009 |
| **Total South Korea** | **Total South Korea** | **409331** |
| **TOTAL FOREIGN GOVERNMENT AGENCIES** (Cost $24,776,615) | **TOTAL FOREIGN GOVERNMENT AGENCIES** (Cost $24,776,615) | **24957105** |
| **FOREIGN GOVERNMENT OBLIGATIONS - 1.0%** | **FOREIGN GOVERNMENT OBLIGATIONS - 1.0%** | **FOREIGN GOVERNMENT OBLIGATIONS - 1.0%** |
| **BERMUDA - 0.0%<sup>(i)</sup>** | **BERMUDA - 0.0%<sup>(i)</sup>** | **BERMUDA - 0.0%<sup>(i)</sup>** |
|  Bermuda Government International Bond, 2.38%, 08/20/2030 <sup>(a)</sup> | 200000 | **181200** |
| **BRAZIL - 0.1%** | **BRAZIL - 0.1%** | **BRAZIL - 0.1%** |
|  Brazilian Government International Bond, 5.50%, 02/04/2033 | 1000000 | **985700** |
| **CANADA - 0.2%** | **CANADA - 0.2%** | **CANADA - 0.2%** |
|  Canada Government International Bond, 4.00%, 03/18/2030 | 1000000 | 1010428 |
|  CDP Financial, Inc., 1.00%, 05/26/2026 <sup>(a)</sup> | 1000000 | 989123 |
|  OMERS Finance Trust, 4.00%, 04/19/2052 <sup>(a)</sup> | 1000000 | 766057 |
| **Total Canada** | **Total Canada** | **2765608** |
| **HUNGARY - 0.0%<sup>(i)</sup>** | **HUNGARY - 0.0%<sup>(i)</sup>** | **HUNGARY - 0.0%<sup>(i)</sup>** |
|  Hungary Government International Bond, 5.38%, 09/26/2030 <sup>(a)</sup> | 460000 | **472400** |
| **INDONESIA - 0.1%** | **INDONESIA - 0.1%** | **INDONESIA - 0.1%** |
| Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond |
| &nbsp;&nbsp; 3.50%, 01/11/2028 | 280000 | 277358 |
| &nbsp;&nbsp; 5.60%, 01/15/2035 | 1090000 | 1151522 |
| **Total Indonesia** | **Total Indonesia** | **1428880** |
| **ISRAEL - 0.1%** | **ISRAEL - 0.1%** | **ISRAEL - 0.1%** |
|  Israel Government International Bond, 5.38%, 02/19/2030 | 917000 | **948470** |
| **ITALY - 0.1%** | **ITALY - 0.1%** | **ITALY - 0.1%** |
| Republic of Italy Government International Bond | Republic of Italy Government International Bond | Republic of Italy Government International Bond |
| &nbsp;&nbsp; 4.00%, 10/17/2049 | 1000000 | 765484 |
| &nbsp;&nbsp; 3.88%, 05/06/2051 | 200000 | 146808 |
| **Total Italy** | **Total Italy** | **912292** |
| **MEXICO - 0.1%** | **MEXICO - 0.1%** | **MEXICO - 0.1%** |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| &nbsp;&nbsp; 5.38%, 03/22/2033 | 200000 | 198200 |
| &nbsp;&nbsp; 6.00%, 05/07/2036 | 461000 | 466993 |
| &nbsp;&nbsp; 6.88%, 05/13/2037 | 933000 | 995511 |
| &nbsp;&nbsp; 6.63%, 01/29/2038 | 200000 | 208700 |
| &nbsp;&nbsp; 4.28%, 08/14/2041 | 260000 | 208780 |
| **Total Mexico** | **Total Mexico** | **2078184** |
| **OMAN - 0.0%<sup>(i)</sup>** | **OMAN - 0.0%<sup>(i)</sup>** | **OMAN - 0.0%<sup>(i)</sup>** |
|  Oman Government International Bond, 4.75%, 06/15/2026 <sup>(a)</sup> | 815000 | **815341** |
| **PANAMA - 0.0%<sup>(i)</sup>** | **PANAMA - 0.0%<sup>(i)</sup>** | **PANAMA - 0.0%<sup>(i)</sup>** |
|  Panama Government International Bond, 6.70%, 01/26/2036 | 100000 | **107460** |
| **PERU - 0.0%<sup>(i)</sup>** | **PERU - 0.0%<sup>(i)</sup>** | **PERU - 0.0%<sup>(i)</sup>** |
|  Peruvian Government International Bond, 2.78%, 01/23/2031 | 107000 | **98659** |
| **POLAND - 0.0%<sup>(i)</sup>** | **POLAND - 0.0%<sup>(i)</sup>** | **POLAND - 0.0%<sup>(i)</sup>** |
|  Republic of Poland Government International Bond, 5.38%, 02/12/2035 | 715000 | **741204** |
| **ROMANIA - 0.1%** | **ROMANIA - 0.1%** | **ROMANIA - 0.1%** |
|  Romanian Government International Bond, 5.75%, 09/16/2030 <sup>(a)</sup> | 1770000 | **1825728** |
| **SAUDI ARABIA - 0.0%<sup>(i)</sup>** | **SAUDI ARABIA - 0.0%<sup>(i)</sup>** | **SAUDI ARABIA - 0.0%<sup>(i)</sup>** |
|  Saudi Government International Bond, 5.13%, 01/13/2028 <sup>(a)</sup> | 755000 | **771031** |
| **SERBIA - 0.1%** | **SERBIA - 0.1%** | **SERBIA - 0.1%** |
| Serbia International Bond | Serbia International Bond | Serbia International Bond |
| &nbsp;&nbsp; 2.13%, 12/01/2030 <sup>(a)</sup> | 370000 | 323061 |
| &nbsp;&nbsp; 6.00%, 06/12/2034 <sup>(a)</sup> | 850000 | 878762 |
| **Total Serbia** | **Total Serbia** | **1201823** |
| **SOUTH KOREA - 0.1%** | **SOUTH KOREA - 0.1%** | **SOUTH KOREA - 0.1%** |
|  Korea Electric Power Corp., 4.13%, 11/12/2030 <sup>(a)</sup> | 1000000 | 996654 |
| **TOTAL FOREIGN GOVERNMENT OBLIGATIONS** (Cost $16,444,316) | **TOTAL FOREIGN GOVERNMENT OBLIGATIONS** (Cost $16,444,316) | **16330634** |
| **SUPRANATIONAL BONDS - 1.0%** | **SUPRANATIONAL BONDS - 1.0%** | **SUPRANATIONAL BONDS - 1.0%** |
| African Development Bank | African Development Bank | African Development Bank |
| &nbsp;&nbsp; 4.13%, 02/25/2027 | 1000000 | 1005243 |
| &nbsp;&nbsp; 3.50%, 09/18/2029 | 1000000 | 993671 |
|  Asian Development Bank, 3.13%, 09/26/2028 | 1500000 | 1481566 |
|  Asian Infrastructure Investment Bank (The), 4.88%, 09/14/2026 | 1000000 | 1008030 |
|  Corp. Andina de Fomento, 5.00%, 01/24/2029 | 365000 | 375948 |
| European Investment Bank | European Investment Bank | European Investment Bank |
| &nbsp;&nbsp; 2.38%, 05/24/2027 | 1000000 | 983825 |
| &nbsp;&nbsp; 0.63%, 10/21/2027 | 700000 | 664612 |
| &nbsp;&nbsp; 3.25%, 11/15/2027 | 1110000 | 1104467 |
| &nbsp;&nbsp; 0.75%, 09/23/2030 | 1000000 | 870684 |
|  Inter-American Development Bank, 1.13%, 07/20/2028 | 383000 | 360179 |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development | International Bank for Reconstruction & Development |
| &nbsp;&nbsp; 0.00%, 03/31/2027 <sup>(g)</sup> | 1000000 | 952794 |
| &nbsp;&nbsp; 0.75%, 11/24/2027 | 345000 | 327466 |
| &nbsp;&nbsp; 0.00% (N/A), 03/31/2028 <sup>(d)</sup> | 1000000 | 990830 |
| &nbsp;&nbsp; 1.09%, 03/31/2032 <sup>(c)</sup> | 2500000 | 2502907 |
|  International Finance Facility for Immunisation Co., 1.00%, 04/21/2026 <sup>(l)</sup> | 1000000 | 991552 |
|  Kreditanstalt fuer Wiederaufbau, 0.75%, 09/30/2030 | 1000000 | 872245 |
|  OPEC Fund for International Development (The), 4.50%, 01/26/2026 <sup>(a)</sup> | 1000000 | 1000224 |
| **TOTAL SUPRANATIONAL BONDS** (Cost $16,723,147) | **TOTAL SUPRANATIONAL BONDS** (Cost $16,723,147) | **16486243** |
| **BANK LOANS - 0.1%** | **BANK LOANS - 0.1%** | **BANK LOANS - 0.1%** |
| **UTILITIES - 0.1%** | **UTILITIES - 0.1%** | **UTILITIES - 0.1%** |
|  Constellation Renewables LLC, Senior Secured First Lien, 5.82% (3 mo. SOFR US + 2.00%), 12/15/2027 (Cost $792,661) | 795593 | **797916** |
| **Investments** | **Shares** | **Value** |
| **EXCHANGE-TRADED FUNDS - 11.0%** | **EXCHANGE-TRADED FUNDS - 11.0%** | **EXCHANGE-TRADED FUNDS - 11.0%** |
| iShares 10-20 Year Treasury Bond ETF | 467762 | 47557363 |
| iShares Core U.S. Aggregate Bond ETF | 1292347 | 129079618 |
| **TOTAL EXCHANGE-TRADED FUNDS** (Cost $174,062,982) | **TOTAL EXCHANGE-TRADED FUNDS** (Cost $174,062,982) | **176636981** |
| **PREFERRED STOCKS - 0.1%** | **PREFERRED STOCKS - 0.1%** | **PREFERRED STOCKS - 0.1%** |
| **FINANCIAL - 0.1%** | **FINANCIAL - 0.1%** |  |
|  Gladstone Investment Corp., 4.88%, 11/01/2028 <sup>(m)</sup> (Cost $1,830,000) | 73200 | **1746552** |
| **SHORT-TERM INVESTMENTS - 0.7%** | **SHORT-TERM INVESTMENTS - 0.7%** | **SHORT-TERM INVESTMENTS - 0.7%** |
| BlackRock Liquidity FedFund - Institutional Class, 3.65% <sup>(n)</sup> (Cost $11,886,448) | 11886448 | **11886448** |
| **TOTAL INVESTMENTS - 99.4% (**Cost $1,615,819,976**)** | **TOTAL INVESTMENTS - 99.4% (**Cost $1,615,819,976**)** | $**1603395439** |
| **OTHER ASSETS AND LIABILITIES, NET** - 0.6% | **OTHER ASSETS AND LIABILITIES, NET** - 0.6% | **9979873** |
| **NET ASSETS - 100.0%** |  | $**1613375312** |

---

---

| | |
|:---|:---|
| (a) | *Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional investors. As of December 31, 2025, the value of these securities total $434,934,236 or 27.0% of the Fund's net assets.* |
| (b) | *Issuer is currently in default.* |
| (c) | *Step coupon bond. Coupon rate increases or decreases in increments to maturity. The rate disclosed is as of December 31, 2025. Maturity date shown is the final maturity.* |
| (d) | *Adjustable or floating rate security. Rate shown reflects rate in effect at period-end. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.* |
| (e) | *Securities referencing LIBOR are expected to transition to an alternative reference rate by the security's next scheduled coupon reset date.* |
| (f) | *Interest only security.* |
| (g) | *Zero coupon bonds make no periodic interest payments.* |
| (h) | *A portion of this security is pledged as collateral for open derivatives positions. As of December 31, 2025, the value of these securities was $481,184, representing 0.0% of net assets.* |
| (i) | *Represents less than 0.05% of net assets.* |
| (j) | *Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope. Interest rate may also be subject to a cap or floor.* |
| (k) | *This security accrues interest which is added to the outstanding principal balance. The interest payment will be deferred until all other tranches in the structure are paid off. The rate disclosed is as of December 31, 2025.* |
| (l) | *Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Such a security cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption registration. The security has been deemed liquid under guidelines approved by the Fund's Board of Trustees. As of December 31, 2025, the value of these securities total $2,743,397 or 0.2% of the Fund's net assets.* |
| (m) | *Non-income producing security.* |
| (n) | *The rate shown represents the 7-day annualized effective yield as of December 31, 2025.* |
| *AMERIBOR* | *American Interbank Offered Rate* |
| *ASA* | *Advanced Subscription Agreement* |
| *CLO* | *Collateralized Loan Obligation* |
| *CMT* | *Constant Maturity Treasury Rate* |
| *ETF* | *Exchange-Traded Fund* |
| *LIBOR* | *London Interbank Offered Rate* |
| *REIT* | *Real Estate Investment Trust* |
| *SOFR* | *Secured Overnight Financing Rate* |
| *STRIP* | *Separate Trading of Registered Interest and Principal* |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures contracts open at December 31, 2025:** | **Futures contracts open at December 31, 2025:** | **Futures contracts open at December 31, 2025:** | **Futures contracts open at December 31, 2025:** | **Futures contracts open at December 31, 2025:** | |
| **Description** | **Type** | **Contracts** | **Expiration Date** | **Notional Amount** | **Total Unrealized Appreciation (Depreciation)** |
| **CONTRACTS PURCHASED - 6.3%** | **CONTRACTS PURCHASED - 6.3%** | **CONTRACTS PURCHASED - 6.3%** | **CONTRACTS PURCHASED - 6.3%** | **CONTRACTS PURCHASED - 6.3%** | **CONTRACTS PURCHASED - 6.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra 10 Year Notes | Long | 122000 | 03/20/2026 | $14031906 | $(48511) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 10 Year Notes | Long | 145000 | 03/20/2026 | 16303438 | 503 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 2 Year Notes | Long | 330000 | 03/31/2026 | 34450195 | 6841 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury 5 Year Notes | Long | 330000 | 03/31/2026 | 36070547 | (96774) |
|  |  |  |  | $100856086 | $(137941) |
| **CONTRACTS SOLD - (0.3)%** | **CONTRACTS SOLD - (0.3)%** | **CONTRACTS SOLD - (0.3)%** | **CONTRACTS SOLD - (0.3)%** | **CONTRACTS SOLD - (0.3)%** | **CONTRACTS SOLD - (0.3)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Long Bonds | Long | (6000) | 03/20/2026 | $(693562) | $12179 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Ultra Bonds | Long | (38000) | 03/20/2026 | (4484000) | (8371) |
|  |  |  |  | $(5177562) | $3808 |
|  |  |  |  | $95678524 | $(134133) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Swap contracts open at December 31, 2025:** | **Swap contracts open at December 31, 2025:** | **Swap contracts open at December 31, 2025:** | **Swap contracts open at December 31, 2025:** | **Swap contracts open at December 31, 2025:** | **Swap contracts open at December 31, 2025:** | **Swap contracts open at December 31, 2025:** | **Swap contracts open at December 31, 2025:** | **Swap contracts open at December 31, 2025:** |
| **Centrally Cleared Credit Default Swap Agreements**<br> ****  | **Centrally Cleared Credit Default Swap Agreements**<br> ****  | **Centrally Cleared Credit Default Swap Agreements**<br> ****  | **Centrally Cleared Credit Default Swap Agreements**<br> ****  | **Centrally Cleared Credit Default Swap Agreements**<br> ****  | **Centrally Cleared Credit Default Swap Agreements**<br> ****  | **Centrally Cleared Credit Default Swap Agreements**<br> ****  | **Centrally Cleared Credit Default Swap Agreements**<br> ****  | **Centrally Cleared Credit Default Swap Agreements**<br> ****  |
| **Reference Obligations/Index** | **Financing Rate** <br> **Received (Paid)** <br> **by the Fund** | **Payment Frequency** | **Credit Spread at**<br> **December 31, 2025**<br> **(basis points)** | **Termination Date** | **Notional Amount** <br> (000s) | **Value** | **Upfront Premiums** <br> **Paid (Received)** | **Unrealized** <br> **Appreciation**<br> (Depreciation) |
| CDX.NA.IG.45.V1 | 1.000% | Quarterly | 39.830 | 12/20/2030 | $6613 | $149743 | $147740 | $2003 |

---

**Centrally Cleared Interest Rate Swap Agreements**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Payments Made by the Fund** | **Payment Frequency** | **Termination Date** | **Notional Amount** <br> (000s) | **Notional Amount** <br> (000s) | **Value** | **Value** | **Upfront Premiums** <br> **Paid (Received)** | **Upfront Premiums** <br> **Paid (Received)** | **Unrealized** <br> **Appreciation**<br> (Depreciation) |
| 4.699%<br> 12M SOFR<sup>(a)</sup> | Monthly | 09/25/2026 | $| 515 | $| (4271) | $| 23 | $(4294) |
| (a)&nbsp;&nbsp;&nbsp;&nbsp; The current rate shown as of December 26, 2025 was 3.76%. | (a)&nbsp;&nbsp;&nbsp;&nbsp; The current rate shown as of December 26, 2025 was 3.76%. | (a)&nbsp;&nbsp;&nbsp;&nbsp; The current rate shown as of December 26, 2025 was 3.76%. | (a)&nbsp;&nbsp;&nbsp;&nbsp; The current rate shown as of December 26, 2025 was 3.76%. | (a)&nbsp;&nbsp;&nbsp;&nbsp; The current rate shown as of December 26, 2025 was 3.76%. | (a)&nbsp;&nbsp;&nbsp;&nbsp; The current rate shown as of December 26, 2025 was 3.76%. | (a)&nbsp;&nbsp;&nbsp;&nbsp; The current rate shown as of December 26, 2025 was 3.76%. | (a)&nbsp;&nbsp;&nbsp;&nbsp; The current rate shown as of December 26, 2025 was 3.76%. | (a)&nbsp;&nbsp;&nbsp;&nbsp; The current rate shown as of December 26, 2025 was 3.76%. |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: | The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of December 31, 2025: |
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| **Assets:** |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Corporate Bonds | $– | $370117511 | $– | $370117511 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Agencies | – | 285544495 | – | 285544495 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 231869766 | – | 231869766 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Government Obligations | – | 177661891 | – | 177661891 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Commercial Mortgage-Backed Securities | – | 125428847 | – | 125428847 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Corporate Bonds | – | 123899776 | – | 123899776 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | – | 40031274 | – | 40031274 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Agencies | – | 24957105 | – | 24957105 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations | – | 16330634 | – | 16330634 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Supranational Bonds | – | 16486243 | – | 16486243 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Bank Loans | – | 797916 | – | 797916 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Exchange-Traded Funds | 176636981 | – | – | 176636981 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Preferred Stocks | 1746552 | – | – | 1746552 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 11886448 | – | – | 11886448 |
| **Total Investments**\* | $190269981 | $1413125458 | $– | $1603395439 |
| **Other Financial Instruments\*\*:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts | $19523 | $– | $– | $19523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swap Agreements | – | 2003 | – | 2003 |
| **Total - Other Financial Instruments** | $19523 | $2003 | $– | $21526 |
| **Liabilities:** |  |  |  |  |
| **Other Financial Instruments\*\*:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts | $(153656) | $– | $– | $(153656) |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swap Agreements | – | (4294) | – | (4294) |
| **Total - Other Financial Instruments** | $(153656) | $(4294) | $– | $(157950) |
| *\* See Schedule of Investments for additional detailed categorizations.* | *\* See Schedule of Investments for additional detailed categorizations.* | *\* See Schedule of Investments for additional detailed categorizations.* | *\* See Schedule of Investments for additional detailed categorizations.* | *\* See Schedule of Investments for additional detailed categorizations.* |
| *\*\* Futures Contracts and Swap Contracts are valued at the unrealized appreciation (depreciation) of the instrument.* | *\*\* Futures Contracts and Swap Contracts are valued at the unrealized appreciation (depreciation) of the instrument.* | *\*\* Futures Contracts and Swap Contracts are valued at the unrealized appreciation (depreciation) of the instrument.* | *\*\* Futures Contracts and Swap Contracts are valued at the unrealized appreciation (depreciation) of the instrument.* | *\*\* Futures Contracts and Swap Contracts are valued at the unrealized appreciation (depreciation) of the instrument.* |

---

------

#### PFM Multi-Manager Series Trust

#### Notes to Schedule of Investments (unaudited)

#### December 31, 2025

#### Organization
PFM Multi-Manager Series Trust (Trust) was organized as a Delaware statutory trust on December 21, 2016, and is registered under the Investment Company Act of 1940, as amended (1940 Act), as an open-end management investment company. The Trust offers the following series: First American Multi-Manager Domestic Equity Fund (Domestic Equity Fund), First American Multi-Manager International Equity Fund (International Equity Fund) and First American Multi-Manager Fixed-Income Fund (Fixed-Income Fund) (each a Fund and, collectively, the Funds). Each Fund consists of Institutional Class, Advisor Class and Class R shares. As of December 31, 2025, only the Institutional Class has commenced operations. The Funds are diversified for the purposes of the 1940 Act.

The Domestic Equity Fund seeks to provide long-term capital appreciation. The International Equity Fund seeks to provide long-term capital appreciation. The Fixed-Income Fund seeks to maximize total return (capital appreciation and income) consistent with reasonable risk.

#### Investment Valuation
The Funds value their assets and liabilities at fair value using a fair value hierarchy consisting of three broad levels that prioritize the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable. The categorization of a value determined for an investment within the hierarchy is based upon the pricing transparency of the investment and is not necessarily an indication of the risk associated with investing in it.

The three levels of the fair value hierarchy are as follows:

---

| | |
|:---|:---|
| **Level 1** – | Quoted prices in active markets for identical assets or liabilities. |

---

---

| | |
|:---|:---|
| **Level 2** – | Inputs, other than quoted prices included in Level 1, that are observable either directly or indirectly,<br> including quoted prices for similar investments based on interest rates, credit risk and like factors.<br> Securities traded primarily in non-U.S. markets which are fair valued are generally categorized as Level 2<br> in the hierarchy. |

---

---

| | |
|:---|:---|
| **Level 3** – | Inputs that are unobservable and significant to the entire fair value measurement, including the Fund's own<br> assumptions for determining fair value. |

---

The value of each Fund's investments according to the fair value hierarchy as of December 31, 2025, is disclosed in each Fund's respective Schedule of Investments.

The Funds' investments in financial instruments are carried at fair value daily. Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants on the measurement date. The Funds calculate the net asset value (NAV) per share as of 4:00 p.m. Eastern time each day the New York Stock Exchange (NYSE) is open for trading. Under compliance policies and procedures approved by the Trust's Board of Trustees (Board), the Board has designated the Adviser, U.S. Bancorp Asset Management, Inc. (USBAM or, the Adviser), as the Funds' valuation designee under Rule 2a-5 of the 1940 Act and as such the Adviser performs day-to-day valuation of investments held by the Funds, subject to oversight of the Board. The Adviser has established a Valuation Committee (VC) to serve as its formal oversight body for the valuation of each Fund's portfolio holdings in accordance with policies and procedures adopted by the Board. The VC provides administration and oversight of the Funds' valuation policy and the Adviser's valuation procedures. Among other things, these procedures allow the Adviser to utilize independent pricing services, quotations from securities and financial instrument dealers, and other market sources to determine fair value. Portfolio securities that are primarily traded on a foreign securities exchange are generally valued at the U.S. dollar equivalent of the preceding closing values for the securities on their exchanges. If an investment is valued in a currency other than U.S. dollars, its value shall be converted into U.S. dollars at the mean of the last available bid and offer prices of such currencies against U.S. dollars quoted on a valuation date by any recognized dealer. In determining whether market quotations are reliable or readily available, various factors are taken into consideration, such as market closures or suspension of trading in a security. The Adviser may use fair value pricing more frequently for securities traded primarily in non-U.S. markets because, among other things, most foreign markets close well before the Funds value their securities, generally as of 4:00 p.m. Eastern time. The earlier close of these foreign markets gives rise to the possibility that significant events, including broad market moves, government actions or pronouncements, after-market trading, or news events may have occurred in the interim. To account for this, the Adviser may value foreign securities using fair value prices based on third-party vendor modeling tools.

#### Equity Securities
Equity securities, including restricted securities and preferred stocks, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third-party pricing vendor on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. Utilizing these techniques may result in transfers between Level 1 and Level 2. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy. Rights and warrants are valued at the last reported sale price obtained from independent pricing services or brokers on the valuation date. If no price is obtained from pricing services or brokers, valuation will be based upon the intrinsic value pursuant to the valuation policy and procedures approved by the Board.

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

#### Debt Securities
Debt securities, including restricted securities, are valued based on evaluated prices received from third-party pricing vendors or from brokers who make markets in such securities. Corporate bonds, foreign government and government agency obligations, municipal securities and U.S. government and government agency obligations are valued by pricing vendors 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 and U.S. government agency mortgage securities are valued by pricing vendors 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 vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

#### Futures Contracts
The Funds use exchange-traded futures contracts to a limited extent with the objective of using uninvested cash to gain exposure to certain equity and fixed income markets, maintain liquidity, and minimize transaction costs. Futures contracts are valued at their quoted daily settlement prices and are categorized as Level 1 in the hierarchy. Fluctuations in the value of the contracts are recorded as an asset (liability).

Upon entering into a futures contract, a Fund deposits and maintains as collateral such initial margin as required by the exchange on which the transaction is affected. Pursuant to the contract, the Fund agrees to receive from or pay to the broker an amount of cash equal to the daily fluctuation in value of the contract. Such receipts or payments are known as variation margin and are recorded by the Fund as unrealized appreciation or depreciation. When the contract is closed, the Fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

#### Forward Foreign Currency Exchange Contracts

The Funds use forward foreign currency exchange contracts to a limited extent with the objective of hedging against adverse movements in the foreign currencies in which portfolio securities are denominated. Forward foreign currency exchange contracts are marked-to-market daily using third-party pricing vendors who utilize matrix pricing which considers the terms of the contract, including notional amount and contract maturity, and other inputs including currency exchange rates, or counterparty-supplied prices. When independent prices are unavailable or unreliable, forward foreign currency exchange contracts may be valued utilizing pricing methodologies which consider similar factors that would be used by third-party vendors. Changes in value, if any, are recorded as unrealized appreciation or depreciation until the contract is exercised or expires. A Fund will realize a gain or loss when the forward foreign currency exchange contract is closed or expires. Foreign currency exchange contracts are generally categorized as Level 2 in the hierarchy.

#### Swap Contracts
Swap contracts are marked-to-market daily using third-party pricing vendor quotations, or counterparty or clearinghouse prices, and the change in value, if any, is recorded as an unrealized gain or loss. Interest rate swaps are valued by pricing vendors who utilize matrix pricing which considers a discounted cash flow model based on the terms of the contract, including the notional amount and contract maturity, and multiple inputs, including, where applicable, yield curves, prepayment rates, and currency exchange rates, or by counterparty or clearinghouse-supplied prices. Interest rate swaps are generally categorized in Level 2 of the fair value hierarchy. Credit default swaps are valued by pricing vendors who utilize matrix pricing which considers the terms of the contract, including the notional amount and contract maturity, and multiple inputs including yield curves, recovery rates, and credit spreads, or by counterparty or clearinghouse-supplied prices. Credit default swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Upon entering into a swap contract, the Fund is required to satisfy an initial margin requirement by delivering cash or securities to the counterparty, or in some cases, segregated in a triparty account on behalf of the counterparty, which can be adjusted by any mark-to-market gains or losses pursuant to the contract. For centrally cleared swaps, the daily change in valuation, if any, is recorded as a receivable or payable for variation margin.

For additional information on the Funds' policy regarding valuation of investments and other significant accounting policies, please refer to the Funds' most recent semi-annual or annual shareholder report.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PFM Multi-Manager Series Trust

- **b. Investment Company Act file number:** 811-23282

- **c. CIK number of Registrant:** 0001696729

- **d. LEI of Registrant:** 549300DFOM6D3CO0F144

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

  - **Street Address 1:** 213 Market Street

  - **City:** Harrisburg

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 17101

  - **Telephone number:** 1-800-527-5412

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

- **a. Name of Series:** First American Multi-Manager Fixed-Income Fund

- **b. EDGAR series identifier (if any):** S000059562

- **c. LEI of Series:** 54930080QOBHRQ56QV35

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1616272142.52

**Total Liabilities:** $2897464.38

**Net Assets:** $1613374678.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2128.171222000000 | **1-Year:** -51688.103351000000 | **5-Year:** -154299.897152300000 | **10-Year:** -132530.521406100000 | **30-Year:** -62331.172000000000

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

- **3-Month:** -323.354044100000 | **1-Year:** -5676.556494700000 | **5-Year:** -15688.227076600000 | **10-Year:** -9704.249129900000 | **30-Year:** -2329.598022600000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195101 | 0.67%                | 0.55%                | -0.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3717702.78              | $419369.74                                 |
| Month 2  | $-296989.76              | $4494863.03                                |
| Month 3  | $-283884.81              | $-10110016.20                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                  | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CRH AMERICA FINANCE INC               | CRH America Finance Inc                                                         | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43362.20     | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                    | Century Plaza Towers 2019-CPT                                                   | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $292141.43    | 0.02%             | 2039-11-13      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru        | COOPR Residential Mortgage Trust 2025-CES2                                      | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843279 | PA      | $850546.83    | 0.05%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC              | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1007180.00   | 0.06%             | 2026-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $322685.62    | 0.02%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $271775.15    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $293837.93    | 0.02%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                   | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75710.54     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                  | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119106.84    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R07                                    | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $530651.27    | 0.03%             | 2042-06-25      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR               | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018572.75   | 0.06%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSERVATION FUND                     | Conservation Fund A Nonprofit Corp/The                                          | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959169.45    | 0.06%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust          | DC Commercial Mortgage Trust 2023-DC                                            | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $917135.03    | 0.06%             | 2040-09-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR              | Deere Funding Canada Corp                                                       | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    107000 | PA      | $106989.04    | 0.01%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393973 | PA      | $389586.95    | 0.02%             | 2028-06-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122167 | PA      | $115833.65    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86364 | PA      | $78604.34     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88213 | PA      | $87677.11     | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369727 | PA      | $327724.13    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QPDV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626327 | PA      | $611999.04    | 0.04%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152767 | PA      | $143853.17    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X5R70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133337 | PA      | $125732.66    | 0.01%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31417DSW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169975 | PA      | $162081.09    | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149945 | PA      | $144865.99    | 0.01%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524753 | PA      | $405528.02    | 0.03%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4353324 | PA      | $3671006.16   | 0.23%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657227 | PA      | $588390.75    | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387390 | PA      | $340782.57    | 0.02%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1138890 | PA      | $1056789.76   | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    987477 | PA      | $942402.52    | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3498286 | PA      | $3429427.29   | 0.21%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1552799 | PA      | $1554868.91   | 0.10%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1359222 | PA      | $1359842.56   | 0.08%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7054230 | PA      | $7172019.06   | 0.44%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                 | Federal Express Corp 2020-1 Pass Through Trusts                                 | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51285 | PA      | $44745.05     | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30732 | PA      | $30560.50     | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179UXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    981305 | PA      | $903858.18    | 0.06%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73888 | PA      | $66673.44     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345944 | PA      | $311855.00    | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    269163 | PA      | $257815.47    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    723898 | PA      | $666169.07    | 0.04%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383UCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4235229 | PA      | $97096.86     | 0.01%             | 2052-07-20      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384MGW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338813 | PA      | $247634.54    | 0.02%             | 2054-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC              | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $218063.09    | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    173000 | PA      | $117259.99    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC           | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MBY4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $935431.02    | 0.06%             | 2029-09-25      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY               | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $341603.74    | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87598.31     | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303766.58    | 0.02%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                | American Airlines 2025-1 Class A Pass Through Trust                             | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $223185.15    | 0.01%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     47000 | PA      | $34465.41     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL              | Equitable America Global Funding                                                | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101408.62    | 0.01%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                 | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39595.80     | 0.00%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132ACSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473099 | PA      | $445818.74    | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148103 | PA      | $148284.79    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358277 | PA      | $276439.53    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586259 | PA      | $498981.72    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1600540 | PA      | $1298098.59   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1604537 | PA      | $1606096.90   | 0.10%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195642 | PA      | $21307.53     | 0.00%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2074571.40   | 0.13%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261988 | PA      | $242136.52    | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                           | AltaGas Ltd                                                                     | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   2225000 | PA      | $2306750.95   | 0.14%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD            | Atlas Senior Loan Fund VII Ltd                                                  | CUSIP: 04941TAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501329.00   | 0.09%             | 2031-11-27      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit        | Bain Capital Credit CLO 2022-4 Ltd                                              | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2506012.50   | 0.16%             | 2037-10-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                       | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92031.43     | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J8KS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31919 | PA      | $32451.34     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39961 | PA      | $39718.06     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    445000 | PA      | $429815.98    | 0.03%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK 2020-BNK28                                                                 | CUSIP: 06540YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1162000 | PA      | $1036566.17   | 0.06%             | 2063-03-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155751 | PA      | $145178.25    | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323899 | PA      | $264265.21    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK 2020-BNK29                                                                 | CUSIP: 06541TBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491157 | PA      | $437832.64    | 0.03%             | 2053-11-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    584000 | PA      | $495286.01    | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323634 | PA      | $284258.48    | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365697 | PA      | $298176.25    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    809000 | PA      | $748862.80    | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CFG Investments 2017-1 Limited        | CFG Investments Ltd                                                             | CUSIP: 12528GAM4<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1524673.20   | 0.09%             | 2036-03-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464336 | PA      | $396023.69    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2305890 | PA      | $2260501.68   | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482800 | PA      | $474935.46    | 0.03%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    616000 | PA      | $556128.86    | 0.03%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    926004 | PA      | $927429.47    | 0.06%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2404452 | PA      | $2454205.91   | 0.15%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    365000 | PA      | $344527.76    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    745000 | PA      | $531381.87    | 0.03%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466926 | PA      | $467788.59    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479525 | PA      | $494205.59    | 0.03%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                 | Central American Bank for Economic Integration                                  | CUSIP: 15238PAK2<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | HN        |   1000000 | PA      | $1016474.80   | 0.06%             | 2028-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citicorp Homeowners, Inc.             | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2049738.40   | 0.13%             | 2042-04-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1346998 | PA      | $1389850.34   | 0.09%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3573348 | PA      | $3633838.81   | 0.23%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214639.15    | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152380.32    | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| FIDUS INVESTMENT CORP                 | Fidus Investment Corp                                                           | CUSIP: 316500AD9<br>LEI: 549300836CRWCROFBC02 | Long             | DBT              | CORP              | US        |    680000 | PA      | $671712.85    | 0.04%             | 2030-03-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064355.94   | 0.13%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP              | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219914.26    | 0.01%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                 | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150423.18    | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust 2021-12                                                 | CUSIP: 33853GBN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134986 | PA      | $110112.21    | 0.01%             | 2051-11-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO              | Florida Power & Light Co                                                        | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60043.25     | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80224.29     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    950000 | PA      | $884972.22    | 0.05%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC               | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     89000 | PA      | $76576.54     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95463.99     | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CRSO TR 2023-BRND A      20400712 FLT | CRSO TR 2023-BRND A      20400712 FLT                                           | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1038551.80   | 0.06%             | 2040-07-12      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $174449.81    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust 2024-REV1                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2358641.03   | 0.15%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                        | Galaxy XXV CLO Ltd                                                              | CUSIP: 36319XBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5306497.80   | 0.33%             | 2036-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC               | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    930000 | PA      | $580935.93    | 0.04%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549412.91    | 0.03%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ReadyCap lending                      | ReadyCap Lending Small Business Loan Trust 2019-2                               | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27056 | PA      | $27037.20     | 0.00%             | 2044-12-27      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.           | Regatta XXVIII Funding Ltd                                                      | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006000.00   | 0.19%             | 2037-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $647065.38    | 0.04%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225078.95    | 0.01%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                    | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    274000 | PA      | $270302.80    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                       | EMD Finance LLC                                                                 | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150763.40    | 0.01%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    197000 | PA      | $200184.26    | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $567473.36    | 0.04%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116900.99    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    850000 | PA      | $711150.53    | 0.04%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                        | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $870683.94    | 0.05%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                       | ExteNet Issuer LLC                                                              | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $754652.78    | 0.05%             | 2054-07-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily               | Freddie Mac Multifamily ML Certificates                                         | CUSIP: 3137HASR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   9591255 | PA      | $1004331.98   | 0.06%             | 2037-09-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138A4XN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127567 | PA      | $122974.03    | 0.01%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31416XWV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152048 | PA      | $148876.64    | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA              | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $80126.57     | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161199 | PA      | $146282.69    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141162 | PA      | $136157.84    | 0.01%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                     | Travelers Cos Inc/The                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1675789.67   | 0.10%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU              | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23436.03     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433475 | PA      | $334461.55    | 0.02%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2136106 | PA      | $2167649.11   | 0.13%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    219000 | PA      | $127613.10    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70492.90     | 0.00%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2023-HQA3                                         | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $340025.40    | 0.02%             | 2043-11-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| GLADSTONE INVESTMENT COR              | Gladstone Investment Corp                                                       | CUSIP: 376546883<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |     73200 | NS      | $1746552.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                   | Global Payments Inc                                                             | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100046.85    | 0.01%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                   | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173938.13    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69941.42     | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21535 | PA      | $2327.34      | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38381XUA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    432810 | PA      | $9105.59      | 0.00%             | 2049-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383UT59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5054927 | PA      | $234394.96    | 0.01%             | 2052-10-20      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA               | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447214.25    | 0.03%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC               | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $574924.96    | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                     | Imperial Fund Mortgage Trust 2022-NQM6                                          | CUSIP: 45276RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149479.62    | 0.01%             | 2067-10-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS               | New York State Electric & Gas Corp                                              | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     93000 | PA      | $98640.71     | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA ST HSG DEV AUTH          | South Dakota Housing Development Authority                                      | CUSIP: 83756CY90<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |    220000 | PA      | $224252.86    | 0.01%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                 | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52852.03     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147506.24    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1103564.33   | 0.07%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                           | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200639.97    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust          | Tesla Electric Vehicle Trust 2023-1                                             | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1108289 | PA      | $1116633.57   | 0.07%             | 2028-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate         | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $751556.88    | 0.05%             | 2053-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THIRAX 2 LLC                          | Thirax 2 LLC                                                                    | CUSIP: 88411JAA4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    716689 | PA      | $658150.18    | 0.04%             | 2034-01-22      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| TOLEDO-LUCAS CNTY OH PORT AUTH        | Toledo-Lucas County Port Authority                                              | CUSIP: 889251JN5<br>LEI: 549300H1LURZO4MT2Q75 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $978006.00    | 0.06%             | 2049-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                          | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265471.64    | 0.02%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC               | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206236.46    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                 | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263174 | PA      | $234553.83    | 0.01%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA              | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    825000 | PA      | $797707.80    | 0.05%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L              | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $521741.83    | 0.03%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128ME3Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81879 | PA      | $80320.07     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM               | United Rentals North America Inc                                                | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45617.10     | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5740000 | PA      | $3686828.92   | 0.23%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    923141 | PA      | $839190.98    | 0.05%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535525 | PA      | $484309.85    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R08                                    | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $165390.98    | 0.01%             | 2042-07-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| UNIV OF MINNESOTA MN                  | University of Minnesota                                                         | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $305930.55    | 0.02%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133238.49    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2023-R01                                    | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1316017.21   | 0.08%             | 2042-12-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING               | DCP Midstream Operating LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    550000 | PA      | $598008.83    | 0.04%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1112346.02   | 0.07%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $82676.42     | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DANA INC                              | Dana Inc                                                                        | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74876.50     | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $149806.72    | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40418.46     | 0.00%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities 2022-2 Trust                             | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85014 | PA      | $70222.95     | 0.00%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1A               | Delta Air Lines 2015-1 Class A Pass Through Trust                               | CUSIP: 24736YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314603 | PA      | $309102.09    | 0.02%             | 2027-07-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1172921.28   | 0.07%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2025-609M                                 | CUSIP: 95004NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149812.89    | 0.01%             | 2042-08-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    262000 | PA      | $260330.34    | 0.02%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $208992.18    | 0.01%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                    | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594743.08    | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M82R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43150 | PA      | $41634.84     | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9D66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79248 | PA      | $81589.18     | 0.01%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3131X9KV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14836 | PA      | $14606.28     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    637171 | PA      | $567348.72    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155770 | PA      | $154856.06    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91062 | PA      | $86535.72     | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193236 | PA      | $175111.06    | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8123185 | PA      | $6938460.06   | 0.43%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293834 | PA      | $260411.22    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49052 | PA      | $43975.84     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2929199 | PA      | $2388970.82   | 0.15%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3290922 | PA      | $2920993.58   | 0.18%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BDJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1320812 | PA      | $249964.47    | 0.02%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                            | Federal National Mortgage Association                                           | CUSIP: 3136F1EQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    260000 | PA      | $210957.32    | 0.01%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2756640 | PA      | $2554763.66   | 0.16%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2325010 | PA      | $2332184.33   | 0.14%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322947 | PA      | $308751.00    | 0.02%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi        | Freddie Mac Multiclass Certificates Series 2021-P011                            | CUSIP: 3137H2NN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    448359 | PA      | $417848.08    | 0.03%             | 2031-09-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132H3RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2535 | PA      | $2471.12      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296276 | PA      | $290536.58    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261841 | PA      | $234581.79    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025469 | PA      | $950371.15    | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                            | Federal National Mortgage Association                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1265000 | PA      | $1116092.17   | 0.07%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443643 | PA      | $60904.96     | 0.00%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3627810 | PA      | $3556403.61   | 0.22%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1754439 | PA      | $1788086.57   | 0.11%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BNJK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503990 | PA      | $48776.43     | 0.00%             | 2052-08-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138EGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55190 | PA      | $56754.41     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766962 | PA      | $778351.88    | 0.05%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225590 | PA      | $231955.87    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69236 | PA      | $69022.65     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131565 | PA      | $120395.61    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1327804 | PA      | $1346936.53   | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64548 | PA      | $66378.45     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru        | First National Master Note Trust                                                | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020055.90   | 0.06%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust 2021-7                                                  | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133775 | PA      | $110736.60    | 0.01%             | 2051-08-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    156000 | PA      | $123540.78    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209985.77    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140E8KV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169902 | PA      | $161287.19    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62303 | PA      | $61925.09     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502315.19   | 0.09%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING              | Fortitude Global Funding                                                        | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380074.89    | 0.02%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624117 | PA      | $625077.13    | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6644665 | PA      | $6330557.79   | 0.39%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     14063 | PA      | $14102.18     | 0.00%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163778 | PA      | $154915.94    | 0.01%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3990744 | PA      | $4003057.86   | 0.25%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2069104 | PA      | $2105084.91   | 0.13%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2312616 | PA      | $2267046.84   | 0.14%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors                        | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013714.10   | 0.06%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                | Flexential Issuer 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777143 | PA      | $765890.06    | 0.05%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO              | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    570000 | PA      | $363304.06    | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1286991.30   | 0.08%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2021-PJ10                                   | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168901 | PA      | $139725.74    | 0.01%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $119050.33    | 0.01%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74435 | PA      | $70408.82     | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term         | GM Financial Consumer Automobile Receivables Trust 2023-3                       | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547110 | PA      | $551044.70    | 0.03%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54689.32     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77991 | PA      | $72622.76     | 0.00%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105918 | PA      | $105324.59    | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC               | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107736.46    | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                 | Global SC Finance VII Srl                                                       | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |    487076 | PA      | $467714.70    | 0.03%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    513545 | PA      | $425463.86    | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297312 | PA      | $296811.35    | 0.02%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term         | GM Financial Consumer Automobile Receivables Trust 2023-4                       | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $514399.10    | 0.03%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term         | GM Financial Consumer Automobile Receivables Trust 2023-4                       | CUSIP: 379930AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $309157.02    | 0.02%             | 2029-05-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust 2022-PJ4                               | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78671 | PA      | $68236.85     | 0.00%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383PB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237766 | PA      | $7499.78      | 0.00%             | 2052-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    156000 | PA      | $120539.13    | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383R3S4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185791 | PA      | $3642.39      | 0.00%             | 2052-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383R4A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2495258 | PA      | $267506.14    | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383RFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289722 | PA      | $7822.85      | 0.00%             | 2052-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383TYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    414703 | PA      | $10244.17     | 0.00%             | 2052-07-20      | Floating      | 0.03%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu        | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137410 | PA      | $137992.16    | 0.01%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137542 | PA      | $117373.27    | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384GB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    364631 | PA      | $358281.84    | 0.02%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    192000 | PA      | $156798.89    | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust 2016-3                                                       | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80740 | PA      | $75683.70     | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106457.29    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC           | Hertz Vehicle Financing III LLC 2025-2                                          | CUSIP: 42806MCX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $822740.41    | 0.05%             | 2031-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HESS CORP                             | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401692.04    | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                      | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105675.72    | 0.01%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                     | Hormel Foods Corp                                                               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138472.17    | 0.01%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust            | Hudsons Bay Simon JV Trust 2015-HBS                                             | CUSIP: 44422PBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $885453.84    | 0.05%             | 2034-08-05      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA               | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    184000 | PA      | $186410.60    | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                | International Development Association                                           | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1740249.30   | 0.11%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP              | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121463.01    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                               | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $200946.12    | 0.01%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                     | International Finance Corp                                                      | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007089.33   | 0.06%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT              | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    109000 | PA      | $77706.39     | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                   | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $975695.07    | 0.06%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132179.14    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $852473.70    | 0.05%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2019-1                                                 | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2724 | PA      | $2551.74      | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                             | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    128000 | PA      | $121894.54    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nassau 2019 CFO LLC                   | Nassau 2019 CFO LLC                                                             | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329970 | PA      | $302830.94    | 0.02%             | 2034-08-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2020-1                                                 | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29840 | PA      | $27105.51     | 0.00%             | 2050-06-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust Series 2024-HE3                                        | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538401 | PA      | $538398.71    | 0.03%             | 2055-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAI              | National Community Renaissance of California                                    | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $882850.01    | 0.05%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE               | Procter & Gamble Co/The                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015422.42   | 0.06%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY               | Japan International Cooperation Agency                                          | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | CORP              | JP        |    470000 | PA      | $475766.24    | 0.03%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT              | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1856633.55   | 0.12%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KEYCORP                               | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143781.94    | 0.01%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KFW                                   | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $872245.19    | 0.05%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL               | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $103443.28    | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE            | Public Finance Authority                                                        | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    550000 | PA      | $556546.54    | 0.03%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| KROGER CO                             | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68375.65     | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                | Lendmark Funding Trust 2025-3                                                   | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1109667.33   | 0.07%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC               | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $747401.71    | 0.05%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK NEW YORK               | Signature Bank                                                                  | CUSIP: 82669GCK8<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108000.00    | 0.01%             | 2030-10-15      | None          | 9.33%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88737.58     | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                        | Mastercard Inc                                                                  | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148734.54    | 0.01%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program 2020-C Trust                                     | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67759 | PA      | $63891.45     | 0.00%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889772.67    | 0.06%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                        | Merck & Co Inc                                                                  | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62324.45     | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $195611.63    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553533.80    | 0.03%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US 5YR NOTE (CBT) Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       330 | NC      | $-96774.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56109 | PA      | $55958.32     | 0.00%             | 2049-05-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HOUSING URBAN DEVELOPMNT              | United States Department of Housing and Urban Development                       | CUSIP: 911759NA2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $986061.21    | 0.06%             | 2027-08-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US 10YR NOTE (CBT)Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       145 | NC      | $503.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                   | US ULTRA BOND CBT Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -38 | NC      | $-8370.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $125063.48    | 0.01%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $159500.00    | 0.01%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4575000 | PA      | $4557307.61   | 0.28%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6628000 | PA      | $6615313.61   | 0.41%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2128000 | PA      | $2123843.76   | 0.13%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $241020.63    | 0.01%             | 2027-11-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                 | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343232.97    | 0.02%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    625000 | PA      | $676719.38    | 0.04%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                     | EOG Resources Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154599.13    | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                            | Ecolab Inc                                                                      | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58607.33     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                          | Ecopetrol SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    525000 | PA      | $562680.30    | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    500000 | PA      | $502202.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185151.43    | 0.01%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3404674 | PA      | $3233096.37   | 0.20%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5301885 | PA      | $5052076.80   | 0.31%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154884 | PA      | $155122.83    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5673273 | PA      | $5559263.19   | 0.34%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1417418 | PA      | $1310272.28   | 0.08%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    404667 | PA      | $335242.94    | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116594 | PA      | $107922.58    | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38381WV62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1003242 | PA      | $10718.63     | 0.00%             | 2049-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $312935.26    | 0.02%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1157648.41   | 0.07%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    630000 | PA      | $421611.25    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1A PTT                | Air Canada 2015-1 Class A Pass Through Trust                                    | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2630012 | PA      | $2600248.67   | 0.16%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                         | Amphenol Corp                                                                   | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     89000 | PA      | $85022.96     | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                 | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16913.72     | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                              | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308383.17    | 0.02%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991447.46    | 0.06%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     88000 | PA      | $54772.06     | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARAB ENERGY FUND                      | Arab Energy Fund /The                                                           | CUSIP: 03845EAC6<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | CORP              | SA        |   1200000 | PA      | $1175470.80   | 0.07%             | 2026-10-06      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH EDU R        | Arizona Industrial Development Authority                                        | CUSIP: 04052BRA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $593422.90    | 0.04%             | 2031-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                | Arizona Public Service Co                                                       | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $378954.76    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    630000 | PA      | $687391.17    | 0.04%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                      | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $95488.50     | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    194000 | PA      | $199182.74    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                          | AutoZone Inc                                                                    | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47321.13     | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                       | BAE Systems PLC                                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $601384.62    | 0.04%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S        | BBCMS Mortgage Trust 2023-C21                                                   | CUSIP: 05553WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758217 | PA      | $795470.72    | 0.05%             | 2056-09-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1526098.93   | 0.09%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57309.88     | 0.00%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                   | Bank of Nova Scotia/The                                                         | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2625000 | PA      | $2691335.90   | 0.17%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust               | Home Equity Asset Trust                                                         | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1236 | PA      | $1221.56      | 0.00%             | 2033-06-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1462595 | PA      | $1435212.39   | 0.09%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617Q8CR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273844 | PA      | $246676.81    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36202F3M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112253 | PA      | $106075.70    | 0.01%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HNA 2015 LLC                          | HNA 2015 LLC                                                                    | CUSIP: 40426UAB1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     99273 | PA      | $96944.63     | 0.01%             | 2027-09-18      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $219060.21    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust        | Home Partners of America 2021-3 Trust                                           | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323142 | PA      | $304423.55    | 0.02%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI               | City & County of Honolulu HI                                                    | CUSIP: 438687D44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1172502.80   | 0.07%             | 2032-07-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                           | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    900000 | PA      | $825824.33    | 0.05%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV               | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $56337.08     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust 2018-C10                                          | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290085 | PA      | $1285801.10   | 0.08%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| IFFIM                                 | International Finance Facility for Immunisation Co                              | CUSIP: BP0704505<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $991551.80    | 0.06%             | 2026-04-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                      | Lseg US Fin Corp                                                                | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    590000 | PA      | $609523.61    | 0.04%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                       | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72548.68     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                        | City of Los Angeles CA                                                          | CUSIP: 544351RZ4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $998535.10    | 0.06%             | 2039-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Manhattan West                        | Manhattan West 2020-1MW Mortgage Trust                                          | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $479161.95    | 0.03%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                            | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98974.48     | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATHER FOUNDATION                     | Mather Foundation                                                               | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899163.98    | 0.06%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                    | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    302000 | PA      | $272039.05    | 0.02%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB Group PLC                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1238335.92   | 0.08%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136571.09    | 0.01%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    119000 | PA      | $123045.20    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK              | African Development Bank                                                        | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   1000000 | PA      | $1005242.91   | 0.06%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC              | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    272000 | PA      | $246062.53    | 0.02%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                   | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    196896 | PA      | $158409.96    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva        | AmeriCredit Automobile Receivables Trust 2021-2                                 | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6331 | PA      | $6321.43      | 0.00%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39343.40     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121783.43    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54973.00     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144922.59    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                         | Amphenol Corp                                                                   | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98891.20     | 0.01%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                         | Amphenol Corp                                                                   | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103454.57    | 0.01%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust              | Angel Oak Mortgage Trust 2021-8                                                 | CUSIP: 03465MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $74099.68     | 0.00%             | 2066-11-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                        | AptarGroup Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104734.29    | 0.01%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995980.60    | 0.06%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    620000 | PA      | $571627.92    | 0.04%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $41973.14     | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1399512.98   | 0.09%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank                                  | BANK 2018-BNK15                                                                 | CUSIP: 06036FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549113 | PA      | $548561.66    | 0.03%             | 2061-11-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     83000 | PA      | $74108.02     | 0.00%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                        | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    292000 | PA      | $293418.50    | 0.02%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                 | Becton Dickinson & Co                                                           | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68875.94     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur        | BHG Securitization Trust 2023-B                                                 | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405644 | PA      | $422729.30    | 0.03%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2021-GR1                                    | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140217 | PA      | $115996.90    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38382HVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    626481 | PA      | $104444.48    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383PRN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296887 | PA      | $5558.85      | 0.00%             | 2052-03-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HENRY J KAISER FAMILY FO              | Henry J Kaiser Family Foundation/CA                                             | CUSIP: 426767AC3<br>LEI: 4CMPMZ2TOE77XRTFWV21 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750698.27    | 0.05%             | 2030-12-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO              | OCP SA                                                                          | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    305000 | PA      | $318627.40    | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    675000 | PA      | $645605.84    | 0.04%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                        | Ohio Edison Co                                                                  | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $968590.06    | 0.06%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                   | OMERS Finance Trust                                                             | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $766056.67    | 0.05%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                    | Sunnova Helios XII Issuer LLC                                                   | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    844853 | PA      | $781929.98    | 0.05%             | 2050-08-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                         | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101702.43    | 0.01%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $983765.00    | 0.06%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834VV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $53347.10     | 0.00%             | 2050-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI FUTURE ENERGY               | Abu Dhabi Future Energy Co Pjsc Masdar                                          | CUSIP: YO5079174<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1017235.51   | 0.06%             | 2030-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARAB ENERGY FUND                      | Arab Energy Fund /The                                                           | CUSIP: ZB6532285<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | CORP              | SA        |   1695000 | PA      | $1751845.66   | 0.11%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                  | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114987.80    | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz        | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102405.76    | 0.01%             | 2030-01-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2021-4                                                   | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72565 | PA      | $60444.69     | 0.00%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2023-1                                                   | CUSIP: 81749BAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171875 | PA      | $167087.72    | 0.01%             | 2053-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                  | Shell Finance US Inc                                                            | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $80989.41     | 0.01%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                    | Siemens Funding BV                                                              | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    202000 | PA      | $208102.22    | 0.01%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                  | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    190000 | PA      | $184119.86    | 0.01%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2242675.78   | 0.14%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     72000 | PA      | $74072.81     | 0.00%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48400 | PA      | $49791.50     | 0.00%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $65683.01     | 0.00%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $235045.90    | 0.01%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2993000 | PA      | $2989492.56   | 0.19%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10123000 | PA      | $10078711.88  | 0.62%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3349000 | PA      | $3333039.94   | 0.21%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC            | Uniti Fiber Abs Issuer LLC                                                      | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1485205.44   | 0.09%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                        | Var Energi ASA                                                                  | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1250000 | PA      | $1301140.00   | 0.08%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VCP RRL ABS I, Ltd                    | VCP RRL ABS I Ltd                                                               | CUSIP: 92243RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271215 | PA      | $267626.42    | 0.02%             | 2031-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                              | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979445.23    | 0.06%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC              | Vistra Operations Co LLC                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375162.93    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     92000 | PA      | $89362.01     | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP               | John Deere Capital Corp                                                         | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149455.37    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136B9GC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207354 | PA      | $27747.51     | 0.00%             | 2050-04-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi        | Freddie Mac Multiclass Certificates Series 2024-P016                            | CUSIP: 3137HDJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1010668.00   | 0.06%             | 2033-09-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2521557 | PA      | $2061241.88   | 0.13%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408858 | PA      | $414916.54    | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302719 | PA      | $310918.61    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3585282 | PA      | $3688509.52   | 0.23%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1051149 | PA      | $1068700.24   | 0.07%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3318546 | PA      | $3240519.00   | 0.20%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92111 | PA      | $90303.24     | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                      | Freddie Mac Strips                                                              | CUSIP: 3142G5QF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1214620 | PA      | $259224.88    | 0.02%             | 2053-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                   | Frontier Issuer LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $608304.22    | 0.04%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST               | GA Global Funding Trust                                                         | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395222.26    | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179S2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102718 | PA      | $93552.21     | 0.01%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185713 | PA      | $177608.38    | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1818342 | PA      | $1669771.10   | 0.10%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2021-PJ7                                    | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337801 | PA      | $279450.74    | 0.02%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2021-PJ8                                    | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228476 | PA      | $189027.44    | 0.01%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva        | GM Financial Revolving Receivables Trust 2021-1                                 | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98094.37     | 0.01%             | 2034-06-12      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                           | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47373.16     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112681.97    | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1101330.59   | 0.07%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                   | Georgia-Pacific LLC                                                             | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    434000 | PA      | $429151.87    | 0.03%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                   | Georgia-Pacific LLC                                                             | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51604.69     | 0.00%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                   | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81984.36     | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                 | Global SC Finance VII Srl                                                       | CUSIP: 37959PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |    108859 | PA      | $104728.56    | 0.01%             | 2040-11-19      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    965000 | PA      | $996503.28    | 0.06%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87930.35     | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    142000 | PA      | $127176.84    | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037628.36   | 0.13%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42415.36     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126855.46    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust 2016-1                                                       | CUSIP: 42770VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180212 | PA      | $175247.23    | 0.01%             | 2041-09-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                       | Hershey Co/The                                                                  | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85320.23     | 0.01%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA               | Hyundai Capital America                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115071.69    | 0.01%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80996.72     | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                             | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | SN               | CORP              | US        |   1000000 | PA      | $990830.00    | 0.06%             | 2028-03-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| iShares Core U.S. Aggregate Bo        | iShares Core U.S. Aggregate Bond ETF                                            | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |   1292347 | NS      | $129079618.36 | 8.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2025-HE2                                             | CUSIP: 46593XAA1<br>LEI: 529900TXCH9G2RM4XB25 | Long             | ABS-MBS          | CORP              | US        |    730683 | PA      | $731792.05    | 0.05%             | 2055-11-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                   | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1036198 | PA      | $1028763.09   | 0.06%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| KROGER CO                             | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    221000 | PA      | $210811.73    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                       | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214352.33    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK               | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $876979.75    | 0.05%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.               | Loanpal Solar Loan 2021-2 Ltd                                                   | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288838 | PA      | $235040.96    | 0.01%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                        | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $898549.78    | 0.06%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust        | Mariner Finance Issuance Trust 2024-A                                           | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $324261.12    | 0.02%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MARS INC                              | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    284000 | PA      | $282900.42    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL              | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     93000 | PA      | $83912.26     | 0.01%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                            | Mattel Inc                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188056.08    | 0.01%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                       | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    136000 | PA      | $100080.69    | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MOO Securitization Trust              | MOO Securitization Trust 2025-RM1                                               | CUSIP: 614872AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $759324.54    | 0.05%             | 2065-12-25      | Variable      | 4.50%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $417126.31    | 0.03%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1148475.71   | 0.07%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2236097.87   | 0.14%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust 2021-5                           | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128490 | PA      | $106293.33    | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK               | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1525614.81   | 0.09%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                             | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1044167.75   | 0.06%             | 2042-05-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                   | NBM US Holdings Inc                                                             | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808800.04    | 0.05%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)              | Nature Conservancy/The                                                          | CUSIP: 63902HAM1<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273799.22    | 0.02%             | 2029-07-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                   | NatWest Markets PLC                                                             | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $205260.83    | 0.01%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss        | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730000 | PA      | $1061428.53   | 0.07%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU        | New Jersey Turnpike Authority                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    300000 | PA      | $359562.81    | 0.02%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan         | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23188 | PA      | $22785.34     | 0.00%             | 2048-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG              | New York Life Global Funding                                                    | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996868.69    | 0.06%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                   | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19585.75     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING               | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327324.69    | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124113.06    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                       | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $1948866.63   | 0.12%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                       | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91748.71     | 0.01%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                   | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134403.61    | 0.01%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                 | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14264.53     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40655.19     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943847.81    | 0.06%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                       | EMD Finance LLC                                                                 | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400879.32    | 0.02%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                   | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $224272.71    | 0.01%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                           | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2500000 | PA      | $2567411.60   | 0.16%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $983824.54    | 0.06%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   1110000 | PA      | $1104466.97   | 0.07%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                 | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1422014.30   | 0.09%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $521604.40    | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138ERCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125955 | PA      | $128466.76    | 0.01%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                           | City of New York NY                                                             | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    750000 | PA      | $705607.73    | 0.04%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33955.65     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138LYE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102849 | PA      | $98253.90     | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WEQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52330 | PA      | $51472.61     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134214 | PA      | $127001.69    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140JAH84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118449 | PA      | $111603.51    | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                       | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    917000 | PA      | $948470.50    | 0.06%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-8                                                 | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151330 | PA      | $122733.95    | 0.01%             | 2051-12-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2024-7                                                 | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280331 | PA      | $242680.46    | 0.02%             | 2053-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu        | JPMBB Commercial Mortgage Securities Trust 2014-C24                             | CUSIP: 46643GAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $360186.24    | 0.02%             | 2047-11-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                   | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $180702.17    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN              | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $683910.98    | 0.04%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2134453.79   | 0.13%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    686000 | PA      | $493482.36    | 0.03%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL GAS CO              | Northwest Natural Gas Co                                                        | CUSIP: 66765RCK0<br>LEI: H4JZVBMGV45MWUCMUB11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $624905.40    | 0.04%             | 2051-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| OFS CAPITAL CORP                      | OFS Capital Corp                                                                | CUSIP: 67103BAA8<br>LEI: 549300XTK3HSWPDBJD13 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163548.56    | 0.01%             | 2026-02-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106307.24    | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                 | Nederlandse Waterschapsbank NV                                                  | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1511627.12   | 0.09%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust         | NYC Commercial Mortgage Trust 2025-300P                                         | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160000 | PA      | $2168458.13   | 0.13%             | 2042-07-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    192000 | PA      | $151646.21    | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP         | New York City Housing Development Corp                                          | CUSIP: 64966WMR5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1206694.92   | 0.07%             | 2045-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58593.70     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    146000 | PA      | $154311.34    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270296.12    | 0.02%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    505000 | PA      | $520640.85    | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1653844.89   | 0.10%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    203000 | PA      | $204078.63    | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460553 | PA      | $453342.91    | 0.03%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                          | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129793.88    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                            | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123765.87    | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust          | Oxford Finance Funding Trust 2023-1                                             | CUSIP: 69145CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2028152 | PA      | $2047961.32   | 0.13%             | 2031-02-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                    | PPG Industries Inc                                                              | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152817.02    | 0.01%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                            | Nucor Corp                                                                      | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142033.69    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable        | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499355.25    | 0.03%             | 2028-07-14      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    143000 | PA      | $113432.19    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    480000 | PA      | $405711.43    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust 2021-1                                         | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $600696.90    | 0.04%             | 2036-06-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC               | Public Service Electric and Gas Co                                              | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51413.12     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $104621.85    | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $160635.47    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST               | Starwood Property Trust Inc                                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    720000 | PA      | $725235.84    | 0.04%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    264000 | PA      | $237241.73    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    177000 | PA      | $157854.96    | 0.01%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1265000 | PA      | $481480.63    | 0.03%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                      | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22229.62     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97781.54     | 0.01%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC               | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    420000 | PA      | $260586.07    | 0.02%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus        | Republic Finance Issuance Trust 2024-B                                          | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380000 | PA      | $1413236.89   | 0.09%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                        | Romark WM-R Ltd                                                                 | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    388500 | PA      | $388519.33    | 0.02%             | 2031-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                    | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $70910.44     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                    | Royalty Pharma PLC                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $44725.72     | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $384538.92    | 0.02%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176444 | PA      | $177587.61    | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62000 | PA      | $35516.80     | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3825000 | PA      | $2815558.60   | 0.17%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     78000 | PA      | $75120.70     | 0.00%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6340000 | PA      | $6508406.25   | 0.40%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32000 | PA      | $31733.75     | 0.00%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                            | Unum Group                                                                      | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74436.92     | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                           | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    231000 | PA      | $257639.53    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS Health Corp                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    156000 | PA      | $163264.30    | 0.01%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                          | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   5065000 | PA      | $4592124.00   | 0.28%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    377000 | PA      | $310480.20    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AECOM                                 | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30745.80     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK              | African Development Bank                                                        | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   1000000 | PA      | $993671.41    | 0.06%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                | Air Canada 2020-2 Class A Pass Through Trust                                    | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1997390 | PA      | $2041553.49   | 0.13%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                           | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    500000 | PA      | $482644.68    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106167.58    | 0.01%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50010.84     | 0.00%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161567.62    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    220000 | PA      | $137530.27    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV              | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |   1000000 | PA      | $1008030.49   | 0.06%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    407000 | PA      | $352638.68    | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                          | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140214.94    | 0.01%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16360 | PA      | $16319.14     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    236000 | PA      | $236722.17    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84884.34     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132WPRQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38293 | PA      | $38078.04     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QMP57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435348 | PA      | $414364.98    | 0.03%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD             | Anchorage Capital CLO 26 Ltd                                                    | CUSIP: 03331TAN0<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2259400.50   | 0.14%             | 2038-03-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                            | Apidos CLO XVIII-R                                                              | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2506317.50   | 0.16%             | 2038-01-22      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XAND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272553 | PA      | $235330.05    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116353 | PA      | $112482.51    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                      | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $595507.12    | 0.04%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206953.68    | 0.01%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72701 | PA      | $70439.50     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410606.27    | 0.03%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1538638.23   | 0.10%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                     | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    181000 | PA      | $169536.96    | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                 | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205389.14    | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia I Issuer, LLC          | Sunnova Hestia I Issuer LLC                                                     | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825290 | PA      | $825574.85    | 0.05%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer                 | Sunrun Jupiter Issuer 2022-1 LLC                                                | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887934 | PA      | $859164.83    | 0.05%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55063.27     | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus        | CSAIL 2018-C14 Commercial Mortgage Trust                                        | CUSIP: 12596GAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665234 | PA      | $658579.69    | 0.04%             | 2051-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust               | CarMax Auto Owner Trust 2022-1                                                  | CUSIP: 14317CAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $298607.34    | 0.02%             | 2027-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $409647.20    | 0.03%             | 2044-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                    | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $74761.42     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS              | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530186.42    | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                          | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $240185.06    | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance         | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $602337.24    | 0.04%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                | Cox Communications Inc                                                          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1298823.60   | 0.08%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr        | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $580087.69    | 0.04%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1090848.48   | 0.07%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154648 | PA      | $141327.02    | 0.01%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292L4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341756 | PA      | $316442.96    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292SBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99455 | PA      | $94894.99     | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3131XVXP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121403 | PA      | $113407.12    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2836663 | PA      | $2829693.54   | 0.18%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 31335B3W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141772 | PA      | $135241.24    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289589 | PA      | $36243.29     | 0.00%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137HLZC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1703655 | PA      | $1726260.23   | 0.11%             | 2055-06-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138W9GW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72880 | PA      | $69443.10     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32878 | PA      | $28600.99     | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WJ5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91329 | PA      | $87880.56     | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65230 | PA      | $61764.33     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48832 | PA      | $47210.25     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2157776 | PA      | $2160429.70   | 0.13%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474423 | PA      | $487169.28    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92363 | PA      | $93033.91     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust 2021-REV2                                          | CUSIP: 345285AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98012.09     | 0.01%             | 2034-05-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29084 | PA      | $27095.46     | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116658 | PA      | $112677.39    | 0.01%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20419 | PA      | $20340.01     | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106744.98    | 0.01%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust 2021-3                                | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247426 | PA      | $201173.89    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                     | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111445.31    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                     | L3Harris Technologies Inc                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107162.54    | 0.01%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192906.44    | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    720000 | PA      | $725356.61    | 0.04%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd              | Madison Park Funding XXXVII Ltd                                                 | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005538.00   | 0.19%             | 2037-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd              | Madison Park Funding XXIX LTD                                                   | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3830000 | PA      | $3824120.95   | 0.24%             | 2038-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP               | Manulife Financial Corp                                                         | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    337000 | PA      | $336169.47    | 0.02%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XVIII Ltd            | Marble Point CLO XVIII Ltd                                                      | CUSIP: 566076BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2494927.50   | 0.15%             | 2038-03-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124151.92    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                        | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $897153.05    | 0.06%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR              | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    118000 | PA      | $107110.47    | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY               | Nationwide Building Society                                                     | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308176.10    | 0.02%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                  | QTS Issuer ABS I LLC                                                            | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1760000 | PA      | $1771966.59   | 0.11%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2022-2                                                      | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340754 | PA      | $281894.11    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2022-3                                                      | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125798 | PA      | $108987.03    | 0.01%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2021-1                                                   | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87757 | PA      | $73916.33     | 0.00%             | 2051-03-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                    | Sonoco Products Co                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131042.74    | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $682307.51    | 0.04%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    575000 | PA      | $577480.03    | 0.04%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I              | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200320.45    | 0.01%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                   | Star Leasing Co LLC                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232555.96    | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                  | Sunrun Athena Issuer 2018-1 LLC                                                 | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    189522 | PA      | $184410.83    | 0.01%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                         | Sutter Health                                                                   | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    409000 | PA      | $420622.70    | 0.03%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2326686.45   | 0.14%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust 2023-B                                                   | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1092807.40   | 0.07%             | 2027-08-20      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| TOTE SHIPHOLDINGS INC                 | Tote Shipholdings LLC                                                           | CUSIP: 89156HAA5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    812000 | PA      | $730233.22    | 0.05%             | 2040-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust             | Towd Point Mortgage Trust 2021-SJ2                                              | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243600 | PA      | $237823.90    | 0.01%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE               | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $70251.55     | 0.00%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                     | Travelers Cos Inc/The                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1506279.78   | 0.09%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                     | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     93000 | PA      | $71086.33     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT              | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634459 | PA      | $622968.54    | 0.04%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                   | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184768.90    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    260000 | PA      | $208780.00    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    183000 | PA      | $175930.20    | 0.01%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41000 | PA      | $41100.90     | 0.00%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173000 | PA      | $179575.35    | 0.01%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $40209.38     | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173000 | PA      | $172270.16    | 0.01%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $939460.94    | 0.06%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $202154.16    | 0.01%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1090000 | PA      | $493340.07    | 0.03%             | 2042-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $35651.34     | 0.00%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $204137.79    | 0.01%             | 2045-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $145773.50    | 0.01%             | 2046-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     64000 | PA      | $55408.68     | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU              | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404966.06    | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174195.71    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21224.89     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust            | Verus Securitization Trust 2021-7                                               | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88999 | PA      | $78634.72     | 0.00%             | 2066-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| WALMART INC                           | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1047045.48   | 0.06%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                 | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $155379.61    | 0.01%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52168.51     | 0.00%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    214000 | PA      | $213828.12    | 0.01%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable        | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $603374.58    | 0.04%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC        | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2553000 | PA      | $2559613.04   | 0.16%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC              | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    214000 | PA      | $215663.48    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                  | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2469998.08   | 0.15%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                      | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $1019945.95   | 0.06%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                       | Zayo Issuer LLC                                                                 | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1211483.07   | 0.08%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                      | Zions Bancorp NA                                                                | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265501.71    | 0.02%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $298308.53    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     58000 | PA      | $42872.74     | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2050483.00   | 0.13%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit        | Bain Capital Credit CLO 2019-1                                                  | CUSIP: 05683VBA1<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3254195.75   | 0.20%             | 2034-04-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    111000 | PA      | $87567.91     | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103295.31    | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    177000 | PA      | $182007.97    | 0.01%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP               | Basin Electric Power Cooperative                                                | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64641.83     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate         | CF 2020-P1 Mortgage Trust                                                       | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813000 | PA      | $796647.44    | 0.05%             | 2052-04-15      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2565255.00   | 0.16%             | 2085-01-28      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL IMPACT PARTNERS               | Capital Impact Partners                                                         | CUSIP: 140192AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024212.10   | 0.06%             | 2030-08-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                   | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58856.83     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust               | CarMax Auto Owner Trust 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99538.26     | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT              | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $210706.72    | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31178.93     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                  | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39504.04     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MTGE CORP MU        | Freddie Mac Multifamily Variable Rate Certificate                               | CUSIP: 3137H6L29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |    974430 | PA      | $871919.57    | 0.05%             | 2036-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MTGE CORP MU        | Freddie Mac Multifamily ML Certificates                                         | CUSIP: 3137H9MG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |    966458 | PA      | $921975.20    | 0.06%             | 2038-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $621662.57    | 0.04%             | 2028-11-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE              | First Citizens BancShares Inc/NC                                                | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194660.88    | 0.01%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                      | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96837.03     | 0.01%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KROGER CO                             | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     42000 | PA      | $32631.42     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214868.85    | 0.01%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | Alphabet Inc                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426304.32    | 0.03%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC               | Amazon Conservation DAC                                                         | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |   2000000 | PA      | $2068600.00   | 0.13%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM              | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     76000 | PA      | $69490.79     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246998.22    | 0.02%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    137000 | PA      | $140525.24    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                | Brazilian Government International Bond                                         | CUSIP: 105756CP3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1000000 | PA      | $985700.00    | 0.06%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD 2016-CD2 Mortgage Trust                                                      | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $404358.05    | 0.03%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503000 | PA      | $377853.41    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2023-R05                                    | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1192599.22   | 0.07%             | 2043-06-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA               | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335567 | PA      | $320485.14    | 0.02%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    117000 | PA      | $93775.21     | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                   | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2172475.65   | 0.13%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     58000 | PA      | $41669.82     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2001659 | PA      | $1634995.86   | 0.10%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DVL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1070017 | PA      | $962717.57    | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1980579.80   | 0.12%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98683 | PA      | $85406.61     | 0.01%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J9G21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14744 | PA      | $14635.31     | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J9Z38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152295 | PA      | $147213.45    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7686 | PA      | $7483.99      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54950 | PA      | $51651.28     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $805216.29    | 0.05%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138119 | PA      | $127902.32    | 0.01%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149117 | PA      | $134504.42    | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    319726 | PA      | $287656.94    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366903 | PA      | $303957.71    | 0.02%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2210940 | PA      | $2033022.74   | 0.13%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    937436 | PA      | $920320.56    | 0.06%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5799886 | PA      | $5524996.20   | 0.34%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1326486 | PA      | $1301002.28   | 0.08%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1541587 | PA      | $1573472.43   | 0.10%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36202FBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56222 | PA      | $56628.19     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38378VPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115386 | PA      | $106811.76    | 0.01%             | 2043-07-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38381AE85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1641495 | PA      | $45709.55     | 0.00%             | 2048-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38382URT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    694541 | PA      | $94974.40     | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152076.56    | 0.01%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS              | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1683814.81   | 0.10%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                             | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952794.50    | 0.06%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                   | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1142035.61   | 0.07%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                  | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $146808.40    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    525000 | PA      | $615697.43    | 0.04%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    625000 | PA      | $685780.63    | 0.04%             | 2028-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP              | United States International Development Finance Corp                            | CUSIP: 90376PCZ2<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $962282.36    | 0.06%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    933000 | PA      | $995511.00    | 0.06%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED NATIONS DEV CORP NY            | United Nations Development Corp                                                 | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $480180.60    | 0.03%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM               | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46909.46     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    192000 | PA      | $157117.62    | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                           | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    252000 | PA      | $259234.71    | 0.02%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    306000 | PA      | $308433.35    | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                          | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986912.96    | 0.06%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1010000 | PA      | $1027547.34   | 0.06%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $515539.25    | 0.03%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                            | BFLD 2024-WRHS Mortgage Trust                                                   | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926997 | PA      | $927286.54    | 0.06%             | 2039-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282669.13    | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1363722.33   | 0.08%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353356.49    | 0.02%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC            | Barings Equipment Finance LLC 2025-A                                            | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2046837.60   | 0.13%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                 | Barrow Hanley CLO III Ltd                                                       | CUSIP: 06875VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004503.00   | 0.19%             | 2037-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI        | Bay Area Toll Authority                                                         | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $158238.62    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2018-B4 Mortgage Trust                                                | CUSIP: 08161HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496887.10    | 0.03%             | 2051-07-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $499202.77    | 0.03%             | 2054-03-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2021-B25 Mortgage Trust                                               | CUSIP: 08163DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1099921.80   | 0.07%             | 2054-04-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND               | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1229563.88   | 0.08%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit               | CARS-DB6 LP                                                                     | CUSIP: 12510HAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1057050 | PA      | $1012141.77   | 0.06%             | 2052-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                    | Century Plaza Towers 2019-CPT                                                   | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $450200.72    | 0.03%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT              | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $200046.00    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC              | Champion Iron Canada Inc                                                        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $185788.74    | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr        | Credit Acceptance Auto Loan Trust 2024-3                                        | CUSIP: 22535LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $521624.32    | 0.03%             | 2034-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                    | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $513308.66    | 0.03%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109687.64    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $381324.66    | 0.02%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    143000 | PA      | $125741.81    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    950000 | PA      | $949326.86    | 0.06%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1429641.24   | 0.09%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU        | WFRBS Commercial Mortgage Trust 2013-C13                                        | CUSIP: 92937UAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171113 | PA      | $156996.46    | 0.01%             | 2045-05-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2024-SVEN                                 | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1038752.40   | 0.06%             | 2037-06-10      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC              | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102816.09    | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                   | Elevance Health Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61720.69     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    556000 | PA      | $572444.99    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $71672.83     | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC          | Business Jet Securities 2022-1 LLC                                              | CUSIP: 12327AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401894 | PA      | $401175.35    | 0.02%             | 2037-06-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| TOLEDO LUCAS CNTY OH PUBLIC LI        | Toledo Lucas County Public Library                                              | CUSIP: 88928DAN5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $336887.14    | 0.02%             | 2033-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T        | EFMT 2024-CES1                                                                  | CUSIP: 281907AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739372 | PA      | $747492.52    | 0.05%             | 2060-01-26      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                  | Enel Finance International NV                                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1333156.68   | 0.08%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1701000 | PA      | $1759213.66   | 0.11%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities 2019-2 Trust                             | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5216 | PA      | $4949.29      | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receiv        | EnFin Residential Solar Receivables Trust 2024-2                                | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893596 | PA      | $857160.40    | 0.05%             | 2055-09-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC               | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     66000 | PA      | $50324.25     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                        | Eskom Holdings                                                                  | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $207128.01    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA              | Export Development Canada                                                       | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1810311.10   | 0.11%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT              | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48285.15     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA              | Export Development Canada                                                       | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1043658.84   | 0.06%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                     | Flowers Foods Inc                                                               | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187719.49    | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29262 | PA      | $27261.42     | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38099 | PA      | $37785.75     | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae I Pool                                                               | CUSIP: 3617N64Z9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138407 | PA      | $124427.25    | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding        | Golub Capital Partners ABS Funding 2020-1 Ltd                                   | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    242430 | PA      | $242361.46    | 0.02%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57772.90     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REVENUE           | Indiana Finance Authority                                                       | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    215000 | PA      | $156634.06    | 0.01%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $819664.16    | 0.05%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING Groep NV                                                                    | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $337513.23    | 0.02%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    195000 | PA      | $138760.71    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117619.13    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104884.54    | 0.01%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                        | Whirlpool Corp                                                                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39951.39     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178986.89    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2017-5                                                 | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52704 | PA      | $52823.47     | 0.00%             | 2048-10-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2017-2                                                 | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5213 | PA      | $4733.88      | 0.00%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230155 | PA      | $199243.23    | 0.01%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-LTV2                                            | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230140 | PA      | $207026.88    | 0.01%             | 2052-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                             | Kellanova                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    226000 | PA      | $258571.02    | 0.02%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                 | Kentucky Utilities Co                                                           | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44339.45     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                 | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147709.72    | 0.01%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART               | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    102000 | PA      | $97714.64     | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO               | Korea Electric Power Corp                                                       | CUSIP: 500631BJ4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $996653.83    | 0.06%             | 2030-11-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP               | Korea National Oil Corp                                                         | CUSIP: 50065WAQ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200321.72    | 0.01%             | 2026-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $987883.20    | 0.06%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1655000 | PA      | $1685227.40   | 0.10%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52000 | PA      | $52662.19     | 0.00%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $150052.34    | 0.01%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    935000 | PA      | $405072.96    | 0.03%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    975000 | PA      | $380421.71    | 0.02%             | 2044-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $83494.80     | 0.01%             | 2046-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110466.23    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    159000 | PA      | $154570.70    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                          | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    420000 | PA      | $371879.13    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180700.64    | 0.01%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    285000 | PA      | $264415.08    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258256 | PA      | $258409.15    | 0.02%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD            | Atlas Senior Loan Fund X Ltd                                                    | CUSIP: 04942JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1475954 | PA      | $1477564.71   | 0.09%             | 2031-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD              | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $98081.47     | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179YDE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2615115 | PA      | $2364160.52   | 0.15%             | 2053-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179YKQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2857324 | PA      | $2788428.81   | 0.17%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617Q8CQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174784 | PA      | $157552.93    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299330.90    | 0.02%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-11                                                | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152544 | PA      | $126146.89    | 0.01%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181890.13    | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                    | MCR 2024-TWA Mortgage Trust                                                     | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013327.70   | 0.06%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                           | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    875000 | PA      | $913434.74    | 0.06%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                 | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26201.50     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                  | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72802.29     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    323000 | PA      | $331580.98    | 0.02%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust 2021-6                           | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117386 | PA      | $97072.49     | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MORRIS CNTY NJ IMPT AUTH LEASE        | Morris County Improvement Authority                                             | CUSIP: 618027CK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $197674.48    | 0.01%             | 2026-06-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432261 | PA      | $348607.93    | 0.02%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192252.18    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust         | MTN Commercial Mortgage Trust 2022-LPFL                                         | CUSIP: 62475WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1091588.24   | 0.07%             | 2039-03-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                             | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109694.59    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH INDL DEVR        | New Hampshire Business Finance Authority                                        | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1750000.00   | 0.11%             | 2029-02-01      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                   | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253254 | PA      | $250956.48    | 0.02%             | 2031-05-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93088.83     | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383232.30    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                   | Otis Worldwide Corp                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72352.55     | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2025-CES6                                                   | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1066408 | PA      | $1077076.15   | 0.07%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                   | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64593.92     | 0.00%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD              | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    288000 | PA      | $293593.25    | 0.02%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                    | Bacardi-Martini BV                                                              | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $363180.56    | 0.02%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                       | Cogent Ipv4 LLC                                                                 | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2286981.40   | 0.14%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC              | Colonial Enterprises Inc                                                        | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $478899.77    | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLUMBUS OH MET HSG AUTH GEN R        | Columbus Metropolitan Housing Authority                                         | CUSIP: 19951AAY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $507062.55    | 0.03%             | 2030-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    103000 | PA      | $95893.97     | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                       | Bermuda Government International Bond                                           | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $181200.00    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2036117.00   | 0.13%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    173000 | PA      | $185042.36    | 0.01%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $54112.22     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    101000 | PA      | $85502.21     | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155913.36    | 0.01%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust         | TYSN 2023-CRNR Mortgage Trust                                                   | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1052705.00   | 0.07%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd           | Texas Debt Capital CLO 2025-I Ltd                                               | CUSIP: 881936AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2492375.00   | 0.15%             | 2038-04-24      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107341.02    | 0.01%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                 | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    828978 | PA      | $833910.42    | 0.05%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note        | Toyota Auto Loan Extended Note Trust 2025-1                                     | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1226156.40   | 0.08%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323633.09    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1044032.73   | 0.06%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    208000 | PA      | $208199.55    | 0.01%             | 2033-11-06      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                   | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34848.19     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC        | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    335727 | PA      | $337868.77    | 0.02%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1170329.12   | 0.07%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                  | Wolverine World Wide Inc                                                        | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138652.79    | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                       | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    374000 | PA      | $347105.81    | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                 | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155348.55    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1579093.00   | 0.10%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    610000 | PA      | $604470.19    | 0.04%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272258.04    | 0.02%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                       | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205548.07    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $177021.30    | 0.01%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53506.10     | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221912.64    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                      | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87013.36     | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                  | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195450.83    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2016-P3                                     | CUSIP: 29429CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357604 | PA      | $356974.97    | 0.02%             | 2049-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                        | AGL CLO 19 Ltd                                                                  | CUSIP: 001210AQ6<br>LEI: 254900I16LA7IZQPMU67 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3003051.00   | 0.19%             | 2038-07-21      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC              | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    178000 | PA      | $169914.85    | 0.01%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                   | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $804174.01    | 0.05%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                       | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    259000 | PA      | $181109.08    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC               | Centersquare Issuer LLC                                                         | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1034053.65   | 0.06%             | 2055-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $34562.79     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC             | Chesapeake Funding II LLC                                                       | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    256999 | PA      | $259409.44    | 0.02%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $175763.13    | 0.01%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP               | John Deere Capital Corp                                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96010.49     | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40635.68     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC               | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59951.43     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                   | Eastman Chemical Co                                                             | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    114000 | PA      | $119461.38    | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     58000 | PA      | $58597.82     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $832979.87    | 0.05%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                     | Entergy Texas Inc                                                               | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62562.37     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                           | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $697037.85    | 0.04%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK              | European Investment Bank                                                        | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $664612.29    | 0.04%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG              | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    590000 | PA      | $373892.83    | 0.02%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55033 | PA      | $52697.41     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35401 | PA      | $34995.97     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNB CORP                              | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    259000 | PA      | $264318.47    | 0.02%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 312946G59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66755 | PA      | $65411.19     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161120 | PA      | $152617.09    | 0.01%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474010 | PA      | $440863.29    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DUVS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2856741 | PA      | $2528573.33   | 0.16%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4460432 | PA      | $3803551.60   | 0.24%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475893 | PA      | $466526.16    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    687383 | PA      | $699635.77    | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9MD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71465 | PA      | $71064.60     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133A2BB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281574 | PA      | $251995.87    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133B9MY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320952 | PA      | $308424.60    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44228 | PA      | $43842.33     | 0.00%             | 2034-06-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279643 | PA      | $266364.91    | 0.02%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103264 | PA      | $98807.68     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317052 | PA      | $218142.74    | 0.01%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137FWN22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802060 | PA      | $22836.17     | 0.00%             | 2050-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J5M48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203570 | PA      | $198793.33    | 0.01%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492747 | PA      | $420938.89    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215539 | PA      | $191079.87    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3667517 | PA      | $3672594.17   | 0.23%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251553 | PA      | $233980.16    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429888 | PA      | $398522.89    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X4QP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72669 | PA      | $69468.87     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701770 | PA      | $656579.64    | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust 2018-2                                                  | CUSIP: 33851HBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119877 | PA      | $110891.55    | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                 | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $219102.47    | 0.01%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O        | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2520162.25   | 0.16%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust 2025-REV2                                          | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2821000 | PA      | $2844246.73   | 0.18%             | 2038-02-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FORT WAYNE IN ECON DEV SOLID W        | City of Fort Wayne IN                                                           | CUSIP: 34924CAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    234358 | PA      | $23.44        | 0.00%             | 2029-12-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO               | Franklin BSP Capital Corp                                                       | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    930000 | PA      | $921440.48    | 0.06%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2023-HQA1                                         | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |    268000 | PA      | $280705.64    | 0.02%             | 2043-05-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43651 | PA      | $42169.21     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42870 | PA      | $39129.02     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238293 | PA      | $221306.87    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                         | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    159000 | PA      | $156036.31    | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32840 | PA      | $31701.21     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    492084 | PA      | $474004.43    | 0.03%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     28000 | PA      | $18464.86     | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                             | Adobe Inc                                                                       | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113199.67    | 0.01%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197343 | PA      | $177548.85    | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1168002.59   | 0.07%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2019-GC39                                          | CUSIP: 36260JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906089 | PA      | $871448.35    | 0.05%             | 2052-05-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                               | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284250 | PA      | $235114.39    | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1430037.28   | 0.09%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                             | Ball Corp                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193684.59    | 0.01%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    745000 | PA      | $767012.10    | 0.05%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                   | Consumers Energy Co                                                             | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016240.68   | 0.06%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY               | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255601.10    | 0.02%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14813 | PA      | $14722.74     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5770277 | PA      | $5504276.91   | 0.34%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223311 | PA      | $213303.55    | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1252630 | PA      | $1193958.60   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8880845 | PA      | $8705120.52   | 0.54%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O        | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2139853.80   | 0.13%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1218229.99   | 0.08%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                 | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $360293.97    | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FOX CORP                              | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    114000 | PA      | $109641.43    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2021-PJ6                                    | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206517 | PA      | $170779.87    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2020-GSA2                                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $987345.37    | 0.06%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                           | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115537.84    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    840000 | PA      | $914183.68    | 0.06%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                     | GXO Logistics Inc                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100048.08    | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                      | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100018.20    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust 2022-3                                | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    772040 | PA      | $702273.53    | 0.04%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2472664.27   | 0.15%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    151000 | PA      | $145210.39    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                    | HERO Funding Trust 2020-1                                                       | CUSIP: 42772BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    337862 | PA      | $293188.17    | 0.02%             | 2057-09-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925546.83    | 0.06%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECON D        | State of Hawaii Department of Business Economic Development & Tourism           | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650632 | PA      | $641761.24    | 0.04%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP              | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94138.18     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167326.87    | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                   | Hotwire Funding LLC                                                             | CUSIP: 44148JAK5<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1533655.35   | 0.10%             | 2054-06-20      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA               | Hyundai Capital America                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92810.83     | 0.01%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2021-15                                              | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655691 | PA      | $542225.83    | 0.03%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                        | City of Los Angeles CA                                                          | CUSIP: 544351RH4<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $984410.50    | 0.06%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA               | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    454000 | PA      | $454041.45    | 0.03%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                  | IBM International Capital Pte Ltd                                               | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    363000 | PA      | $369516.80    | 0.02%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                  | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100986.39    | 0.01%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust 2021-6                           | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98438 | PA      | $88674.91     | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK               | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2531610.37   | 0.16%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                 | Narragansett Electric Co/The                                                    | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102000.49    | 0.01%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                | Indiana Michigan Power Co                                                       | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50463.40     | 0.00%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    345000 | PA      | $327465.59    | 0.02%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    449000 | PA      | $458212.50    | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                           | PNC Bank NA                                                                     | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1126636.89   | 0.07%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-8                                                 | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98778 | PA      | $81722.90     | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-5                                               | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113929 | PA      | $90139.81     | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC              | Comision Federal de Electricidad                                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $396233.94    | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                          | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318765.11    | 0.02%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $69973.00     | 0.00%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $657734.25    | 0.04%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2023-1                                               | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101561 | PA      | $100438.11    | 0.01%             | 2053-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    667000 | PA      | $601898.72    | 0.04%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo Inc                                                                     | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110074.53    | 0.01%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER               | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    174000 | PA      | $167439.40    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $2230271.78   | 0.14%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2018-8                                                 | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3066 | PA      | $2861.62      | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER               | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     84000 | PA      | $77935.30     | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                            | Pfizer Inc                                                                      | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121396.70    | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2022-3                                                 | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344560 | PA      | $298282.79    | 0.02%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2022-2                                                 | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76339 | PA      | $66137.76     | 0.00%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $61705.51     | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR              | President and Fellows of Harvard College                                        | CUSIP: 740816AG8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    105000 | PA      | $120024.30    | 0.01%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114310 | PA      | $92816.09     | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL              | Jackson National Life Global Funding                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510308.91    | 0.03%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PRSVN OF AFFORD HOUSING               | Preservation Of Affordable Housing Inc                                          | CUSIP: 74082VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947579.70    | 0.06%             | 2032-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                | Private Export Funding Corp                                                     | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1017576.65   | 0.06%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                            | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110438.27    | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                  | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    106000 | PA      | $96749.80     | 0.01%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                  | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752362.91    | 0.05%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2269000 | PA      | $1802941.35   | 0.11%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LIAS Administration Fee Issuer        | LIAS Administration Fee Issuer LLC                                              | CUSIP: 53000LAA0<br>LEI: 549300Z0IVH5FVV06J61 | Long             | ABS-O            | CORP              | US        |    852954 | PA      | $832752.02    | 0.05%             | 2048-07-25      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     85000 | PA      | $58895.77     | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162018.18    | 0.01%             | 2028-01-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                | Darden Restaurants Inc                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77358.85     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                   | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108571.83    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                    | RWE Finance US LLC                                                              | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2659997.85   | 0.16%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209609.47    | 0.01%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.               | Loanpal Solar Loan 2021-1 Ltd                                                   | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504352 | PA      | $425402.24    | 0.03%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203000 | PA      | $203109.12    | 0.01%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A                | Delta Air Lines 2020-1 Class A Pass Through Trust                               | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1710288 | PA      | $1646910.84   | 0.10%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                              | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134542.97    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                    | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    285000 | PA      | $271327.95    | 0.02%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                 | Low Income Investment Fund                                                      | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994162.00    | 0.06%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                        | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1137911.69   | 0.07%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DENVER CO CITY & CNTY MF HSG R        | Denver City & County Housing Authority                                          | CUSIP: 24917QBQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $750712.35    | 0.05%             | 2028-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $149489.24    | 0.01%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    204000 | PA      | $232985.41    | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                    | Roche Holdings Inc                                                              | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1047726.71   | 0.06%             | 2033-11-13      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $418800.74    | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | Romanian Government International Bond                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1770000 | PA      | $1825728.45   | 0.11%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                        | S&P Global Inc                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148964.83    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | Sofi Professional Loan Program 2019-A LLC                                       | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19571 | PA      | $19473.17     | 0.00%             | 2048-06-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC            | MMAF Equipment Finance LLC 2019-B                                               | CUSIP: 55316EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212359 | PA      | $210805.79    | 0.01%             | 2041-11-12      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1648473.08   | 0.10%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1843184.46   | 0.11%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                    | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172758.77    | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL               | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $145418.42    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                   | Macquarie Group Ltd                                                             | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      8000 | PA      | $7939.60      | 0.00%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87806 | PA      | $87376.30     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1138148 | PA      | $1157765.56   | 0.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     65150 | PA      | $68441.91     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2024-2                                   | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $512075.50    | 0.03%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                 | Haleon US Capital LLC                                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196302.37    | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2023-PJ1                                    | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263110 | PA      | $237017.77    | 0.01%             | 2053-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1528912.35   | 0.09%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $905493.51    | 0.06%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MARS INC                              | Mars Inc                                                                        | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2743073.42   | 0.17%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    899000 | PA      | $839364.86    | 0.05%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCULTOR ALTERN SOLUTIONS              | Sculptor Alternative Solutions LLC                                              | CUSIP: 811243AE4<br>LEI: 549300MT2IHVJVYVLW85 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1567092.00   | 0.10%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| SEALED AIR/SEALED AIR US              | Sealed Air Corp/Sealed Air Corp US                                              | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25415.30     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    151000 | PA      | $139989.71    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59373.62     | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | Serbia International Bond                                                       | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    370000 | PA      | $323061.39    | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                  | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205929.41    | 0.01%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP             | Maryland Economic Development Corp                                              | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    915000 | PA      | $878702.41    | 0.05%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51634.08     | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    760000 | PA      | $769640.91    | 0.05%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $83488.48     | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                    | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72518.72     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sunrun Neptune Issuer, LLC            | Sunrun Neptune Issuer 2024-1 LLC                                                | CUSIP: 86773CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459483 | PA      | $454228.34    | 0.03%             | 2055-02-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    292000 | PA      | $303659.48    | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51616.98     | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    112000 | PA      | $116711.64    | 0.01%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $679289.00    | 0.04%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250268 | PA      | $226004.38    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242150 | PA      | $208667.60    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                           | Swedbank AB                                                                     | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    213000 | PA      | $208700.13    | 0.01%             | 2026-11-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC              | Sweihan PV Power Co PJSC                                                        | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    916100 | PA      | $787488.72    | 0.05%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                 | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1308251.35   | 0.08%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2025-1                                                  | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    567309 | PA      | $568358.90    | 0.04%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                   | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202684.12    | 0.01%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN               | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $176415.20    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2022-3                                                  | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701301 | PA      | $689625.69    | 0.04%             | 2053-06-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2021-3                                                  | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    932810 | PA      | $774598.01    | 0.05%             | 2052-06-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                | Lendmark Funding Trust 2024-1                                                   | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2026842.00   | 0.13%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                           | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75048.66     | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                    | Tricon Residential 2025-SFR1 Trust                                              | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893904 | PA      | $894613.63    | 0.06%             | 2042-03-17      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV               | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    495000 | PA      | $534471.33    | 0.03%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                 | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $85234.88     | 0.01%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING              | Lincoln Financial Global Funding                                                | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382263.46    | 0.02%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                          | UBS Group AG                                                                    | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1650000 | PA      | $1684166.55   | 0.10%             | 2035-02-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    104000 | PA      | $104767.81    | 0.01%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | Lloyds Banking Group PLC                                                        | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1825000 | PA      | $1918995.51   | 0.12%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $383798.95    | 0.02%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA                        | City of Los Angeles CA                                                          | CUSIP: 544351LY3<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |    315000 | PA      | $279756.41    | 0.02%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL               | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144807.21    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6840000 | PA      | $3243437.37   | 0.20%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                      | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     71000 | PA      | $53595.59     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust        | Mariner Finance Issuance Trust 2025-A                                           | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $638002.13    | 0.04%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MARS INC                              | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1356735.11   | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                   | IRS PAY FIXED 4.699% 9/25/2026                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-5248.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | US 10yr Ultra Fut Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       122 | NC      | $-48510.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC              | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112308.15    | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP             | Maryland Economic Development Corp                                              | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003985.80   | 0.06%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107492.78    | 0.01%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55833.96     | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                       | McDonald's Corp                                                                 | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    279000 | PA      | $284895.55    | 0.02%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY              | Minnesota Housing Finance Agency                                                | CUSIP: 60416UGL3<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    750000 | PA      | $750914.63    | 0.05%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52272.09     | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust 2019-MILE                          | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $807708.90    | 0.05%             | 2036-07-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    655000 | PA      | $672309.19    | 0.04%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53439.35     | 0.00%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust 2019-F                                | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1875439 | PA      | $1814928.75   | 0.11%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &         | New York State Energy Research & Development Authority                          | CUSIP: 64985VBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $618353.64    | 0.04%             | 2040-04-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203440.00    | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    231000 | PA      | $242773.95    | 0.02%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166639.92    | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    610000 | PA      | $580010.53    | 0.04%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86469.75     | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                      | NTT Finance Corp                                                                | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $414175.26    | 0.03%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                 | Province of Ontario Canada                                                      | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1045776.65   | 0.06%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                   | Oportun Issuance Trust 2025-B                                                   | CUSIP: 68378QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2096549.70   | 0.13%             | 2033-05-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    251000 | PA      | $202642.79    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    101000 | PA      | $98811.94     | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     91000 | PA      | $82184.27     | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                | Roper Technologies Inc                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84297.85     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR              | National Health Investors Inc                                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31955.44     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se        | Natixis Commercial Mortgage Securities Trust 2019-MILE                          | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $512031.68    | 0.03%             | 2036-07-15      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $206155.14    | 0.01%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                       | Nevada Power Co                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204917.13    | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60675 | PA      | $58855.02     | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59364.64     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS               | New York State Electric & Gas Corp                                              | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2208259.45   | 0.14%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS               | New York State Electric & Gas Corp                                              | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040193.94   | 0.06%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne        | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500944.70    | 0.03%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44858.18     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                     | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274475.02    | 0.02%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Tr        | OnDeck Asset Securitization Trust IV LLC                                        | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1094523.50   | 0.07%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $409322.27    | 0.03%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     67000 | PA      | $63173.67     | 0.00%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Tr        | OnDeck Asset Securitization IV LLC                                              | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1054394.15   | 0.07%             | 2032-11-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181173.33    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                 | University of Chicago/The                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79045.28     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities 2021-2 Trust                             | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268552 | PA      | $222499.70    | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                   | Omnis Funding Trust                                                             | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3509502.19   | 0.22%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                 | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3547000 | PA      | $3292414.08   | 0.20%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable        | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533935 | PA      | $533240.56    | 0.03%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | OneMain Finance Corp                                                            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97462.62     | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO              | Florida Power & Light Co                                                        | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    151000 | PA      | $156792.27    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2025-DNA2                                         | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   1106250 | PA      | $1112556.73   | 0.07%             | 2045-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                 | Western Alliance Bank                                                           | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    172000 | PA      | $172377.33    | 0.01%             | 2035-11-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT              | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    877000 | PA      | $872336.29    | 0.05%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                | OPEC Fund for International Development/The                                     | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1000223.66   | 0.06%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    174000 | PA      | $177387.88    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2209910.18   | 0.14%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OREGON ST                             | State of Oregon                                                                 | CUSIP: 68609UNU5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1047230.30   | 0.06%             | 2045-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                           | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233358.29    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    950000 | PA      | $960043.91    | 0.06%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    797000 | PA      | $593357.05    | 0.04%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC              | Packaging Corp of America                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    151000 | PA      | $159291.46    | 0.01%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                 | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220055.54    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $138570.03    | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    499000 | PA      | $497667.78    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH            | Redevelopment Authority of the City of Philadelphia                             | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1006887.00   | 0.06%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | Philip Morris International Inc                                                 | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $504710.15    | 0.03%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                  | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    520000 | PA      | $480373.53    | 0.03%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                 | Qnity Electronics Inc                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20731.03     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                   | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    104000 | PA      | $77018.42     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                       | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1012289.59   | 0.06%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                       | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1975014.50   | 0.12%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                    | Province of Quebec Canada                                                       | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $899493.22    | 0.06%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2021-5                                                      | CUSIP: 749384BW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179693 | PA      | $145112.06    | 0.01%             | 2051-11-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA              | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385727.98    | 0.02%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    367446 | PA      | $330871.37    | 0.02%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233237 | PA      | $196675.27    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1292870 | PA      | $1297187.53   | 0.08%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383T2H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1076171 | PA      | $22456.04     | 0.00%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | Hungary Government International Bond                                           | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    460000 | PA      | $472400.06    | 0.03%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR              | President and Fellows of Harvard College                                        | CUSIP: 740816AD5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221355.58    | 0.01%             | 2038-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC              | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81815.10     | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    596000 | PA      | $593092.12    | 0.04%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $238971.67    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                          | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79672.17     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                  | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    825000 | PA      | $629062.50    | 0.04%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107628.77    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129931.79    | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99157.88     | 0.01%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                   | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1033740.33   | 0.06%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $574522.65    | 0.04%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                           | BNG Bank NV                                                                     | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $996606.06    | 0.06%             | 2028-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                    | BMO 2023-5C1 Mortgage Trust                                                     | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1727502.32   | 0.11%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                    | BMO 2023-5C2 Mortgage Trust                                                     | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2243912.37   | 0.14%             | 2056-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117136.16    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    194000 | PA      | $167070.07    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM              | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1022202.38   | 0.06%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1331375.96   | 0.08%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $27565.01     | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI              | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1903133.10   | 0.12%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA              | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     47000 | PA      | $46426.60     | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1543641 | PA      | $1547687.82   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    894653 | PA      | $853815.70    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133AJBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229395 | PA      | $196719.11    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    438413 | PA      | $418471.34    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137FT6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458657 | PA      | $68382.90     | 0.00%             | 2040-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138EGBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182899 | PA      | $184067.43    | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138ETZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166460 | PA      | $160993.11    | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138Y9Q76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7380 | PA      | $7043.13      | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QBJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2495911 | PA      | $2347995.78   | 0.15%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XGLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365927 | PA      | $327670.03    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253479 | PA      | $227072.36    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85479 | PA      | $76515.48     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9422 | PA      | $9410.28      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4840644 | PA      | $3940349.01   | 0.24%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3773822 | PA      | $3070751.26   | 0.19%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2022679 | PA      | $2018857.27   | 0.13%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $430940.44    | 0.03%             | 2042-09-25      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    860749 | PA      | $800121.04    | 0.05%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1646136 | PA      | $1576700.55   | 0.10%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3114018 | PA      | $2693765.36   | 0.17%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3600358 | PA      | $3107271.91   | 0.19%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                       | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $872944.94    | 0.05%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P        | San Francisco City & County Public Utilities Commission Wastewater Revenue      | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1421553.98   | 0.09%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3095637 | PA      | $2839358.38   | 0.18%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY          | City & County of San Francisco CA                                               | CUSIP: 79773KPV0<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2559615.50   | 0.16%             | 2045-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2023-5                                   | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $933064.02    | 0.06%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304061.10    | 0.02%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3110000 | PA      | $3047557.05   | 0.19%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    117000 | PA      | $86679.47     | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    183000 | PA      | $185998.99    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247000.34    | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO              | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38773.50     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    843000 | PA      | $653822.96    | 0.04%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    735000 | PA      | $750213.49    | 0.05%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930258 | PA      | $913028.41    | 0.06%             | 2052-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund ABS         | ABPCI Direct Lending Fund ABS I Ltd                                             | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912159 | PA      | $902907.76    | 0.06%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                          | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018408.00   | 0.06%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     62000 | PA      | $42536.20     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52879.63     | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172649.88    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    207000 | PA      | $184781.52    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG              | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $190694.81    | 0.01%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                 | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80832.76     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust              | Angel Oak Mortgage Trust 2025-13                                                | CUSIP: 034952AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100014.40    | 0.01%             | 2070-10-25      | Variable      | 5.74%                 | No            |                  3 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV               | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118781.41    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                 | Aon North America Inc                                                           | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $199119.61    | 0.01%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98062.03     | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5867.68      | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                 | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85671.44     | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    157000 | PA      | $157171.16    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD              | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    135000 | PA      | $86711.03     | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARAB ENERGY FUND                      | Arab Energy Fund /The                                                           | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | CORP              | SA        |   1000000 | PA      | $1033652.00   | 0.06%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C              | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1237042.19   | 0.08%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva        | AmeriCredit Automobile Receivables Trust 2021-3                                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154877 | PA      | $153803.40    | 0.01%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO               | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15696.30     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO               | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306982.40    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                             | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53216.98     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                            | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1084144 | PA      | $1053208.99   | 0.07%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $879604.20    | 0.05%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $607184.76    | 0.04%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S        | BBCMS Mortgage Trust 2023-5C23                                                  | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $2012743.53   | 0.12%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $745748.65    | 0.05%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                    | BMO 2022-C3 MORTGAGE TRUST                                                      | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1027970.70   | 0.06%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur        | BHG Securitization Trust 2022-C                                                 | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477866 | PA      | $479112.65    | 0.03%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                       | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    218000 | PA      | $197307.78    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115003.69    | 0.01%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Homeowners, Inc.             | CHI Commercial Mortgage Trust 2025-SFT                                          | CUSIP: 16706GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7875000 | PA      | $71233.31     | 0.00%             | 2042-04-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                     | Cisco Systems Inc                                                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    232000 | PA      | $238366.03    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    278000 | PA      | $296980.98    | 0.02%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1722201.02   | 0.11%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup COmmercial Mortgage Trust 2018-C6                                     | CUSIP: 17327GAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837000 | PA      | $830165.64    | 0.05%             | 2051-11-10      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293464 | PA      | $278705.22    | 0.02%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO               | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $227439.10    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2023-R06                                    | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $734805.07    | 0.05%             | 2043-07-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9D90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121452 | PA      | $118919.11    | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55550 | PA      | $49113.61     | 0.00%             | 2048-10-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137H9SN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    744987 | PA      | $748125.57    | 0.05%             | 2052-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    182000 | PA      | $180973.88    | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1238804.88   | 0.08%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87608.96     | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29837 | PA      | $29687.97     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3701 | PA      | $3524.87      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2539305.15   | 0.16%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL              | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103778.04    | 0.01%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131937 | PA      | $129394.15    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ALB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1701 | PA      | $1699.07      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                           | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1031559.36   | 0.06%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C        | City & County of San Francisco CA Community Facilities District No 2014-1       | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $708967.50    | 0.04%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51550 | PA      | $49331.50     | 0.00%             | 2040-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252545 | PA      | $215741.77    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP               | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    475000 | PA      | $431645.78    | 0.03%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC             | Sunrun Demeter Issuer 2021-2 LLC                                                | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1012246 | PA      | $922848.72    | 0.06%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1270202 | PA      | $1083695.11   | 0.07%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                   | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $677076.68    | 0.04%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                 | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     47000 | PA      | $46594.86     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                     | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    113000 | PA      | $97072.17     | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F        | Ford Credit Auto Owner Trust 2021-REV1                                          | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2976199.20   | 0.18%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust          | Ford Credit Auto Owner Trust 2022-B                                             | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895099 | PA      | $895208.58    | 0.06%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS              | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $382323.21    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                         | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    199000 | PA      | $116833.68    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    925000 | PA      | $919574.85    | 0.06%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT        | Golub Capital Partners CLO 69M                                                  | CUSIP: 38182HAA0<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3001845.00   | 0.19%             | 2037-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                       | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     78000 | PA      | $60171.41     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210783.38    | 0.01%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200616.73    | 0.01%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $370191.02    | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust Series 2024-3                                          | CUSIP: 46657QAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    859196 | PA      | $743798.97    | 0.05%             | 2054-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                       | 180 Medical Inc                                                                 | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389335.44    | 0.02%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Tr        | OnDeck Asset Securitization IV LLC                                              | CUSIP: 68237DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $985618.63    | 0.06%             | 2032-04-19      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable        | OneMain Direct Auto Receivables Trust 2025-1                                    | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1864234.80   | 0.12%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz        | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102851.85    | 0.01%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2412072.30   | 0.15%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC               | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50860.92     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374101.08    | 0.02%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK              | African Development Bank                                                        | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   2500000 | PA      | $2494273.50   | 0.15%             | 2034-05-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                   | Affirm Master Trust                                                             | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1208115.96   | 0.07%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    161000 | PA      | $164468.04    | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                 | Athene Global Funding                                                           | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    509000 | PA      | $516037.78    | 0.03%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD            | Atlas Senior Loan Fund XI Ltd                                                   | CUSIP: 04941YAC3<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |     24387 | PA      | $24388.61     | 0.00%             | 2031-07-26      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                            | ATLX 2024-RPL1 Trust                                                            | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530930 | PA      | $519096.25    | 0.03%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG              | Automatic Data Processing Inc                                                   | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996980.03    | 0.06%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding        | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402591.88    | 0.02%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2020-B20 Mortgage Trust                                               | CUSIP: 08162XBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1178100.95   | 0.07%             | 2053-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1946724.23   | 0.12%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                      | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1008988.33   | 0.06%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas SA                                                                  | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $434493.74    | 0.03%             | 2027-06-30      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    149000 | PA      | $135373.17    | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1332115.42   | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORP                   | Bridge Housing Corp                                                             | CUSIP: 10806CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $599657.39    | 0.04%             | 2035-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     64000 | PA      | $49155.79     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    625000 | PA      | $616169.34    | 0.04%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC              | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    515000 | PA      | $455734.91    | 0.03%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit               | Capital Automotive REIT                                                         | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2039650 | PA      | $1988710.83   | 0.12%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                      | CIFC Funding 2023-I Ltd                                                         | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4250735.25   | 0.26%             | 2038-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                         | State of California                                                             | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    275000 | PA      | $321400.45    | 0.02%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2710388.20   | 0.17%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                  | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1223138.96   | 0.08%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE              | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235552.44    | 0.01%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                    | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    188000 | PA      | $200418.16    | 0.01%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR               | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83606.41     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                | Cox Communications Inc                                                          | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     88000 | PA      | $77036.34     | 0.00%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB SA                | Credit Agricole Corporate & Investment Bank SA                                  | CUSIP: 22534W5E4<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $997513.62    | 0.06%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140EU2B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193890 | PA      | $187663.35    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140K9U56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1006848 | PA      | $938784.08    | 0.06%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139543 | PA      | $136896.77    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3056135 | PA      | $2764824.19   | 0.17%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936440 | PA      | $901651.08    | 0.06%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41799 | PA      | $38942.53     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63094 | PA      | $60821.38     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62104 | PA      | $56648.73     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152780 | PA      | $139231.20    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    967917 | PA      | $870834.08    | 0.05%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1935531 | PA      | $1776087.88   | 0.11%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54629 | PA      | $53409.32     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3622AATU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47470 | PA      | $43696.22     | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38381AHP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    269943 | PA      | $6814.42      | 0.00%             | 2048-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                     | Canada Government International Bond                                            | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1010428.22   | 0.06%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                            | MFA 2021-RPL1 Trust                                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321935 | PA      | $296580.10    | 0.02%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA              | Meiji Yasuda Life Insurance Co                                                  | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203572.80    | 0.01%             | 2054-09-11      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    650000 | PA      | $569062.00    | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor        | Morgan Stanley Residential Mortgage Loan Trust 2023-1                           | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243316 | PA      | $224899.79    | 0.01%             | 2053-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                      | NMEF Funding 2022-B LLC                                                         | CUSIP: 62890MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1242983 | PA      | $1252811.63   | 0.08%             | 2029-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1295189.45   | 0.08%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977447.18    | 0.06%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177665.34    | 0.01%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NatWest Group PLC                                                               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1125141.00   | 0.07%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust 2019-C                                | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32156 | PA      | $31834.07     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG              | New York Life Global Funding                                                    | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78393.27     | 0.00%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP         | New York City Housing Development Corp                                          | CUSIP: 64966WLY1<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $994517.40    | 0.06%             | 2055-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132440.09    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND              | Saudi Government International Bond                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    755000 | PA      | $771030.54    | 0.05%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                  | SCOTT Trust 2023-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1590542.27   | 0.10%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                  | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1007103.45   | 0.06%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH COLLEGE                     | Trustees of Dartmouth College                                                   | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008800.39   | 0.06%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                     | USAA Capital Corp                                                               | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    154000 | PA      | $155889.13    | 0.01%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9845000 | PA      | $9814618.92   | 0.61%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    263000 | PA      | $260349.46    | 0.02%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352379.68    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC              | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1188471.24   | 0.07%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    477000 | PA      | $435593.28    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC               | AEP Transmission Co LLC                                                         | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    425000 | PA      | $349143.18    | 0.02%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING             | Adams Outdoor Advertising LP                                                    | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508715.30    | 0.03%             | 2053-07-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers L        | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000716.60   | 0.06%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers L        | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | PA      | $1188687.04   | 0.07%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2023-R02                                    | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103645.26    | 0.01%             | 2043-01-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac REMICS                                                              | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74759 | PA      | $55272.56     | 0.00%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi        | Freddie Mac Multiclass Certificates Series 2015-P001                            | CUSIP: 3137H74G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $920890.80    | 0.06%             | 2032-02-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223922 | PA      | $211344.33    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549906 | PA      | $447284.38    | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1022406 | PA      | $970839.53    | 0.06%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329871 | PA      | $254526.63    | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585198 | PA      | $519056.23    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543143 | PA      | $503366.93    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5162951 | PA      | $4927288.84   | 0.31%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571255 | PA      | $560305.56    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FR66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1496109 | PA      | $1460927.40   | 0.09%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $232173.00    | 0.01%             | 2042-05-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI              | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $184792.86    | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74291.84     | 0.00%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                 | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193801.97    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                | American Tower Trust #1                                                         | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1845393.63   | 0.11%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA              | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352367.25    | 0.02%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva        | AmeriCredit Automobile Receivables Trust 2023-2                                 | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $512930.85    | 0.03%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    221000 | PA      | $228150.30    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                      | Bank of Montreal                                                                | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2572357.50   | 0.16%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                      | Bank of Montreal                                                                | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1061708.80   | 0.07%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC              | Baxter International Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62745.14     | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $192749.40    | 0.01%             | 2062-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC               | Blue Stream Issuer LLC                                                          | CUSIP: 09606BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1308042.71   | 0.08%             | 2053-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $155101.30    | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1210000 | PA      | $1143622.33   | 0.07%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU              | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $634303.34    | 0.04%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56273.13     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                            | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107807.05    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                 | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $94425.48     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179RJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77959 | PA      | $79928.20     | 0.00%             | 2045-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19049 | PA      | $18939.41     | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179UGB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    318132 | PA      | $294670.81    | 0.02%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179VQV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407251 | PA      | $389202.20    | 0.02%             | 2050-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300465 | PA      | $248917.57    | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617Q8CS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161731 | PA      | $145637.89    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87157 | PA      | $78347.85     | 0.00%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116054 | PA      | $106686.28    | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust          | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $793741.92    | 0.05%             | 2051-07-10      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205886.58    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101417.04    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                      | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    208000 | PA      | $141749.34    | 0.01%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                   | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125526.11    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                 | Global SC Finance VII Srl                                                       | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |    130636 | PA      | $125526.68    | 0.01%             | 2040-11-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust 2021-5                                | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    961879 | PA      | $800156.01    | 0.05%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Impr        | GoodLeap Sustainable Home Solutions Trust 2022-1                                | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    679866 | PA      | $598489.31    | 0.04%             | 2049-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX                | Goodman US Finance Six LLC                                                      | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $58234.70     | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    514738 | PA      | $101998.88    | 0.01%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38379FCL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99446 | PA      | $97565.11     | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383PNA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    886215 | PA      | $16423.08     | 0.00%             | 2052-03-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383YAV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    432740 | PA      | $7689.49      | 0.00%             | 2052-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    536207 | PA      | $375922.40    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347733 | PA      | $65580.62     | 0.00%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                | GPS Blue Financing DAC                                                          | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | IE        |   1000000 | PA      | $993300.00    | 0.06%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1284885.43   | 0.08%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1070851.57   | 0.07%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA Inc                                                                         | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64299.13     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84194.28     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62471.92     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                             | AGCO Corp                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    364000 | PA      | $368910.36    | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                          | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108402.25    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                            | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1602462.40   | 0.10%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS              | Air Products and Chemicals Inc                                                  | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019829.18   | 0.06%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     89000 | PA      | $83703.01     | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CaixaBank SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    610000 | PA      | $620567.15    | 0.04%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                      | California Street CLO IX LP                                                     | CUSIP: 13079WDG0<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |   1840000 | PA      | $1846469.44   | 0.11%             | 2032-07-16      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212124.43    | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                   | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    265000 | PA      | $228080.55    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                      | Carlisle Cos Inc                                                                | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43575.71     | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                     | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    488000 | PA      | $452811.91    | 0.03%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404914.58    | 0.03%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                    | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86420.69     | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                    | F&G Global Funding                                                              | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374719.29    | 0.02%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1830657 | PA      | $1786988.98   | 0.11%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117151 | PA      | $108128.96    | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3622ACCU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2853461 | PA      | $2562857.64   | 0.16%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                         | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    189000 | PA      | $194244.90    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                           | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $994841.49    | 0.06%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442437.65    | 0.03%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186603.48    | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $320365.40    | 0.02%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX 2021-J2 Trust                                                               | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222945 | PA      | $184434.53    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX 2025-NQM13 Trust                                                            | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   1042606 | PA      | $1051679.69   | 0.07%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC              | OBX 2025-NQM8 Trust                                                             | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |   1147346 | PA      | $1156334.41   | 0.07%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                   | OMERS Finance Trust                                                             | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $959563.50    | 0.06%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                | One Market Plaza Trust 2017-1MKT                                                | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730448 | PA      | $697653.14    | 0.04%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1223997.72   | 0.08%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    218000 | PA      | $149698.92    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    184000 | PA      | $163026.62    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055218.23   | 0.07%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C              | Pacific Life Insurance Co                                                       | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133284.94    | 0.01%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                            | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    935000 | PA      | $696901.57    | 0.04%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                    | Panama Government International Bond                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $107460.00    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL              | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1440155.23   | 0.09%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                           | PepsiCo Inc                                                                     | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123782.48    | 0.01%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                      | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    107000 | PA      | $98659.35     | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER               | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    128000 | PA      | $129357.26    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                 | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    867887 | PA      | $882322.61    | 0.05%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                 | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997212.48   | 0.12%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE              | Pioneer Natural Resources Co                                                    | CUSIP: 723787AB3<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424353.93    | 0.03%             | 2028-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $367265.53    | 0.02%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85162.29     | 0.01%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                 | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35785.61     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                   | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    123000 | PA      | $108325.09    | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                 | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312264.00    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165574 | PA      | $167197.76    | 0.01%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                    | RWE Finance US LLC                                                              | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026232.67   | 0.06%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL              | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $365924.51    | 0.02%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                | Regions Financial Corp                                                          | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92704.15     | 0.01%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                    | Roche Holdings Inc                                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409031.31    | 0.03%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                        | S&P Global Inc                                                                  | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73980.49     | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA FING AUTH LEASE RE        | San Jose Financing Authority                                                    | CUSIP: 798153QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $491265.10    | 0.03%             | 2037-05-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203618.60    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2024-4                                   | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $808406.72    | 0.05%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2020-1                                                   | CUSIP: 81748MCE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202491 | PA      | $161476.06    | 0.01%             | 2050-02-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2025-S2                                                  | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313391 | PA      | $293211.82    | 0.02%             | 2055-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr        | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115375 | PA      | $111621.63    | 0.01%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT              | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $245821.00    | 0.02%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT              | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    211000 | PA      | $212854.31    | 0.01%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC            | Sunrun Xanadu Issuer 2019-1 LLC                                                 | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254711 | PA      | $243137.64    | 0.02%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS              | Pinnacle Financial Partners Inc                                                 | CUSIP: 87164DXY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $253398.47    | 0.02%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                           | TCW CLO 2019-2 Ltd                                                              | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3254871.75   | 0.20%             | 2038-01-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    102000 | PA      | $67764.86     | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                 | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    660000 | PA      | $652991.37    | 0.04%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                 | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108674.64    | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4081.84      | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA              | TotalEnergies Capital SA                                                        | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    775000 | PA      | $781728.70    | 0.05%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                           | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     74000 | PA      | $79679.01     | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT              | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    116000 | PA      | $105429.28    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                           | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    745000 | PA      | $744431.72    | 0.05%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET              | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    500000 | PA      | $531635.04    | 0.03%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga        | UBS-Barclays Commercial Mortgage Trust 2013-C5                                  | CUSIP: 90270YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $181213.63    | 0.01%             | 2046-03-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                     | USAA Capital Corp                                                               | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2305949.43   | 0.14%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $57632.81     | 0.00%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6475000 | PA      | $6475758.81   | 0.40%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3999000 | PA      | $3615658.34   | 0.22%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54000 | PA      | $49559.77     | 0.00%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    237000 | PA      | $242193.63    | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $120837.14    | 0.01%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1408567.98   | 0.09%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1345000 | PA      | $1329448.44   | 0.08%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    106000 | PA      | $108838.63    | 0.01%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                            | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128372.17    | 0.01%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    117000 | PA      | $91612.91     | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     84000 | PA      | $60540.08     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC            | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200461 | PA      | $193117.17    | 0.01%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    779000 | PA      | $727573.97    | 0.05%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    435000 | PA      | $452587.98    | 0.03%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $420638.73    | 0.03%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120164.67    | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2022-4                                                      | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193626 | PA      | $174421.89    | 0.01%             | 2052-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663995.14    | 0.04%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2024-5C2                                  | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2075000 | PA      | $2184282.37   | 0.14%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT               | Wisconsin Power and Light Co                                                    | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     84000 | PA      | $80931.22     | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit        | World Financial Network Credit Card Master Note Trust 2024-B                    | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2023042.80   | 0.13%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II D                        | WLB Asset II D Pte Ltd                                                          | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $969250.94    | 0.06%             | 2026-12-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                        | BAHA Trust 2024-MAR                                                             | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1366237.75   | 0.08%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust            | BMO 2022-C1 Mortgage Trust                                                      | CUSIP: 05609MCY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $858697.00    | 0.05%             | 2055-02-17      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63933.64     | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                    | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54728.09     | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    975000 | PA      | $1033877.43   | 0.06%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610915 | PA      | $582888.05    | 0.04%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X96J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165909 | PA      | $143535.08    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393749 | PA      | $396807.58    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1151970 | PA      | $982570.04    | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162180 | PA      | $146457.39    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158381 | PA      | $153080.51    | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112056 | PA      | $105016.51    | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva        | GM Financial Revolving Receivables Trust 2023-2                                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $525751.50    | 0.03%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    531000 | PA      | $592796.00    | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1218529.97   | 0.08%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    770000 | PA      | $702095.99    | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80062.34     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2022-LTV1                                              | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380513 | PA      | $340985.66    | 0.02%             | 2052-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Trust 2015-1                                                          | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31768 | PA      | $31341.36     | 0.00%             | 2044-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2018-7FRB                                              | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9526 | PA      | $9361.92      | 0.00%             | 2046-04-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-4                                                 | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110528 | PA      | $90498.84     | 0.01%             | 2051-08-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   1250000 | PA      | $1325644.79   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                | Mexico City Airport Trust                                                       | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    280000 | PA      | $278784.80    | 0.02%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                 | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1002988.23   | 0.06%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Monroe Capital ABS Funding LTD        | Monroe Capital ABS Funding 2021-1 Ltd                                           | CUSIP: 610331AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    849041 | PA      | $840597.04    | 0.05%             | 2031-04-22      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY MD HSG OPPORTU        | Montgomery County Housing Opportunities Commission                              | CUSIP: 61335AAS4<br>LEI: 549300HDL0LLRHMDL092 | Long             | DBT              | MUN               | US        |    500000 | PA      | $486481.00    | 0.03%             | 2044-12-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                   | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170854.08    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674062 | PA      | $684073.91    | 0.04%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo        | Structured Asset Investment Loan Trust 2004-8                                   | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5778 | PA      | $5572.42      | 0.00%             | 2034-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sunrun Julius Issuer                  | Sunrun Julius Issuer 2023-2 LLC                                                 | CUSIP: 86772JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1213385 | PA      | $1228295.54   | 0.08%             | 2059-01-30      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                | Switch ABS Issuer LLC                                                           | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $728942.74    | 0.05%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    860000 | PA      | $938593.32    | 0.06%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153652.75    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                  | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100602.90    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU              | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $132060.39    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                 | Tennessee Valley Authority                                                      | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    105000 | PA      | $92204.10     | 0.01%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                           | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1797244.28   | 0.11%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    217000 | PA      | $190450.85    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                 | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $107920.30    | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust             | Towd Point Mortgage Trust 2018-5                                                | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2385000 | PA      | $2039214.59   | 0.13%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP              | United States International Development Finance Corp                            | CUSIP: 90376PAX9<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |    501377 | PA      | $474279.01    | 0.03%             | 2029-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $148793.11    | 0.01%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $198631.84    | 0.01%             | 2043-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $110082.73    | 0.01%             | 2043-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $81162.97     | 0.01%             | 2044-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $188667.96    | 0.01%             | 2044-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC        | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1310098.40   | 0.08%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC              | Willis North America Inc                                                        | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105130.60    | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST II              | Wynnton Funding Trust II                                                        | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2716484.42   | 0.17%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                       | Zayo Issuer LLC                                                                 | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $959240.04    | 0.06%             | 2055-06-20      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                   | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AN5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $267868.23    | 0.02%             | 2028-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1332006.75   | 0.08%             | 2054-12-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $59444.86     | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO              | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $374767.04    | 0.02%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383ABJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118473 | PA      | $50.64        | 0.00%             | 2050-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383TWK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    536449 | PA      | $43665.70     | 0.00%             | 2052-07-20      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407625 | PA      | $73697.88     | 0.00%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                 | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $189757.45    | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu        | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375431 | PA      | $376818.08    | 0.02%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                        | Home Depot Inc/The                                                              | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92595.47     | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                     | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455986.58    | 0.03%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor        | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                  | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154493 | PA      | $150003.48    | 0.01%             | 2029-09-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2021-14                                              | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94860 | PA      | $78474.72     | 0.00%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    245000 | PA      | $203625.01    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust        | Morgan Stanley Capital I Trust 2018-L1                                          | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2405502 | PA      | $2405653.25   | 0.15%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    156000 | PA      | $122227.00    | 0.01%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359143 | PA      | $304718.34    | 0.02%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                             | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154612.23    | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH REVENUE          | New Hampshire Business Finance Authority                                        | CUSIP: 63607YCG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $744098.93    | 0.05%             | 2045-11-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73867.46     | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                       | Nordea Bank Abp                                                                 | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $204877.52    | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                   | Northern Trust Corp                                                             | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399450.14    | 0.02%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE              | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     62000 | PA      | $65801.10     | 0.00%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                 | Novartis Capital Corp                                                           | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98491.43     | 0.01%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385872.90    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN              | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123218.98    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1100101.45   | 0.07%             | 2036-09-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC               | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53253.12     | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    440000 | PA      | $446820.73    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education         | Pennsylvania Higher Education Assistance Agency                                 | CUSIP: 71723MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190101 | PA      | $186692.84    | 0.01%             | 2070-05-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1204232.27   | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE               | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1012363.01   | 0.06%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    119000 | PA      | $124060.65    | 0.01%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Renew Financial                       | Renew 2021-1                                                                    | CUSIP: 75975BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    496436 | PA      | $401094.53    | 0.02%             | 2056-11-20      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356958.24    | 0.02%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                    | Roche Holdings Inc                                                              | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199228.31    | 0.01%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                           | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387700.62    | 0.02%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES               | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    380000 | PA      | $388480.38    | 0.02%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc               | SCF Equipment Leasing 2025-1 LLC                                                | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1560000 | PA      | $1594259.16   | 0.10%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                       | SSM Health Care Corp                                                            | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457324.29    | 0.03%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T        | STWD 2021-LIH Mortgage Trust                                                    | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997515.00    | 0.06%             | 2036-11-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103537.49    | 0.01%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl        | Santander Drive Auto Receivables Trust 2023-4                                   | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $615116.76    | 0.04%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    685000 | PA      | $703854.76    | 0.04%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                    | Steel Dynamics Inc                                                              | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72916.14     | 0.00%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                            | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    442000 | PA      | $327430.70    | 0.02%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    797000 | PA      | $802728.44    | 0.05%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRIPS                                | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1975000 | PA      | $830359.11    | 0.05%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                           | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   2000000 | PA      | $2034927.34   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC              | Vistra Operations Co LLC                                                        | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304876.41    | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                  | Waste Management Inc                                                            | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    149000 | PA      | $151513.37    | 0.01%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                | Webster Financial Corp                                                          | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159904.40    | 0.01%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47564.65     | 0.00%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2025-609M                                 | CUSIP: 95004NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99875.22     | 0.01%             | 2042-08-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US LONG BOND(CBT) Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -6 | NC      | $12178.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP               | International Bank for Reconstruction & Development                             | CUSIP: 459058MA8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2502907.25   | 0.16%             | 2032-03-31      | Variable      | 1.09%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | Indonesia Government International Bond                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    280000 | PA      | $277358.72    | 0.02%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE              | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96522.30     | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                | International Development Association                                           | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1451387.12   | 0.09%             | 2035-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                   | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1221582.97   | 0.08%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                  | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1000000 | PA      | $765484.00    | 0.05%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                     | Jamestown CLO IX Ltd                                                            | CUSIP: 47048JBF9<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001146.00   | 0.19%             | 2034-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173969.83    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OAKST Commercial Mortgage Trus        | OAKST Commercial Mortgage Trust 2023-NLP                                        | CUSIP: 67630KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1387379.56   | 0.09%             | 2040-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                     | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    124000 | PA      | $134954.65    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40620.59     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust          | Oxford Finance Funding Trust 2025-1 LLC                                         | CUSIP: 69144BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $551640.49    | 0.03%             | 2035-02-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2AA PTT               | Air Canada 2015-2 Class AA Pass Through Trust                                   | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    922851 | PA      | $909867.04    | 0.06%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                      | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $133727.39    | 0.01%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust         | Alen 2021-ACEN Mortgage Trust                                                   | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $431095.85    | 0.03%             | 2034-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98938.13     | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | Alphabet Inc                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88437.83     | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     78000 | PA      | $64072.36     | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                           | Ameren Corp                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65887.62     | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    316000 | PA      | $319670.47    | 0.02%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     86000 | PA      | $90804.40     | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                 | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1807038.92   | 0.11%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    327000 | PA      | $196855.65    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO               | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    835000 | PA      | $857955.98    | 0.05%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                              | BX Commercial Mortgage Trust 2022-AHP                                           | CUSIP: 05610FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1598540.96   | 0.10%             | 2039-01-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    555000 | PA      | $496257.67    | 0.03%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    432000 | PA      | $406829.59    | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $377442.50    | 0.02%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                          | QatarEnergy                                                                     | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $180120.00    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                           | RAD CLO 23 Ltd                                                                  | CUSIP: 75009CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2506127.50   | 0.16%             | 2037-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru        | SMB Private Education Loan Trust 2017-A                                         | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |   1617278 | PA      | $1607422.19   | 0.10%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $260248.09    | 0.02%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SECURIAN FINANCIAL GROUP              | Securian Financial Group Inc                                                    | CUSIP: 81373PAA1<br>LEI: 5493007EAD0HGURCS836 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217197.42    | 0.01%             | 2048-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2020-3                                                   | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41916 | PA      | $36377.04     | 0.00%             | 2050-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2020-IG3 Mortgage Trust                                               | CUSIP: 08162QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486555 | PA      | $478426.49    | 0.03%             | 2048-09-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837631 | PA      | $818021.13    | 0.05%             | 2062-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                | Solar Star Funding LLC                                                          | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2269279 | PA      | $2312535.81   | 0.14%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I              | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226926.23    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY              | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $168823.44    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                | Star Energy Geothermal Wayang Windu Ltd                                         | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    318750 | PA      | $328528.29    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST               | Starwood Property Trust Inc                                                     | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1056102.00   | 0.07%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST               | Starwood Property Trust Inc                                                     | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2194660.37   | 0.14%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                    | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    715000 | PA      | $741203.58    | 0.05%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    558000 | PA      | $547150.33    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC               | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    166000 | PA      | $171990.28    | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                    | Boston Gas Co                                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    415000 | PA      | $437378.69    | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC          | Business Jet Securities 2024-1 LLC                                              | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    938237 | PA      | $969422.93    | 0.06%             | 2039-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CMFT Net Lease Master Issuer L        | CMFT Net Lease Master Issuer LLC                                                | CUSIP: 12575AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2394262 | PA      | $2055633.16   | 0.13%             | 2051-07-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                       | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132789.54    | 0.01%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY              | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     83000 | PA      | $73053.73     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                           | Cargill Inc                                                                     | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403245.17    | 0.02%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    820000 | PA      | $818127.37    | 0.05%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP              | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    384000 | PA      | $402588.93    | 0.02%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    252000 | PA      | $189554.04    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION C              | Community Preservation Corp/The                                                 | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934396.32    | 0.06%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                | ConocoPhillips Co                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771567.48    | 0.05%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC               | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56663.94     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr        | Credit Acceptance Auto Loan Trust 2023-5                                        | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1031472.40   | 0.06%             | 2034-04-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                    | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    935000 | PA      | $933777.16    | 0.06%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC               | Crown Castle Towers LLC                                                         | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $598039.68    | 0.04%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus        | CSAIL 2021-C20 Commercial Mortgage Trust                                        | CUSIP: 22945EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153597 | PA      | $1073802.23   | 0.07%             | 2054-03-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                        | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159327.20    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151061.12    | 0.01%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114286 | PA      | $113612.19    | 0.01%             | 2049-07-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BFR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3224615 | PA      | $2726146.72   | 0.17%             | 2051-04-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366599 | PA      | $319062.41    | 0.02%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138WJRD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75380 | PA      | $71065.78     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XQE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4827255 | PA      | $4213760.75   | 0.26%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18429 | PA      | $17944.21     | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2127555 | PA      | $2162589.26   | 0.13%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FGV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8625402 | PA      | $8184176.38   | 0.51%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418FNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2946738 | PA      | $2730939.89   | 0.17%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | Indonesia Government International Bond                                         | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1090000 | PA      | $1151521.78   | 0.07%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru        | Onemain Financial Issuance Trust 2025-1                                         | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2122646.40   | 0.13%             | 2038-07-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                 | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2200519.93   | 0.14%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                 | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $77282.58     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | Royal Bank of Canada                                                            | CUSIP: 780082AH6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $980985.57    | 0.06%             | 2026-09-14      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    203000 | PA      | $204732.94    | 0.01%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES              | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1961842.27   | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust 2017-C4                                           | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148558 | PA      | $146458.47    | 0.01%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DAC                 | BB Blue Financing DAC                                                           | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   1000000 | PA      | $973564.36    | 0.06%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP               | Japan Bank for International Cooperation                                        | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1011394.51   | 0.06%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                           | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249478.69    | 0.02%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78152.52     | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $208700.00    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $198200.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                            | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $170190.33    | 0.01%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2990000 | PA      | $1752653.92   | 0.11%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    237000 | PA      | $232889.53    | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31114000 | PA      | $30404211.88  | 1.88%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $939414.06    | 0.06%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268484.51    | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC              | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100230.07    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                          | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    223000 | PA      | $204570.08    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust          | WB Commercial Mortgage Trust 2024-HQ                                            | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499071.30    | 0.03%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                        | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1623644.04   | 0.10%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99080.06     | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1201617.16   | 0.07%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     89000 | PA      | $74516.16     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV               | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $217349.02    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APA CORP                              | APA Corp                                                                        | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    390000 | PA      | $324148.23    | 0.02%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                             | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    291000 | PA      | $274949.28    | 0.02%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                          | Ares Loan Funding IX Ltd                                                        | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2493865.00   | 0.15%             | 2038-03-31      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST INDL DEV AUTH REVEN        | Arizona Industrial Development Authority                                        | CUSIP: 04052AEN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010713.10   | 0.06%             | 2031-10-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                | Asian Development Bank                                                          | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   1500000 | PA      | $1481565.56   | 0.09%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140604.02    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    730000 | PA      | $672446.97    | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                      | BAT Capital Corp                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207799.11    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81799.08     | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                 | Becton Dickinson & Co                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157050.24    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                  | Beignet Investor LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1503392.56   | 0.09%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2020-B19 Mortgage Trust                                               | CUSIP: 08162WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1202192.64   | 0.07%             | 2053-09-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                     | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447137.97    | 0.03%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                     | CDP Financial Inc                                                               | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $989122.70    | 0.06%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                     | CF Industries Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130546.09    | 0.01%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC               | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350786 | PA      | $218706.58    | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                       | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76690.85     | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                       | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     66000 | PA      | $50806.01     | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM 2013-LC13 Mortgage Trust                                                   | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479082 | PA      | $447941.32    | 0.03%             | 2046-08-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust          | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89315 | PA      | $86497.07     | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                   | COMM 2022-HC Mortgage Trust                                                     | CUSIP: 12659DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $957749.90    | 0.06%             | 2039-01-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                      | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    382000 | PA      | $333290.18    | 0.02%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust               | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $806898.16    | 0.05%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                   | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    213000 | PA      | $172100.77    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                    | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $62915.21     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $58827.17     | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104972.12    | 0.01%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    271000 | PA      | $272710.62    | 0.02%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509219.75   | 0.16%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    101000 | PA      | $90309.17     | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | Comcast Corp                                                                    | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    143000 | PA      | $140993.52    | 0.01%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                          | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    701000 | PA      | $731295.59    | 0.05%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC              | Comision Federal de Electricidad                                                | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1029802.00   | 0.06%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                   | CommonSpirit Health                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1049176.97   | 0.07%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R06                                    | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $647588.63    | 0.04%             | 2042-05-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST GREEN BANK             | Connecticut Green Bank                                                          | CUSIP: 207580AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $892250.90    | 0.06%             | 2035-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC               | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87375.99     | 0.01%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                          | Consorcio Transmantaro SA                                                       | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    430000 | PA      | $427720.97    | 0.03%             | 2034-04-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC              | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80295.84     | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND                      | Continental Wind LLC                                                            | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    846145 | PA      | $866336.07    | 0.05%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    365000 | PA      | $375947.83    | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    625000 | PA      | $556649.09    | 0.03%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623377.48    | 0.04%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I        | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $898911.20    | 0.06%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90217.32     | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1503052.11   | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1002135.53   | 0.06%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Digital Brige Issuer LLC              | DigitalBridge Issuer LLC                                                        | CUSIP: 25402JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $996235.33    | 0.06%             | 2051-09-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                   | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $115224.40    | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA              | Export Development Canada                                                       | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | CORP              | CA        |   4075000 | PA      | $4113188.29   | 0.25%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                    | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    765000 | PA      | $763974.91    | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2485631 | PA      | $2479460.42   | 0.15%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUJ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112102 | PA      | $105245.42    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294870 | PA      | $289157.68    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae REMICS                                                               | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632719 | PA      | $493393.03    | 0.03%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3138EQER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29423 | PA      | $30657.12     | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140X8QQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799463 | PA      | $738917.29    | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XCHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508265 | PA      | $488723.19    | 0.03%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140XNZX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507343 | PA      | $429855.56    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418AS58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166046 | PA      | $148635.25    | 0.01%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101004 | PA      | $95163.77     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31253 | PA      | $29313.31     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CU93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51618 | PA      | $51268.04     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53015 | PA      | $51231.88     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3741910 | PA      | $3042432.51   | 0.19%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333938 | PA      | $272489.66    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1519614 | PA      | $1173759.65   | 0.07%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1460526 | PA      | $1242639.98   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                           | Freddie Mac Pool                                                                | CUSIP: 3142J6CM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2792001 | PA      | $2785069.73   | 0.17%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    511360 | PA      | $512193.20    | 0.03%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1037365 | PA      | $888865.60    | 0.06%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3617QGLL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226265 | PA      | $203395.18    | 0.01%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137936 | PA      | $137771.41    | 0.01%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32540 | PA      | $32757.91     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities         | GS Mortgage-Backed Securities Trust 2022-PJ5                                    | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230202 | PA      | $199284.26    | 0.01%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38380YH24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212638 | PA      | $5198.75      | 0.00%             | 2048-09-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Government National Mortgage Association                                        | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    655765 | PA      | $483495.47    | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2053272.72   | 0.13%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP               | Korea National Oil Corp                                                         | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |    205000 | PA      | $209008.98    | 0.01%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703201.14    | 0.04%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                  | Lockheed Martin Corp                                                            | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121957.92    | 0.01%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust        | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1710000 | PA      | $1683571.44   | 0.10%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| MARS INC                              | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110881.66    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                             | Mosaic Co/The                                                                   | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103203.46    | 0.01%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319610 | PA      | $283037.15    | 0.02%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                | Mosaic Solar Loan Trust 2021-3                                                  | CUSIP: 61946TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325750 | PA      | $197046.71    | 0.01%             | 2052-06-20      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                 | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |     35674 | PA      | $35675.42     | 0.00%             | 2031-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| MURRAY ENERGY CORP                    | Murray Energy Corp                                                              | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    180991 | PA      | $0.00         | 0.00%             | 2024-04-15      | None          | 12.00%                | No            |                  3 | On Loan: No      |
| PPL ELECTRIC UTILITIES                | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69973.11     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    194000 | PA      | $190389.22    | 0.01%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER               | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    130000 | PA      | $123093.93    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | Philip Morris International Inc                                                 | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $593649.03    | 0.04%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                  | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $331393.26    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PORT LIONS AK REVENUE                 | City of Port Lions AK                                                           | CUSIP: 734707AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1574430.34   | 0.10%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2021-4                                                      | CUSIP: 74938VAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271115 | PA      | $224284.28    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management           | RCKT Mortgage Trust 2025-CES1                                                   | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467712 | PA      | $480585.77    | 0.03%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2203547.90   | 0.14%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5746.72      | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                    | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    191000 | PA      | $168031.65    | 0.01%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC          | Sabey Data Center Issuer LLC                                                    | CUSIP: 78520EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $594636.42    | 0.04%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                        | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    271000 | PA      | $262868.94    | 0.02%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM              | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57483.29     | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93677.15     | 0.01%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA              | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   2583000 | PA      | $2417450.60   | 0.15%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    156000 | PA      | $138559.27    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS              | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86902.14     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61068 | PA      | $53671.79     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45400 | PA      | $41325.88     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96382 | PA      | $87536.94     | 0.01%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TQR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95100 | PA      | $94554.52     | 0.01%             | 2048-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| iShares 10-20 Year Treasury Bo        | iShares 10-20 Year Treasury Bond ETF                                            | CUSIP: 464288653<br>LEI: 549300MH5J7BUV0VS287 | Long             | EC               | RF                | US        |    467762 | NS      | $47557362.54  | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-7                                                 | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210512 | PA      | $174165.14    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP MORGAN MORTGAGE TRUST 2018-5                                                 | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26341 | PA      | $23704.54     | 0.00%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT               | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62878.66     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust             | Towd Point Mortgage Trust 2021-SJ1                                              | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171320 | PA      | $166563.44    | 0.01%             | 2068-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust             | Towd Point Mortgage Trust 2024-CES3                                             | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369517 | PA      | $376907.72    | 0.02%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE               | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $176609.50    | 0.01%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.             | Trinity Rail Leasing 2025 LLC                                                   | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745397 | PA      | $741033.66    | 0.05%             | 2055-10-19      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                      | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    446000 | PA      | $401830.94    | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S              | Tyco Electronics Group SA                                                       | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    148000 | PA      | $149805.83    | 0.01%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                 | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248679.76    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                 | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    675000 | PA      | $634174.56    | 0.04%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                 | Mexico Government International Bond                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    461000 | PA      | $466993.00    | 0.03%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9876800 | PA      | $9710129.01   | 0.60%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2755000 | PA      | $2610470.11   | 0.16%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289643.35    | 0.02%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                            | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    675000 | PA      | $617539.36    | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION RENEWABLES              | Constellation Renewables LLC                                                    | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    795593 | PA      | $797915.87    | 0.05%             | 2027-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                   | US 2YR NOTE (CBT) Mar26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       165 | NC      | $6841.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BB BLUE FINANCING DAC                 | BB Blue Financing DAC                                                           | CUSIP: BZ1196170<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   1000000 | PA      | $977435.23    | 0.06%             | 2029-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                   | CDX.NA.IG.45.V1 (SELL PROTECTION)                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $151579.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOLAB INC                            | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $108031.97    | 0.01%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                   | Freddie Mac STACR REMIC Trust 2022-DNA5                                         | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $562768.11    | 0.03%             | 2042-06-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121361.15    | 0.01%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GCM GROSVENOR DIV LLC                 | GCM Grosvenor Diversified Alternatives Issuer LLC                               | CUSIP: 36831FAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $768233.61    | 0.05%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    311000 | PA      | $324107.79    | 0.02%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva        | GM Financial Revolving Receivables Trust 2024-2                                 | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1727707.96   | 0.11%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR               | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425641 | PA      | $428097.65    | 0.03%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                    | BMW US Capital LLC                                                              | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52260.66     | 0.00%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    314000 | PA      | $313070.74    | 0.02%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus        | BRAVO Residential Funding Trust 2024-CES1                                       | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |    642724 | PA      | $652606.78    | 0.04%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORP                   | Bridge Housing Corp                                                             | CUSIP: 10806CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $470585.38    | 0.03%             | 2030-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    733000 | PA      | $748394.43    | 0.05%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $115420.07    | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust          | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    858920 | PA      | $816403.00    | 0.05%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE              | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95016.07     | 0.01%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                    | Cenovus Energy Inc                                                              | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    975000 | PA      | $971964.05    | 0.06%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $329497.84    | 0.02%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $65438.58     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97265.40     | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                 | Amrize Finance US LLC                                                           | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309373.17    | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK               | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    383000 | PA      | $360178.99    | 0.02%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1041004.78   | 0.06%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                  | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    236000 | PA      | $242334.02    | 0.02%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                      | Zions Bancorp NA                                                                | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999997.22   | 0.12%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                         | AEP Texas Inc                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300224.58    | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $147961.20    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                            | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65870 | PA      | $65889.32     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                    | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     54000 | PA      | $34143.89     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                        | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1113054.34   | 0.07%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD              | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    980000 | PA      | $1018032.71   | 0.06%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    544000 | PA      | $537157.59    | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                   | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $265983.83    | 0.02%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                         | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3325000 | PA      | $3548789.39   | 0.22%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2021-B30 Mortgage Trust                                               | CUSIP: 08163KBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2664634.80   | 0.17%             | 2054-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund           | BlackRock Liquidity FedFund                                                     | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  11823259 | NS      | $11823258.76  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    565000 | PA      | $403411.02    | 0.03%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC               | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99656.78     | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    730000 | PA      | $729308.75    | 0.05%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                    | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2180775.03   | 0.14%             | 2057-11-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                          | Broadcom Inc                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    237000 | PA      | $216778.80    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $61529.23     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    149000 | PA      | $108361.29    | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459458.90    | 0.03%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF              | Province of British Columbia Canada                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    260000 | PA      | $258081.49    | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                   | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    312000 | PA      | $273654.44    | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust        | Carvana Auto Receivables Trust 2024-P2                                          | CUSIP: 14688PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $578097.60    | 0.04%             | 2030-06-10      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE              | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117758.80    | 0.01%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                       | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958437.73    | 0.06%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915774.55    | 0.06%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                 | DuPont de Nemours Inc                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    312000 | PA      | $315949.08    | 0.02%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97611.22     | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                            | Fannie Mae Pool                                                                 | CUSIP: 3140QCUH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68609 | PA      | $67166.87     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                        | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51552.06     | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| THE REINVESTMENT FUND                 | Reinvestment Fund Inc/The                                                       | CUSIP: 75936LAL8<br>LEI: 254900M05GOONA6Z9I72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494046.78    | 0.03%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Renew Financial                       | Renew 2018-1                                                                    | CUSIP: 75973FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    118569 | PA      | $111506.29    | 0.01%             | 2053-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                    | Roche Holdings Inc                                                              | CUSIP: 771196CK6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206864.75    | 0.01%             | 2031-03-08      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | Royal Bank of Canada                                                            | CUSIP: 780082AQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1009903.16   | 0.06%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                  | SCG Trust 2025-SNIP                                                             | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1402185.82   | 0.09%             | 2042-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                       | SBA Tower Trust                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023970.60   | 0.06%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC              | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1371736.39   | 0.09%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SALT RIVER AZ PROJ AGRIC IMPT         | Salt River Project Agricultural Improvement & Power District                    | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2456579.25   | 0.15%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY          | City & County of San Francisco CA                                               | CUSIP: 79773KRM8<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $967853.60    | 0.06%             | 2064-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY          | City & County of San Francisco CA                                               | CUSIP: 79773KSJ4<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2501474.25   | 0.16%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SAN LUIS OBISPO CNTY CA FING A        | San Luis Obispo County Financing Authority                                      | CUSIP: 798693BV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $519669.55    | 0.03%             | 2040-09-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                    | Santos Finance Ltd                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     59000 | PA      | $58672.22     | 0.00%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                | Sequoia Mortgage Trust 2015-2                                                   | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7741 | PA      | $7175.79      | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | Serbia International Bond                                                       | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    850000 | PA      | $878761.44    | 0.05%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | Societe Generale SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    390000 | PA      | $424747.24    | 0.03%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                    | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    153000 | PA      | $151561.48    | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89418.78     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                 | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    216000 | PA      | $211238.06    | 0.01%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL        | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1281148.06   | 0.08%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST               | Starwood Property Trust Inc                                                     | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1483150.89   | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust             | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94775 | PA      | $86839.66     | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL               | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    169000 | PA      | $114862.46    | 0.01%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust         | UBS Commercial Mortgage Trust 2017-C7                                           | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204198 | PA      | $202006.41    | 0.01%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                     | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $602775.47    | 0.04%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $244507.81    | 0.02%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3215000 | PA      | $1777041.03   | 0.11%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     92000 | PA      | $74484.06     | 0.00%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17080000 | PA      | $13816785.89  | 0.86%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    304000 | PA      | $286733.75    | 0.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    621000 | PA      | $627015.94    | 0.04%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    212000 | PA      | $197615.47    | 0.01%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $126464.84    | 0.01%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $121846.87    | 0.01%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     97000 | PA      | $99155.98     | 0.01%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12003000 | PA      | $11830456.89  | 0.73%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    695000 | PA      | $599381.76    | 0.04%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477583.43    | 0.03%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU              | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22749.32     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                  | Verizon Master Trust Series 2025-9                                              | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $365958.89    | 0.02%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                           | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26867.52     | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC              | Vistra Operations Co LLC                                                        | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128098.56    | 0.01%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC            | Vivint Solar Financing V LLC                                                    | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219392 | PA      | $214402.08    | 0.01%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    182000 | PA      | $176120.46    | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                          | Voya CLO 2019-3 Ltd                                                             | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1936960 | PA      | $1940566.39   | 0.12%             | 2032-10-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se        | Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215318 | PA      | $187609.82    | 0.01%             | 2050-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag        | Wells Fargo Commercial Mortgage Trust 2025-609M                                 | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $750696.53    | 0.05%             | 2042-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT              | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1185412.99   | 0.07%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank5                                 | BANK5 2025-5YR17                                                                | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1525886.66   | 0.09%             | 2058-11-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1430000 | PA      | $1406988.95   | 0.09%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd               | Barrow Hanley CLO I Ltd                                                         | CUSIP: 068751AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2451795.85   | 0.15%             | 2038-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $542222.82    | 0.03%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust              | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $719122.48    | 0.04%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION              | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    160000 | PA      | $122253.44    | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                      | CIFC Funding 2018-II Ltd                                                        | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3255911.75   | 0.20%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage         | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705457 | PA      | $704601.37    | 0.04%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    243000 | PA      | $261314.06    | 0.02%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $613260.25    | 0.04%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R09                                    | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $259783.30    | 0.02%             | 2042-09-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                      | Connecticut Avenue Securities Trust 2022-R05                                    | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $122649.94    | 0.01%             | 2042-04-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC              | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69766.64     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T        | EFMT 2023-1                                                                     | CUSIP: 26844QAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150317.43    | 0.01%             | 2068-02-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121501.82    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                    | First Horizon Corp                                                              | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116728.79    | 0.01%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust               | Flagstar Mortgage Trust 2021-4                                                  | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181028 | PA      | $149747.03    | 0.01%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                              | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     89000 | PA      | $88790.73     | 0.01%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION              | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    355000 | PA      | $314677.10    | 0.02%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80477 | PA      | $74662.94     | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A        | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3341822 | PA      | $3398253.27   | 0.21%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2650000 | PA      | $2727881.80   | 0.17%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $792571.52    | 0.05%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1912298.49   | 0.12%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54822.73     | 0.00%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2018-9                                                 | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1096 | PA      | $1025.69      | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | JP Morgan Mortgage Trust 2021-10                                                | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74319 | PA      | $61481.46     | 0.00%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2021-LTV2                                            | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68590 | PA      | $59567.95     | 0.00%             | 2052-05-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-6                                               | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020971 | PA      | $884535.18    | 0.05%             | 2052-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust              | J.P. Morgan Mortgage Trust 2022-7                                               | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118510 | PA      | $102494.19    | 0.01%             | 2052-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                     | Jamestown CLO XIV Ltd                                                           | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2996040.00   | 0.19%             | 2034-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| KENTUCKY POWER CO                     | Kentucky Power Co                                                               | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |    224000 | PA      | $244622.29    | 0.02%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                   | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134908.62    | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77431.39     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust 2020-B                                | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73805 | PA      | $70881.27     | 0.00%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust            | Navient Private Education Refi Loan Trust 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56280 | PA      | $53765.77     | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                 | Nederlandse Waterschapsbank NV                                                  | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1019910.00   | 0.06%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                           | City of New York NY                                                             | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    705000 | PA      | $681252.64    | 0.04%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY HSG DEV CORP         | New York City Housing Development Corp                                          | CUSIP: 64972KMP7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |    250000 | PA      | $251679.48    | 0.02%             | 2030-02-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NGC Ltd                               | NGC 2024-I Ltd                                                                  | CUSIP: 652927AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3004902.00   | 0.19%             | 2037-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust               | Nissan Auto Lease Trust 2025-A                                                  | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $809740.88    | 0.05%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                     | NorthWestern Corp                                                               | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    390000 | PA      | $399872.58    | 0.02%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                           | Nutrien Ltd                                                                     | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76224.77     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO              | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    426000 | PA      | $458869.90    | 0.03%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OAKLAND CA                            | City of Oakland CA                                                              | CUSIP: 672240ZX9<br>LEI: 549300BRTTFKDQCGL048 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003098.50   | 0.06%             | 2045-07-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                | Oman Government International Bond                                              | CUSIP: 682051AC1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    815000 | PA      | $815340.65    | 0.05%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY               | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116442.45    | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA               | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1025562.01   | 0.06%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                   | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    138000 | PA      | $141491.88    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                      | RELX Capital Inc                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118691.37    | 0.01%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                    | RWE Finance US LLC                                                              | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152534.20    | 0.01%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T        | Regional Management Issuance Trust 2025-2                                       | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1477546.01   | 0.09%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                       | Ross Stores Inc                                                                 | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    395000 | PA      | $397146.98    | 0.02%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | Royal Bank of Canada                                                            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207555.60    | 0.01%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                       | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024856.43   | 0.06%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV              | Southwestern Public Service Co                                                  | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    360000 | PA      | $265853.23    | 0.02%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY              | Standard Industries Inc/NY                                                      | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124663.28    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER              | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    202000 | PA      | $204775.62    | 0.01%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC              | Store Master Funding I-VII XIV XIX XX                                           | CUSIP: 86190BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1124125 | PA      | $1050581.23   | 0.07%             | 2051-06-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Store Master Funding I - VII,         | Store Master Funding I-VII and XIV                                              | CUSIP: 86212XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985338 | PA      | $969917.91    | 0.06%             | 2049-11-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY              | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    210000 | PA      | $143891.01    | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196234.82    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                | Tesla Auto Lease Trust 2024-A                                                   | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618147 | PA      | $620154.07    | 0.04%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                 | Unilever Capital Corp                                                           | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1963647.62   | 0.12%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM               | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59129.73     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6130000 | PA      | $3218250.00   | 0.20%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11725000 | PA      | $6552259.71   | 0.41%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $367753.91    | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8055000 | PA      | $6717744.18   | 0.42%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2265000 | PA      | $2163517.38   | 0.13%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    603000 | PA      | $580835.04    | 0.04%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1551062.81   | 0.10%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77652.93     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-23

**Name of Applicant:** PFM Multi-Manager Series Trust

**Signature:** /s/ Patrick R. Carmody

**Name of Signer:** Patrick R. Carmody

**Title:** Treasurer